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Expected Move Plotter [CHE]Expected Move Plotter "There is magic in everything new." Introduction: This script is an indicator for financial trading that plots the expected movement of a security based on the average range over the last five periods. The script is written in Pine Script, a high-level programming language used for creating technical indicators, strategies, and other trading tools for the TradingView platform. Inputs: Percentage of Open and Close: This input specifies the percentage of the open and close price to use for the expected movement. Time Periods: The script takes the different time periods into account and translates them to either 60 seconds, 240 seconds, 1 day, 3 days, 7 days, 1 month, 3 months or 12 months. Calculation: The script uses the "Open" and "High"/"Low" values of the last 5 periods to calculate the average range and plots the expected movement above and below the current open price. The plot is either green or red depending on whether the expected move is above or below the current close. Code Breakdown: The script starts by defining three integer constants: MS_IN_MIN, MS_IN_HOUR, and MS_IN_DAY, which represent the number of milliseconds in a minute, hour, and day, respectively. The function timeStep_translate() returns a string that represents the timeframe for a chart based on the current timeframe. The function first converts the chart's timeframe to milliseconds and then uses a switch statement to determine the string value to be returned based on the number of milliseconds in the timeframe. The script then retrieves the data for the open, high, and low values for the last five periods. The high and low values are used to calculate the average range, which is then used to plot the expected movement above and below the current open price. Conclusion: This script provides traders with a visual representation of the expected movement of a security based on the average range over the last five periods. It takes different time periods into account and provides a clear indication of whether the expected move is above or below the current close. The script is easy to use and provides a useful tool for traders looking to make informed trading decisions. Best regards Chervolino
Chỉ báo Pine Script®
bởi chervolino
1
Multi TF High/Low/Open/Close LineNOTE: I'm not sure why the screengrab isn't showing the lines. They are there, and when I share the chart from this link they are there.... idk This is a requested spin-off version of my previous HLOC for the Daily/Weekly/Monthly that allows users to choose 3 different timeframe units (Mins, Hours, Days, etc...) from the dropdown menu and then select the lookback period in which to draw the HLOC. I've had quite a few requests to allow users to see multiple lookbacks for the same timeframe unit, mostly weekly, and I did not wish to change that particular script for that purpose. However, I was able to take the existing script and alter it for user input. This indicator draws a line on the TF 1, TF 2, and TF 3 bar at the High, Low, Open and Close of user input Timeframe unit and selected lookback period. The lookback period will go back the number of candles entered. So for example if you choose a 5 Min chart with a lookback of 3, the lines will be drawn on the HLOC 3 closed 5 min candles back. Selecting 0 will show data on the current Real-Time candle. An example of a request I have gotten was for last week, the previous week and the previous month. The settings for that would be: TF 1 - 1 week Lookback 1, TF 2 - 1 week Lookback 2, TF 3 - 1 month Lookback 1. Each set of lines has an optional identifying label with its own color set that can be shown with or without price value, and has drop down menus for size and style of each set of labels. The TF unit value is displayed on the label, but not the lookback. So if you are using the hourly on all 3 TF's with different lookback periods, they will all say "60" on the label. I recommend using the line and label options to distinguish between the different lookback values. Each set of lines has inputs for line/text color, line width and style and each line argument can be selected independently. In the chart example I have displayed only the High and Low on three 1 hour TF's with the lookback of 4, 5 and 6 candles with the labels descending in size. With this data I can see that over the last 6 hours the price of ES is in an descending pattern and I should be on alert for a break. Since I trade ES in RTH on a much lower timeframe, this data can alert me to a bigger picture potential trend change or continuation. I would personally use this with pivot data for timing and look for entries in areas of high volume that moved price to a new high or low that have not been retested. I will be looking to add a user input offset for labels in the future. I have had bad luck with it in the past working for a couple weeks and then throwing an error, but I will look into it again soon. I also recommend going into Chart Settings/Status Line and turning off indicator arguments OR moving the script to the top of the indicator list to avoid obstructed chart view with this indicators arguments. When script allows, I will update it to hide them.
Chỉ báo Pine Script®
bởi goofoffgoose
9
High Low Bars in ColorHigh Low bars de-emphasize open and close levels, but sacrifice color. Because traditional candles use open and close to determine color, a new approach was needed. This script uses change in midpoints between high and low ( hl2 ), with degrees of shading based on threshold levels in the settings. The default threshold is 1.2 standard deviations of the change in hl2 . Optional "frosting" markers are available for open ("+") and close("x"). Best used in combination with High Low Color Volume .
Chỉ báo Pine Script®
bởi MrJulius
Yearly High/Low IndicatorThis is a basic line drawing script which will draw lines for the highest and lowest prices for each year on a chart. High lines will be green and low lines will be red. Each line is labeled with the year and price that it represents. It takes in a single input value which is the year to start marking from. By default, the script will only draw the yearly high lines and a check-box can be selected to enable the low lines. The high line can, similarly, be disable should you only want the low lines. I chose this default because I noticed that more often than not, with both enabled, the screen got a little too cluttered. Known Issues: If you set the starting year to the current year, the labels don't show up. I spent a while trying to figure out why but I gave up after realizing that if you only have one year selected, it's less important that they be labeled and it didn't bother me after that. If it bothers you, fix it and feel free to let me know how you did it but I'm not interested in working any harder on a fix right now.
Chỉ báo Pine Script®
bởi tedwardd
Open High Low StrategyThis is a very simple, yet effective and to some extend widely followed scalping strategy to capture the underling sentiments of the counter whether it will go up or down. What is it? This is Open-High-Low (OLH) strategy. As you already aware of Candlestick patterns, there is patterns called as Marubozu patterns where the sell wick or buy wick either ceases to exists (or very small). This is exactly in the same principle. In OLH strategy: The buy signal appears when the Open Price is the Low Price. It means if you draw the candlestick, there is no bottom wick. So after the opening of the candle, the demand drives the price up to the level, some selling may or may not come and closes in green. This indicates a strong upward biasness of the underlying counter. Similarly, a sell signal appears when the Open price is the High Price. It means there is no upper wick. So there is no buying pressure, since the opening of the candle, sellers are in force and pulls down the price to a closing. This strategy generates the signal at the close of the candle (technically barstate.isconfirmed). Because until the bar is real-time there is no option to know the final closing or high. So you will see the bar on which it generates the buy or sell signal is actually indicates the previous bar as OLH bar. To determine the Stop-Loss, it uses the most widely known SL calculation of: For buy signal, it takes the low of the last 7 candles and substract the ATR (Average True Range) of 14-period. For sell signal, it takes the high of the last 7 candles and add it to the ATR (Average True Range) of 14-period. One can plot the SL lines as dotted green and red lines as well to see visually. Default Risk:Reward is 1:2, Can be customizable. What is Unique? Of course the utter simplistic nature of this strategy is it's key point. Very easy and intuitive to understand. There are awesome strategies in this forum that talks about the various indicators combinations and what not. Instead of all this, in a 15m NSE:NIFTY chart, it generates a good ~ 47% profit-factor with 1:2 Risk Reward ratio. Means if you loose a trade you will loose 1% of account and if you win you will gain 2%. Means 3 trades (2 profits and 1 loss) in a trading session result 3% overall gain for the day. (Assuming you are ready with 1% draw down of your account per trade, at max). Disclaimer: This piece of software does not come up with any warrantee or any rights of not changing it over the future course of time. We are not responsible for any trading/investment decision you are taking out of the outcome of this indicator.
Chiến lược Pine Script®
bởi pradipandsuvra
Variety, Low-Pass, FIR Filter Impulse Response Explorer [Loxx]Variety Low-Pass FIR Filter, Impulse Response Explorer is a simple impulse response explorer of 16 of the most popular FIR digital filtering windowing techniques. Y-values are the values of the coefficients produced by the selected algorithms; X-values are the index of sample. This indicator also allows you to turn on Sinc Windowing for all window types except for Rectangular, Triangular, and Linear. This is an educational indicator to demonstrate the differences between popular FIR filters in terms of their coefficient outputs. This is also used to compliment other indicators I've published or will publish that implement advanced FIR digital filters (see below to find applicable indicators). Inputs: Number of Coefficients to Calculate = Sample size; for example, this would be the period used in SMA or WMA FIR Digital Filter Type = FIR windowing method you would like to explore Multiplier (Sinc only) = applies a multiplier effect to the Sinc Windowing Frequency Cutoff = this is necessary to smooth the output and get rid of noise. the lower the number, the smoother the output. Turn on Sinc? = turn this on if you want to convert the windowing function from regular function to a Windowed-Sinc filter Order = This is used for power of cosine filter only. This is the N-order, or depth, of the filter you wish to create. What are FIR Filters? In discrete-time signal processing, windowing is a preliminary signal shaping technique, usually applied to improve the appearance and usefulness of a subsequent Discrete Fourier Transform. Several window functions can be defined, based on a constant (rectangular window), B-splines, other polynomials, sinusoids, cosine-sums, adjustable, hybrid, and other types. The windowing operation consists of multipying the given sampled signal by the window function. For trading purposes, these FIR filters act as advanced weighted moving averages. A finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of finite duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which may have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response (that is, the output in response to a Kronecker delta input) of an Nth-order discrete-time FIR filter lasts exactly {\displaystyle N+1}N+1 samples (from first nonzero element through last nonzero element) before it then settles to zero. FIR filters can be discrete-time or continuous-time, and digital or analog. A FIR filter is (similar to, or) just a weighted moving average filter, where (unlike a typical equally weighted moving average filter) the weights of each delay tap are not constrained to be identical or even of the same sign. By changing various values in the array of weights (the impulse response, or time shifted and sampled version of the same), the frequency response of a FIR filter can be completely changed. An FIR filter simply CONVOLVES the input time series (price data) with its IMPULSE RESPONSE. The impulse response is just a set of weights (or "coefficients") that multiply each data point. Then you just add up all the products and divide by the sum of the weights and that is it; e.g., for a 10-bar SMA you just add up 10 bars of price data (each multiplied by 1) and divide by 10. For a weighted-MA you add up the product of the price data with triangular-number weights and divide by the total weight. What's a Low-Pass Filter? A low-pass filter is the type of frequency domain filter that is used for smoothing sound, image, or data. This is different from a high-pass filter that is used for sharpening data, images, or sound. Whats a Windowed-Sinc Filter? Windowed-sinc filters are used to separate one band of frequencies from another. They are very stable, produce few surprises, and can be pushed to incredible performance levels. These exceptional frequency domain characteristics are obtained at the expense of poor performance in the time domain, including excessive ripple and overshoot in the step response. When carried out by standard convolution, windowed-sinc filters are easy to program, but slow to execute. The sinc function sinc (x), also called the "sampling function," is a function that arises frequently in signal processing and the theory of Fourier transforms. In mathematics, the historical unnormalized sinc function is defined for x ≠ 0 by sinc x = sinx / x In digital signal processing and information theory, the normalized sinc function is commonly defined for x ≠ 0 by sinc x = sin(pi * x) / (pi * x) For our purposes here, we are used a normalized Sinc function Included Windowing Functions N-Order Power-of-Cosine (this one is really N-different types of FIR filters) Hamming Hanning Blackman Blackman Harris Blackman Nutall Nutall Bartlet Zero End Points Bartlet-Hann Hann Sine Lanczos Flat Top Rectangular Linear Triangular If you wish to dive deeper to get a full explanation of these windowing functions, see here: en.wikipedia.org Related indicators STD-Filtered, Variety FIR Digital Filters w/ ATR Bands STD/C-Filtered, N-Order Power-of-Cosine FIR Filter STD/C-Filtered, Truncated Taylor Family FIR Filter STD/Clutter-Filtered, Kaiser Window FIR Digital Filter STD/Clutter Filtered, One-Sided, N-Sinc-Kernel, EFIR Filt
Chỉ báo Pine Script®
bởi loxx
1
STD-Filtered, Ultra Low Lag Moving Average [Loxx]STD-Filtered, Ultra Low Lag Moving Average is a FIR filter that smooths price using a low-pass filtering with weights derived from a normalized cardinal since function. This indicator attempts to reduce lag to an extreme degree. Try this on various time frames with various Type inputs, 0 is the default, so see where the sweet spot is for your trading style. What is a Finite Impulse Response Filter? In signal processing, a finite impulse response (FIR) filter is a filter whose impulse response (or response to any finite length input) is of finite duration, because it settles to zero in finite time. This is in contrast to infinite impulse response (IIR) filters, which may have internal feedback and may continue to respond indefinitely (usually decaying). The impulse response (that is, the output in response to a Kronecker delta input) of an Nth-order discrete-time FIR filter lasts exactly {\displaystyle N+1}N+1 samples (from first nonzero element through last nonzero element) before it then settles to zero. FIR filters can be discrete-time or continuous-time, and digital or analog. A FIR filter is (similar to, or) just a weighted moving average filter, where (unlike a typical equally weighted moving average filter) the weights of each delay tap are not constrained to be identical or even of the same sign. By changing various values in the array of weights (the impulse response, or time shifted and sampled version of the same), the frequency response of a FIR filter can be completely changed. An FIR filter simply CONVOLVES the input time series (price data) with its IMPULSE RESPONSE. The impulse response is just a set of weights (or "coefficients") that multiply each data point. Then you just add up all the products and divide by the sum of the weights and that is it; e.g., for a 10-bar SMA you just add up 10 bars of price data (each multiplied by 1) and divide by 10. For a weighted-MA you add up the product of the price data with triangular-number weights and divide by the total weight. Ultra Low Lag Moving Average's weights are designed to have MAXIMUM possible smoothing and MINIMUM possible lag compatible with as-flat-as-possible phase response. What is Normalized Cardinal Sine? The sinc function sinc(x), also called the "sampling function," is a function that arises frequently in signal processing and the theory of Fourier transforms. In mathematics, the historical unnormalized sinc function is defined for x ≠ 0 by sinc x = sinx / x In digital signal processing and information theory, the normalized sinc function is commonly defined for x ≠ 0 by sinc x = sin(pi * x) / (pi * x) How this works, (easy mode) 1. Use a HA or HAB source type 2. The lower the Type value the smoother the moving average 3. Standard deviation stepping is added to further reduce noise Included Bar coloring Signals Alerts Loxx's Expanded Source Types
Chỉ báo Pine Script®
bởi loxx
2
Pivot Points High Low & Missed Reversal Levels [LuxAlgo]Pivot Points High/Low, sometimes referred to as "Bar Count Reversals" allows highlighting market prices local tops and bottoms. This method compares the price value at a certain index within a user-specified window length and tests whether it is the highest (pivot high) or lowest (pivot low). This method can return successive pivots of the same type, thus missing certain reversals, as such, we aimed to highlight those missed reversals and provide a level at their location to determine if they had any significant role to play. A zig-zag is additionally built, connecting regular pivots with missed reversals. Settings Pivot Length: Determine the "Bar Count Reversals" window size. higher values will highlight more significant reversals. Other settings control the look of the displayed graphical elements within the indicator. Usage Missed reversals are highlighted by labels with a ghost emoji, a Zig-Zag line connecting a missed reversal is dashed. Note that labels are offset by -Pivot Length bars (with the exception of the most recent one), and as such are detected further ahead of their location. When a missed reversal is detected, a level is displayed, starting at the location of the missed reversal and ending when a new missed reversal is detected. These levels can be used as support and resistance. The most recent label estimates the possible location of a confirmed reversal, and will continuously readjust whether price makes a new higher high/lower low depending on the type of previously detected pivot. A level is also made out of this estimated reversal.
Chỉ báo Pine Script®
bởi LuxAlgo
207
Buy alert [Crypto_BCT]Hello everyone! I bring to your attention a simple indicator to determine the point of purchase. It is based on oscillators and a moving average. It can be used to work with bots, for example 3COMMAS DCA bot. Signal Condition Settings: ATR The current candle is larger than the ATR for this period EMA The signal is necessarily below the EMA of the specified period MFI low The MFI index is below this value CCI low CCI index is below this value RSI low The RSI index is below this value Lowest bar from The closing of the current bar is lower than the closing of the bars back in this range Lowest EMA bar ago During a given distance back, the EMA value only decreased I hope it will be useful!
Chỉ báo Pine Script®
bởi Crypto_BitCoinTrader
4
Sessions with High/Low DiffThe main purpose of this indicator is to facilitate backtesting, but it may also be useful for traders to easily identify the current active/open trading sessions on lower-timeframe charts. This indicator also tracks the session high/low difference and plots it as a label on the last candle of the session once the last bar of that session has finished printing and a new candle opened. The position and direction of the label is based on the session open and close - if the session open is greater than the session close (which would equate to the equivalent of a red candle), the label will be printed UNDER the last candle, and vice versa if the session close is above the session open. The number printed inside the label is the difference between the session high and the session low, scaled to the minimum tick value of the chart. Note #1: There is a Pinescript maximum of 500 labels allowed on any chart. While I could have gotten fancy and done some wizardry with label arrays, I didn't really see a point to it. If labels are enabled for all 4 sessions at the same time, that would still have them available for the past 125 sessions, which would be about 6 months (approx 252 trading days per year, and this would cover 125 of them). If you limit to 2 sessions, you double your potential look-back to almost a year (250 days out of the 252 average trading days each year), and for a single session, you double it yet again to just under 2 years. Note #2: As this indicator tracks open, high, low, and close for each session, it can potentially be enhanced (or forked) to construct "session candles". I'm not sure what use this would be to anyone, but the pieces are there should someone find a use for it. While it would be easy to add alerts on sessions opening/closing, I didn't see a purpose or value in that as it would be little more than a glorified alarm clock. If I get enough demand to add them, I will gladly consider it.
Chỉ báo Pine Script®
bởi SamAccountX
1
K's Volatility BandsVolatility bands come in all shapes and forms contrary to what is believed. Bollinger bands remain the principal indicator in the volatility bands family. K's Volatility bands is an attempt at optimizing the original bands. Below is the method of calculation: * We must first start by calculating a rolling measure based on the average between the highest high and the lowest low in the last specified lookback window. This will give us a type of moving average that tracks the market price. The specificity here is that when the market does not make higher highs nor lower lows, the line will be flat. A flat line can also be thought of as a magnet of the price as the ranging property could hint to a further sideways movement. * The K’s volatility bands assume the worst with volatility and thus will take the maximum volatility for a given lookback period. Unlike the Bollinger bands which will take the latest volatility calculation every single step of time, K’s volatility bands will suppose that we must be protected by the maximum of volatility for that period which will give us from time to time stable support and resistance levels. Therefore, the difference between the Bollinger bands and K's volatility bands are as follows: * Bollinger Bands' formula calculates a simple moving average on the closing prices while K's volatility bands' formula calculates the average of the highest highs and the lowest lows. * Bollinger Bands' formula calculates a simple standard deviation on the closing prices while K's volatility bands' formula calculates the highest standard deviation for the lookback period. Applying the bands is similar to applying any other volatility bands. We can list the typical strategies below: * The range play strategy : This is the usual reversal strategy where we buy whenever the price hits the lower band and sell short whenever it hits the upper band. * The band re-entry strategy : This strategy awaits the confirmation that the price has recognized the band and has shaped a reaction around it and has reintegrated the whole envelope. It may be slightly lagging in nature but it may filter out bad trades. * Following the trend strategy : This is a controversial strategy that is the opposite of the first one. It assumes that whenever the upper band is surpassed, a buy signal is generated and whenever the lower band is broken, a sell signal is generated. * Combination with other indicators : The bands can be combined with other technical indicators such as the RSI in order to have more confirmation. This is however no guarantee that the signals will improve in quality. * Specific strategy on K’s volatility bands : This one is similar to the first range play strategy but it adds the extra filter where the trade has a higher conviction if the median line is flat. The reason for this is that a flat line means that no higher highs nor lower lows have been made and therefore, we may be in a sideways market which is a fertile ground for mean-reversion strategies.
Chỉ báo Pine Script®
bởi Sofien-Kaabar
DailyDeviationLibrary "DailyDeviation" Helps in determining the relative deviation from the open of the day compared to the high or low values. hlcDeltaArrays(daysPrior, maxDeviation, spec, res) Retuns a set of arrays representing the daily deviation of price for a given number of days.   Parameters:      daysPrior : Number of days back to get the close from.      maxDeviation : Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.      spec : session.regular (default), session.extended or other time spec.      res : The resolution (default = '1440').   Returns: Where OH = Open vs High, OL = Open vs Low, and OC = Open vs Close fromOpen(daysPrior, maxDeviation, comparison, spec, res) Retuns a value representing the deviation from the open (to the high or low) of the current day given number of days to measure from.   Parameters:      daysPrior : Number of days back to get the close from.      maxDeviation : Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.      comparison : The value use in comparison to the current open for the day.      spec : session.regular (default), session.extended or other time spec.      res : The resolution (default = '1440').
Thư viện Pine Script®
bởi Electrified
High timeframe Highs, Lows, Opens, Closes. HTF Candles displayPosting previously requested indicator. Overlays higher timeframe high and low over the current bars - pictured is daily high and low overlayed on lower timeframe chart. Can be set to fill between the open and close to show higher timeframe candles by color, with bullish or bearish fills Very versatile and can be used to display weekly or monthly opens, or used to display previous weekly highs and lows for charting out possible liquidity points, etc. Originally converted from Chris Moody's HLOC pine version 2 indicator.
Chỉ báo Pine Script®
bởi BryceWH
5
Combo Backtest 123 Reversal & High Low Bands This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy As the name suggests, High low bands are two bands surrounding the underlying’s price. These bands are generated from the triangular moving averages calculated from the underlying’s price. The triangular moving average is, in turn, shifted up and down by a fixed percentage. The bands, thus formed, are termed as High low bands. The main theme and concept of High low bands is based upon the triangular moving average. WARNING: - For purpose educate only - This script to change bars colors.
Chiến lược Pine Script®
bởi HPotter
SMA Simple, EMA Exponential Moving Averages with high lowThis is a rewrite of my previous moving average script. In this version, I have added the 3 day high and low as these are often used as short term trend following entry points Traders often try to buy the 3 day average of lows in an uptrend and sell the 3 day average of highs in a downtrend In the same fashion, I have added the 3 week high and low averages for longer term trend following for swing trading I have added the 18 day, week, month simple moving averages ( SMA ) as I follow these from Ira Epsteins free you tube trading videos). His 50 years of experience has taught him these are best I have also added some longer term SMA , 100 day, 200 day, 100w, and 200w Exponential EMA averages for longer term charts are included 100d, 200d, 100w, 100m, 200m You can configure the script in the options to remove the ones you don't want to follow I have removed the micro averages from my previous script since they are for short term scalping day trading hyper-trading which I don't do Exponential averages are shown as crosses some of the longer term averages are circles just to set them apart
Chỉ báo Pine Script®
bởi ryanman0
High - Low Trend TunnelHigh - Low Trend Tunnel Experiment. Using latest pinescript Array support! Plotting Highest highs and Lowest lows for specific length (can be defined in settings). The blue line is whom determinate the direction. Blue line is the average of the highest highs and lowest lows smoothed by EMA. Green - Up Trending. Red - Down Trending. Yellow - Squeeze, a reversal might be coming. Any suggestions/comments are welcome as this is an experiment.
Chỉ báo Pine Script®
bởi dman103
4