This indicator was made to help my friend. This indicator basically calculates the MOVE in percentage and shows the OHLC of candle in a label. -> Panel Index: How much index you want the label to be. -> Show Candle OHLC: Shows Open High Low and Close of the candle in the panel/label -> % Calculation Mode: 1: Calculated by Candle Wick Low to Candle Wick...
This is a "bands"-type indicator. It was developed out of my Sharpe Ratio indicator . It uses the standard deviation of returns as basis for drawing the bands. I'm going to update this indicator as the other indicator evolves. Please be sure you know how to calculate Sharpe Ratio and check out the Sharpe Ratio indicator as well. This will help you understand...
It´s just the histogram of the MACD . (Actually it´s not a histogram, I like the Area visualisation more. But you can switch.) 5min stock market property When I´m using the MACD , I´m just searching for a divergence between Price and the MACD-histogram. I´m not interested in the MACD-signalline or the MACD-line in any way. As you can see, The omission of them...
Draws a volatility cone on the chart, using the contract's realized volatility (rv). The inputs are: - window: the number of past periods to use for computing the realized volatility. VIX uses 30 calendar days, which is 21 trading days, so 21 is the default. - stdevs: the number of standard deviations that the cone will cover. - periods to project: the length of...
ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter is a Damiani Volatmeter with both Efficiency-Ratio Adaptive ATR, used in place of ATR, and Adaptive Deviation, used in place of Standard Deviation. What is Adaptive Deviation? By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is...
Adaptive Deviation is an educational/conceptual indicator that is a new spin on the regular old standard deviation. By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually...
STD-Filtered, ATR-Adaptive Laguerre Filter is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither. What is the Laguerre Filter? The Laguerre RSI indicator created by...
I'm publishing this indicator freely, because I'd like to get it reviewed by other people. This indicator was written whilst reading the book Systematic Trading by Robert Carver. In this book Carver describes trading rules that use a "dynamic" position size based on something like an evolving Sharpe Ratio . There are only a few other Sharpe indicators on...
Step Generalized Double DEMA (ATR based) works like a T3 moving average but is less smooth. This is on purpose to catch more signals. The addition of ATR stepped filtering reduces noise while maintaining signal integrity. This one comes via Mr. Tools. Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to...
Hello traders, I am here again with a new and improved indicator. This indicator is based on a pivot breakout algorithm which gives buy and sell signals according to the breakout of trendline. This is an advanced version of another script. It also takes price action into consideration along with some basic indicators like MACD and ADX to give good entry signals....
Hello everyone, This indicator uses RSI 25 + MA 100 + Stoch(sma,bb,ema to show buy and sell signals. Signal Features: • Buy Signal: It gives a buy signal when the RSI Length 25 bend upward below middle/lower bands and crosses MA 100 . • Sell Signal: It gives a buy signal when the RSI Length 25 bend downward above middle/upper bands and crosses MA 100...
Hello All, For long time I have been getting a lot of requests for Support/Resistance Multi Time Frame script. Here ' Support Resistance Channels/Zones Multi Time Frame ' is in your service. This script works if the Higher Time Frame you set is higher than the chart time frame. so the time frame in the options should be higher than the chart time frame. The...
From Hari P. Krishnan's book, The Second Leg Down: Strategies for Profiting after a Market Sell-Off : "We start by specifying the year on year (YoY) change in the index. Next, we calculate the 5 year trailing Z score of the YoY returns. We also calculate the 5 year trailing Z score of 1 month historical volatility for the index, using daily returns. Our...
STD-Stepped, Variety N-Tuple Moving Averages is the standard deviation stepped/filtered indicator of the following indicator 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...
I wasn't going to publish this since it's one my go to private indicators, but I decided to push this out anyway. This is a variation on Damiani Volatmeter to make it easier to understand what's going on. Damiani Volatmeter uses ATR and Standard deviation to tease out ticker volatility so you can better understand when it's the ideal time to trade. The idea here...
Hello Traders. Lets keep it simple.. 1. Take the major pairs that have USD in them and watch their change over a specific timeframe. 2. Now lets sort these changes of each pair from the most positive to the most negative. Good, I see you have some ideas already. This is exactly what this indicator does. You will visualize the biggest change in pairs...
This is a Gaussian Filter with Standard Deviation Filtering that works for orders (poles) higher than the usual 4 poles that was originally available in Ehlers Gaussian Filter formulas. Because of that, it is a sort of generalized Gaussian filter that can calculate arbitrary (order) pole Gaussian Filter and which makes it a sort of a unique indicator. For this...
STD-Filtered, Gaussian Moving Average (GMA) is a 1-4 pole Ehlers Gaussian Filter with standard deviation filtering. This indicator should perform similar to Ehlers Fisher Transform. The purpose of the standard deviation filter is to filter out noise by and by default it will filter 1 standard deviation. Adjust this number and the filter selections (price, both,...