Bắt đầu

Tìm kiếm tập lệnh với "averages"

Z-Score Weighted Moving Averages Indicator: Z-Score Weighted Moving Averages Another way of calculating moving average This indicator calculates two types of weighted moving averages (WMAs) based on z-scores and inverse z-scores. The indicator's purpose is to provide traders with a unique perspective on price movements by assigning different weights to data points based on their deviations from the mean . The two types of WMAs generated are as follows: Smoothed Weighted Moving Average (wma_smoothed): Z-score is calculated as (price - SMA of price/(MAD*1.2533), where MAD is mean absolute deviation around the median). Weights are assigned to each data point based on the inverse of (1 + absolute value of the z-scores). This emphasizes points closer to the mean and reduces the influence of extreme deviations. The weighted moving average is computed using the calculated weights, giving more importance to data points with smaller z-scores and, therefore, points that are closer to the mean. Dynamic Weighted Moving Average (wma_dynamic): Z-scores are still calculated in the same way. Weights are assigned based on the absolute value of the z-scores. This emphasizes data points with significant deviations from the mean, without considering the direction of deviation. The weighted moving average is computed using these dynamic weights, giving more weight to data points that have larger absolute z-scores, irrespective of whether they are above or below the mean.
Chỉ báo Pine Script®
bởi federalTacos5392b
Consensio Allocation ToolOriginally created and taught by Taylor Jenks, this indicator provides portfolio allocation suggestions based on the behaviour of price and 3 simple moving averages (4/10/40 by default) (ie. when short & medium term SMAs are above the long term then allocation is to be 100%). This percentage allocated to the stock/commodity is to be reduced as it passes below the SMA's, particularly as each moving average crosses. Consensio is useful for scaling in and out of a position as the portfolio allocation will change according to the momentum of the asset. The rules below are my own based on understanding of the trading system developed by Jenks and his online content. This script has the following rules: if fastAboveSlowMA and not mediumAboveSlowMA allocation := 30.0 else if longAboveFastMA allocation := 0.0 else if fastAboveMediumMA and fastAboveSlowMA allocation := 100.0 else if not fastAboveMediumMA and fastAboveSlowMA allocation := 80.0 else if not fastAboveMediumMA and not fastAboveSlowMA allocation := 50.0 else if not mediumAboveSlowMA and fastAboveSlowMA allocation := 50.0 // Calculate adjusted allocation percentage based on crossing moving averages allocation := allocation + (priceAboveFastMA ? 10.0 : -10.0) allocation := allocation + (priceAboveMediumMA ? 10.0 : -10.0)
Chỉ báo Pine Script®
bởi aouwie
1
Colorful Moving Averageswhat is Colorful Moving Averages? This indicator allows you to use your favorite moving averages in their advanced form. what it does? It gives you easy access to the following information with a single indicator: the direction and momentum of the price, rate of change of momentum (acceleration), time-dependent change in momentum, and all the other information a moving average provides. it paints the selected moving average type according to the momentum it has, and also shows the momentum and acceleration values in a table. colors are interpreted as follows: the color of the moving average is red, the momentum is negative; A green color means the momentum is positive, and a yellow color means the momentum is 0. As the momentum changes, the moving average takes on different shades of these 3 colors. how it actually works can be easily understood at a glance. "Δ" sign indicates momentum compressed between 100 and -100. "Γ" sign indicates the momentum of the momentum, that is the acceleration. its values are compressed between 100 and -100. how it does it? it uses this formulas: how to use it? First, select the moving average type you want to use. then set the length and source. Now, with a single indicator, you can observe both the distance of the price from the mean, its instantaneous momentum relative to the last candle by looking at the symbol "Δ", the current change of momentum by looking at the symbol "Γ", and the time-dependent change in its momentum by looking at the colors. you can also see the maximum and minimum points where the momentum is equal to 0.
Chỉ báo Pine Script®
bởi faytterro
25
Multi-Asset Month/Month % change 10yr Averages10 Year Averages of Month-on-Month % change: Shows current asset, and 3x user input assets -For comparing seasonal tendencies among different assets. -Choose from a variety of monthly average measures as source: sma(close, length), sma(ohlc4, length); as well as sma's of vwap, vwma, volume, volatility. (sma = simple moving average). -Averages based on month cf previous month: i.e. Feb % = Feb compared to Jan; Jan % = Jan compared to prev year's Dec. Average of the last 10yrs of these values is the printed value. -Plot on current year (2023), or previous year (2022). If Plotting on current year, and a month of year has not yet occured, a 9yr average will be printed. /// notes /// -daily bars in month is a global setting; so choose assets which have similar trading days per month. i.e. Crypto: length = 30 (days per month); Stocks/FX/Indices: length = 21 (days per month). -only plots on Daily timeframe. 10yr Avgs; Plotting with Year = 2022; using sma(close, 21) as source for average M/M change
Chỉ báo Pine Script®
bởi twingall
2
Colored Moving Averages With Close Signals[Whvntr][TradeStation]Plots the first time the close price is above or below the colored portion of the chosen MA. The MA's formula is from TradeStation's indicator: "Colored Moving Averages Can Help You Spot Trends" . I modified that indicator with customizations that include: Buy and Sell signals. Each time the current bar closes above the MA, while it's red (bearish), there's a Sell label at the start of that MA trend. Likewise: each time the current bar closes below the MA, while it's white (bullish), there's a Buy label at the beginning of that MA trend. You can now, also, easily see which MA you are selecting by hovering your cursor over the tooltips icon. I've included a modified Hull MA as default because I've found this SMA combination with the WMA to be a very smooth oscillation. I've also added some different types of MA's. Colored moving averages are helpful to determine when a trend may be reversing. MA's ‎1 · Modified Hull MA: (SMA of the WMAs Hull Formula) 2 · Hull MA 3 · Exponential Moving Average 4 · Weighted Moving Average 5 · RMA Moving Average used in RSI 6 · Volume Weighted MA 7 · Simple Moving Average This indicator isn't endorsed as a guarantee of future, favorable, results.
Chỉ báo Pine Script®
bởi whvntr
12
Seasonal tendency: week-on-week % change and 10yr Averages-shows week-on-week % change, and 10yr averages of these % changes -scan across the 10yr averages to get a good idea of the seasonality of an asset -best used on commodities with strong seasonal tendencies (Gold, Wheat, Coffee, Lean hogs etc) -works only on daily timeframe -by default it will compare SMA(length) in the following way, BTC: Sunday cf previous Sunday | ES/Gold: Monday cf previous Monday -for most assets, 5 daily bars in a week (SMA(5)) => that's the default. For BTC can change this to 7. ~~inputs: -change input year to show any previous decade of asset's history; the table will display over that year on the chart -choose expression for Average of % change week on week: SMA, ohlc4, vwma, vwap (default SMA) -choose number of daily bars in a week (i.e. SMA length) -change label sizes/colors ~~notes: -When applied to current year: will print the 10yr average for previous weeks in the year; 9yr average for future weeks in the year -drawings and SMA plot on the above chart are just to show visually how the week's average is calculated, and how this lines up with the label -current week of year will highlight in large font orange by default -the first 2 weeks of the year are omitted because of a bug i can't figure out, which throws out bad numbers. -cannot print all the values for each of previous 10yrs; 'code too long' error. Could likely do this via using matrices but would require a rewrite 17th Dec 2022 @twingall
Chỉ báo Pine Script®
bởi twingall
Democratic Fibonacci Moving AveragesWith this indicator, we have taken moving averages at Fibonacci lengths (3 to 233) as well as the average of these values, labeled the DFMA. Additionally, these values have been inputted into a table overlay. The cross of the FibMA(233) and the DFMA can be used as a signal for long or short. The FibMA lengths of 3 and 233 are plotted in white by default, the FibMAs with lengths between 3 and 233 are plotted in blue by default, and the democratic line (DFMA) that averages these lines is plotted in green or red (depending on if the value is above or below the 233-length FibMA).
Chỉ báo Pine Script®
bởi LeafAlgo
3
Moving Averages ProxyLibrary "MovingAveragesProxy" Moving Averages Proxy - Library of all moving averages spread out in different libraries rvwap(_src, fixedTfInput, minsInput, hoursInput, daysInput, minBarsInput)   Calculates the Rolling VWAP (customized VWAP developed by the team of TradingView)   Parameters:      _src : (float) Source. Default: close      fixedTfInput : (bool) Use a fixed time period. Default: false      minsInput : (int) Minutes. Default: 0      hoursInput : (int) Hours. Default: 0      daysInput : (int) Days. Default: 1      minBarsInput : (int) Bars. Default: 10   Returns: (float) Rolling VWAP correlationMa(src, len, factor)   Correlation Moving Average   Parameters:      src : (float) Source. Default: close      len : (int) Length      factor : (float) Factor. Default: 1.7   Returns: (float) Correlation Moving Average regma(src, len, lambda)   Regularized Exponential Moving Average   Parameters:      src : (float) Source. Default: close      len : (int) Length      lambda : (float) Lambda. Default: 0.5   Returns: (float) Regularized Exponential Moving Average repma(src, len)   Repulsion Moving Average   Parameters:      src : (float) Source. Default: close      len : (int) Length   Returns: (float) Repulsion Moving Average epma(src, length, offset)   End Point Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length      offset : (float) Offset. Default: 4   Returns: (float) End Point Moving Average lc_lsma(src, length)   1LC-LSMA (1 line code lsma with 3 functions)   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) 1LC-LSMA Moving Average aarma(src, length)   Adaptive Autonomous Recursive Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Adaptive Autonomous Recursive Moving Average alsma(src, length)   Adaptive Least Squares   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Adaptive Least Squares ahma(src, length)   Ahrens Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Ahrens Moving Average adema(src)   Ahrens Moving Average   Parameters:      src : (float) Source. Default: close   Returns: (float) Moving Average autol(src, lenDev)   Auto-Line   Parameters:      src : (float) Source. Default: close      lenDev : (int) Length for standard deviation   Returns: (float) Auto-Line fibowma(src, length)   Fibonacci Weighted Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Moving Average fisherlsma(src, length)   Fisher Least Squares Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Moving Average leoma(src, length)   Leo Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Moving Average linwma(src, period, weight)   Linear Weighted Moving Average   Parameters:      src : (float) Source. Default: close      period : (int) Length      weight : (int) Weight   Returns: (float) Moving Average mcma(src, length)   McNicholl Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Moving Average srwma(src, length)   Square Root Weighted Moving Average   Parameters:      src : (float) Source. Default: close      length : (int) Length   Returns: (float) Moving Average EDSMA(src, len)   Ehlers Dynamic Smoothed Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: EDSMA smoothing. dema(x, t)   Double Exponential Moving Average.   Parameters:      x : Series to use ('close' is used if no argument is supplied).      t : Lookback length to use.   Returns: DEMA smoothing. tema(src, len)   Triple Exponential Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: TEMA smoothing. smma(src, len)   Smoothed Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: SMMA smoothing. hullma(src, len)   Hull Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: Hull smoothing. frama(x, t)   Fractal Reactive Moving Average.   Parameters:      x : Series to use ('close' is used if no argument is supplied).      t : Lookback length to use.   Returns: FRAMA smoothing. kama(x, t)   Kaufman's Adaptive Moving Average.   Parameters:      x : Series to use ('close' is used if no argument is supplied).      t : Lookback length to use.   Returns: KAMA smoothing. vama(src, len)   Volatility Adjusted Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: VAMA smoothing. donchian(len)   Donchian Calculation.   Parameters:      len : Lookback length to use.   Returns: Average of the highest price and the lowest price for the specified look-back period. Jurik(src, len)   Jurik Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: JMA smoothing. xema(src, len)   Optimized Exponential Moving Average.   Parameters:      src : Series to use ('close' is used if no argument is supplied).      len : Lookback length to use.   Returns: XEMA smoothing. ehma(src, len)   EHMA - Exponential Hull Moving Average   Parameters:      src : Source      len : Period   Returns: Exponential Hull Moving Average (EHMA) covwema(src, len)   Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)   Parameters:      src : Source      len : Period   Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA) covwma(src, len)   Coefficient of Variation Weighted Moving Average (COVWMA)   Parameters:      src : Source      len : Period   Returns: Coefficient of Variation Weighted Moving Average (COVWMA) eframa(src, len, FC, SC)   Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)   Parameters:      src : Source      len : Period      FC : Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average      SC : Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average   Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA) etma(src, len)   Exponential Triangular Moving Average (ETMA)   Parameters:      src : Source      len : Period   Returns: Exponential Triangular Moving Average (ETMA) rma(src, len)   RMA - RSI Moving average   Parameters:      src : Source      len : Period   Returns: RSI Moving average (RMA) thma(src, len)   THMA - Triple Hull Moving Average   Parameters:      src : Source      len : Period   Returns: Triple Hull Moving Average (THMA) vidya(src, len)   Variable Index Dynamic Average (VIDYA)   Parameters:      src : Source      len : Period   Returns: Variable Index Dynamic Average (VIDYA) zsma(src, len)   Zero-Lag Simple Moving Average (ZSMA)   Parameters:      src : Source      len : Period   Returns: Zero-Lag Simple Moving Average (ZSMA) zema(src, len)   Zero-Lag Exponential Moving Average (ZEMA)   Parameters:      src : Source      len : Period   Returns: Zero-Lag Exponential Moving Average (ZEMA) evwma(src, len)   EVWMA - Elastic Volume Weighted Moving Average   Parameters:      src : Source      len : Period   Returns: Elastic Volume Weighted Moving Average (EVWMA) tt3(src, len, a1_t3)   Tillson T3   Parameters:      src : Source      len : Period      a1_t3 : Tillson T3 Volume Factor   Returns: Tillson T3 gma(src, len)   GMA - Geometric Moving Average   Parameters:      src : Source      len : Period   Returns: Geometric Moving Average (GMA) wwma(src, len)   WWMA - Welles Wilder Moving Average   Parameters:      src : Source      len : Period   Returns: Welles Wilder Moving Average (WWMA) cma(src, len)   Corrective Moving average (CMA)   Parameters:      src : Source      len : Period   Returns: Corrective Moving average (CMA) edma(src, len)   Exponentially Deviating Moving Average (MZ EDMA)   Parameters:      src : Source      len : Period   Returns: Exponentially Deviating Moving Average (MZ EDMA) rema(src, len)   Range EMA (REMA)   Parameters:      src : Source      len : Period   Returns: Range EMA (REMA) sw_ma(src, len)   Sine-Weighted Moving Average (SW-MA)   Parameters:      src : Source      len : Period   Returns: Sine-Weighted Moving Average (SW-MA) mama(src, len)   MAMA - MESA Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: MESA Adaptive Moving Average (MAMA) fama(src, len)   FAMA - Following Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: Following Adaptive Moving Average (FAMA) hkama(src, len)   HKAMA - Hilbert based Kaufman's Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA) getMovingAverage(type, src, len, lsmaOffset, inputAlmaOffset, inputAlmaSigma, FC, SC, a1_t3, fixedTfInput, daysInput, hoursInput, minsInput, minBarsInput, lambda, volumeWeighted, gamma_aarma, smooth, linweight, volatility_lookback, jurik_phase, jurik_power)   Abstract proxy function that invokes the calculation of a moving average according to type   Parameters:      type : (string) Type of moving average      src : (float) Source of series (close, high, low, etc.)      len : (int) Period of loopback to calculate the average      lsmaOffset : (int) Offset for Least Squares MA      inputAlmaOffset : (float) Offset for ALMA      inputAlmaSigma : (float) Sigma for ALMA      FC : (int) Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average      SC : (int) Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average      a1_t3 : (float) Tillson T3 Volume Factor      fixedTfInput : (bool) Use a fixed time period in Rolling VWAP      daysInput : (int) Days in Rolling VWAP      hoursInput : (int) Hours in Rolling VWAP      minsInput : (int) Minutrs in Rolling VWAP      minBarsInput : (int) Bars in Rolling VWAP      lambda : (float) Regularization Constant in Regularized EMA      volumeWeighted : (bool) Apply volume weighted calculation in selected moving average      gamma_aarma : (float) Gamma for Adaptive Autonomous Recursive Moving Average      smooth : (float) Smooth for Adaptive Least Squares      linweight : (float) Weight for Volume Weighted Moving Average      volatility_lookback : (int) Loopback for Volatility Adjusted Moving Average      jurik_phase : (int) Phase for Jurik Moving Average      jurik_power : (int) Power for Jurik Moving Average   Returns: (float) Moving average
Thư viện Pine Script®
bởi andre_007
14
Variety N-Tuple Moving Averages [Loxx]Variety N-Tuple Moving Averages is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 5 different moving average types including T3. A list of tuples can be found here if you'd like to name the order of the moving average by depth: Tuples extrapolated You'll notice that this is a lot of code and could normally be packed into a single loop in order to extract the N-tuple MA, however due to Pine Script limitations and processing paradigm this is not possible ... yet. If you choose the EMA option and select a depth of 2, this is the classic DEMA; EMA with a depth of 3 is the classic TEMA, and so on and so forth this is to help you understand how this indicator works. This version of NTMA is restricted to a maximum depth of 30 or less. Normally this indicator would include 50 depths but I've cut this down to 30 to reduce indicator load time. In the future, I'll create an updated NTMA that allows for more depth levels. This is considered one of the top ten indicators in forex. You can read more about it here: forex-station.com How this works Step 1: Run factorial calculation on the depth value, Step 2: Calculate weights of nested moving averages factorial(nemadepth) / (factorial(nemadepth - k) * factorial(k); where nemadepth is the depth and k is the weight position Examples of coefficient outputs: 6 Depth: 6 15 20 15 6 7 Depth: 7 21 35 35 21 7 8 Depth: 8 28 56 70 56 28 8 9 Depth: 9 36 34 84 126 126 84 36 9 10 Depth: 10 45 120 210 252 210 120 45 10 11 Depth: 11 55 165 330 462 462 330 165 55 11 12 Depth: 12 66 220 495 792 924 792 495 220 66 12 13 Depth: 13 78 286 715 1287 1716 1716 1287 715 286 78 13 Step 3: Apply coefficient to each moving average For QEMA, which is 5 depth EMA, the caculation is as follows ema1 = ta.ema(src, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) ema4 = ta.ema(ema3, length) ema5 = ta.ema(ema4, length) qema = 5 * ema1 - 10 * ema2 + 10 * ema3 - 5 * ema4 + ema5 Included: Alerts Loxx's Expanded Source Types Bar coloring
Chỉ báo Pine Script®
bởi loxx
4
TDI w/ Variety RSI, Averages, & Source Types [Loxx]This hybrid indicator is developed to assist traders in their ability to decipher and monitor market conditions related to trend direction, market strength, and market volatility. Even though comprehensive, the Traders Dynamic Index (TDI) is easy to read and use. This version of TDI has 7 different types of RSI, 38 different types of Moving Averages, 33 source types, and 5 types of signals as well as alerts and coloring. Default RSI type is set to Jurik's RSX. This indicator can be used on any timeframe. Green/Red line = RSI Price line White line = Trade Signal line Dark Green/Red lines = Volatility Band Yellow line = Market Base Line Gray dashed lines = Horizontal boundary lines, oversold/overbought 5 Signal Types w/ Alerts Signal Crosses = Green/Red line crosses over or under White line Floating Boundary Crosses = Green/Red line crosses over or under upper Dark Green/ lower Red lines Horizontal Boundary Crosses = Green/Red line crosses over or under Gray dashed upper/lower lines Floating Middle Crosses = Green/Red line crosses over or under Yellow line Horizontal Middle Crosses = Green/Red line crosses over or under Gray dashed middle line Manual Signal Types (no alerts included, this requires manual analysis) Volatility Band Signals (Dark Green/Red lines) = When the Dark Green/Red lines are expanding, the market is strong and trending. When Dark Green/Red lines are constricting, the market is weak and in a range. When the Dark Green/Red lines are extremely tight in a narrow range, expect an economic announcement or other market condition to spike the market Beyond these simple signal rules, there are various other signals or methods that can be used to derive long/short/exit signals from TDI included slope of the Green/Red line and bounces off the Yellow line. Included Loxx's Expanded Source Types Loxx's Variety RSI Loxx's Moving Averages Signals Alerts Bar coloring
Chỉ báo Pine Script®
bởi loxx
7
Variety-Filtered, Squeeze Moving Averages [Loxx]Variety-Filtered, Squeeze Moving Averages is a chop zone indicator that identifies when price is below a specific volatility threshold calculated as the difference between a fast and slow moving average and filtered using ATR- or Pips-based threshold. This indicator can be use as both an entry and exit indicator. It identifies both chop zones and breakouts/breakdowns How to use When the candles turn white and the threshold bands appear on the chart, this is indicative of low volatility When price exits the threshold bands, price will usually explode up or down giving a long or short signal. This acts as a sort of squeeze momentum. Included: Bar coloring Signals Alerts, 4 types of alerts: Squeeze started, Squeeze ended, long, and short Loxx's Expanded Source Types 35+ Loxx's Moving Averages
Chỉ báo Pine Script®
bởi loxx
7
Variety Moving Averages w/ Dynamic Zones [Loxx]Variety Moving Averages w/ Dynamic Zones contains 33 source types and 35+ moving averages with double dynamic zones levels. What are Dynamic Zones? As explained in "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl" Most indicators use a fixed zone for buy and sell signals. Here’ s a concept based on zones that are responsive to past levels of the indicator. One approach to active investing employs the use of oscillators to exploit tradable market trends. This investing style follows a very simple form of logic: Enter the market only when an oscillator has moved far above or below traditional trading lev- els. However, these oscillator- driven systems lack the ability to evolve with the market because they use fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market. And therein lies the problem. Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system’s mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market — bull or bear. Dynamic zones offer a solution to the problem of fixed buy and sell zones for any oscillator-driven system. An indicator’s extreme levels can be quantified using statistical methods. These extreme levels are calculated for a certain period and serve as the buy and sell zones for a trading system. The repetition of this statistical process for every value of the indicator creates values that become the dynamic zones. The zones are calculated in such a way that the probability of the indicator value rising above, or falling below, the dynamic zones is equal to a given probability input set by the trader. To better understand dynamic zones, let's first describe them mathematically and then explain their use. The dynamic zones definition: Find V such that: For dynamic zone buy: P{X <= V}=P1 For dynamic zone sell: P{X >= V}=P2 where P1 and P2 are the probabilities set by the trader, X is the value of the indicator for the selected period and V represents the value of the dynamic zone. The probability input P1 and P2 can be adjusted by the trader to encompass as much or as little data as the trader would like. The smaller the probability, the fewer data values above and below the dynamic zones. This translates into a wider range between the buy and sell zones. If a 10% probability is used for P1 and P2, only those data values that make up the top 10% and bottom 10% for an indicator are used in the construction of the zones. Of the values, 80% will fall between the two extreme levels. Because dynamic zone levels are penetrated so infrequently, when this happens, traders know that the market has truly moved into overbought or oversold territory. Calculating the Dynamic Zones The algorithm for the dynamic zones is a series of steps. First, decide the value of the lookback period t. Next, decide the value of the probability Pbuy for buy zone and value of the probability Psell for the sell zone. For i=1, to the last lookback period, build the distribution f(x) of the price during the lookback period i. Then find the value Vi1 such that the probability of the price less than or equal to Vi1 during the lookback period i is equal to Pbuy. Find the value Vi2 such that the probability of the price greater or equal to Vi2 during the lookback period i is equal to Psell. The sequence of Vi1 for all periods gives the buy zone. The sequence of Vi2 for all periods gives the sell zone. In the algorithm description, we have: Build the distribution f(x) of the price during the lookback period i. The distribution here is empirical namely, how many times a given value of x appeared during the lookback period. The problem is to find such x that the probability of a price being greater or equal to x will be equal to a probability selected by the user. Probability is the area under the distribution curve. The task is to find such value of x that the area under the distribution curve to the right of x will be equal to the probability selected by the user. That x is the dynamic zone. Included Bar coloring Alerts Channels fill Loxx's Expanded Source Types 35+ moving average types
Chỉ báo Pine Script®
bởi loxx
2
USFuturesInvestments Moving Averages - Exponencia and SimpleThis indicator contains the main exponential moving averages (9, 21 and 80) and the simple moving averages (200, 305 and 610), which I use in my operational. It was developed by my friend Giovani, who is a 10 note guy! I hope he can help you on your journey to becoming a Professional Trader. You can modify it the way you prefer, it is very simple. Neste indicador estão reunidas as principais médias móveis exponenciais (9, 21 e 80) e as médias móveis simples (200, 305 e 610), que uso em meu operacional. Ele foi desenvolvido por meu amigo Giovani, que é um cara nota 10! Espero que ele possa ajudar a você na jornada para se tornar um Trader Profissional. Você pode modifica-la do jeito que preferir, é muito simples.
Chỉ báo Pine Script®
bởi Devilpoll
Daily and Weekly Moving Averages on Daily ChartThis script is designed to be used on Swing and Position style approaches. Based on moving averages that I use with the integration of a weekly moving average that is visible on the daily chart /all timeframes. The moving averages are: 9EMA; 21EMA; 10 week SMA ; 50EMA; 150EMA; and 200EMA. Base script from CaptainBrett with Matt Caruso's chat with Richard Moglen showing me that this can be done on Tradingview. When searching for the script, I couldn't find it within the public library. Please Enjoy
Chỉ báo Pine Script®
bởi TCBOneTwoThree
1
Moving Averages - 5 Ribbon MTF HeatmapThis is a 5 Ribbon heatmap moving averages indicator where each represents a different time frame, The RED or GREEN color palette is also affected by asset velocity using ATR. Supports various moving averages including VMA (Default), Zero Lag, TSF (Time Series Forecast). A single ribbon is set to GREEN when fast MA (moving average) is above the slower MA and RED when fast MA is below the slower MA. In the settings you can set the ATR length (Average True Range) which will affect the velocity calculation for the colors, higher ATR length will smooth the coloring more (Less color changes), while lower ATR will show more instant changes. HOW TO USE? The brighter the GREEN is the stronger the up trend. The brighter the RED is the stronger the down trend. A weakening GREEN color can be a sign for a down reversal. A weakening RED color can be a sign for a up reversal . Supports alerts when fast moving average crosses slow moving average from all time frames, either way, up or down. Comments/Suggested/Positive feedbacks are welcome and can make this indicator even better. Follow for upcoming indicators: www.tradingview.com
Chỉ báo Pine Script®
bởi dman103
11
DMA: Triple Moving AveragesMoving average is a simple, technical analysis tool. Moving averages are usually calculated to identify the trend direction of a stock or to determine its support and resistance levels. It is a trend-following—or lagging—indicator because it is based on past prices. The longer the time period for the moving average, the greater the lag. So, a 200-day moving average will have a much greater degree of lag than a 20-day MA because it contains prices for the past 200 days. The 50-day and 200-day moving average figures for stocks are widely followed by investors and traders and are considered to be important trading signals. This indicator was made to allow three moving averages to be displayed without needing to use up 3 charting indicators individually This is fully complited mini trading system for each traders. Yopu can use short, middle and long view distance of traders interests on market and open your position with trend.
Chỉ báo Pine Script®
bởi baiturin
1
Multiple Moving Averages in one indicatorHi, that's an "enhanced" version of this indicator gently published by myfye13 . Here's the things I've implemented: Up to 8 moving averages Now you can set the source of each moving average Now you can set the length of each moving average. Hope this will help especially those who have an indicato limit or who use multiple emas and don't wan't to see a stack of indicators list on the upper left of the chart.
Chỉ báo Pine Script®
bởi UnknownUnicorn974929