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Divergência / Convergência de Médias Moveis (MACD)

MACD DEMA by ToffMACD DEMA by Toff converted to version 5 Changed Histogram formatting Changed MACD plot to indicate macd direction change //@version=5 //by ToFFF converted to version 5, changed histogram formating changed macd plot to show macd direction changed with lighter color indicator('MACD DEMA', timeframe = "", timeframe_gaps=true) sma = input(12,title='DEMA Short') lma = input(26,title='DEMA Long') tsp = input(9,title='Signal') lines = input(true,title="Lines") col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above") col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above") col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below") col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below") col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD") col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal") col_macd_i = #0000FF col_macd_d = #66FFFF slowa = ta.ema(close,lma) slowb = ta.ema(slowa,lma) DEMAslow = ((2 * slowa) - slowb) fasta = ta.ema(close,sma) fastb = ta.ema(fasta,sma) DEMAfast = ((2 * fasta) - fastb) MACD = (DEMAfast - DEMAslow) signala = ta.ema(MACD, tsp) signalb = ta.ema(signala, tsp) signal = ((2 * signala) - signalb) hist = (MACD - signal) //swap1 = MACDZeroLag>0?green:red plot(hist,style=plot.style_columns, color=(hist>=0 ? (hist < hist ? col_grow_above : col_fall_above) : (hist < hist ? col_grow_below : col_fall_below)),title='HIST') p1 = plot(lines?MACD:na,style = plot.style_line, color=(MACD < MACD) ? col_macd_i : col_macd_d , linewidth =3,title='MACD') p2 = plot(lines?signal:na, color=col_signal, linewidth =2,title='Signal') hline(0)
Indicador Pine Script®
por shawn4812
ARKA-LBR OscillatorThe oscillator is used by Linda Bradford Raschke. Basically, it's a MACD with 3/10/16 settings without the histogram (difference between fast and slow line), instead, the shown histogram is based on the fastline . The color of the lines will tell you if the line is falling (red) or rising (green). But in this indicator, you can activate Histogram and cross signals. In histogram mode, you can find 4 colors which show us the strength of each histogram compared to the previous one.
Indicador Pine Script®
por arndav
Inverse MACD + DMI Scalping with Volatility Stop (By Coinrule)This script is focused on shorting during downtrends and utilises two strength based indicators to provide confluence that the start of a short-term downtrend has occurred - catching the opportunity as soon as possible. This script can work well on coins you are planning to hodl for long-term and works especially well whilst using an automated bot that can execute your trades for you. It allows you to hedge your investment by allocating a % of your coins to trade with, whilst not risking your entire holding. This mitigates unrealised losses from hodling as it provides additional cash from the profits made. You can then choose to hodl this cash, or use it to reinvest when the market reaches attractive buying levels. Alternatively, you can use this when trading contracts on futures markets where there is no need to already own the underlying asset prior to shorting it. ENTRY The trading system uses the Momentum Average Convergence Divergence (MACD) indicator and the Directional Movement Index (DMI) indicator to confirm when the best time is for selling. Combining these two indicators prevents trading during uptrends and reduces the likelihood of getting stuck in a market with low volatility. The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 12-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9. The DMI indicates what way price is trending and compares prior lows and highs with two lines drawn between each - the positive directional movement line (+DI) and the negative directional movement line (-DI). The trend can be interpreted by comparing the two lines and what line is greater. When the negative DMI is greater than the positive DMI, there are more chances that the asset is trading in a sustained downtrend, and vice versa. The system will enter trades when two conditions are met: 1) The MACD histogram turns bearish. 2) When the negative DMI is greater than the positive DMI. EXIT The strategy comes with a fixed take profit combined with a volatility stop, which acts as a trailing stop to adapt to the trend's strength. Depending on your long-term confidence in the asset, you can edit the fixed take profit to be more conservative or aggressive. The position is closed when: Take-Profit Exit: +8% price decrease from entry price. OR Stop-Loss Exit: Price crosses above the volatility stop. In general, this approach suits medium to long term strategies. The backtesting for this strategy begins on 1 April 2022 to 18 July 2022 in order to demonstrate its results in a bear market. Back testing it further from the beginning of 2022 onwards further also produces good returns. Pairs that produce very strong results include SOLUSDT on the 45m timeframe, MATICUSDT on the 2h timeframe, and AVAUSDT on the 1h timeframe. Generally, the back testing suggests that it works best on the 45m/1h timeframe across most pairs. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance.
Estratégia Pine Script®
por Coinrule
1
Sherry on Crypto - MACD ScalpingThis indicator is originally made by someone else, I just modified it to increase its win rate. How to use this indicator? Step 1: This indicator only works in 5 minutes timeframe (BTC) . Apply 5 minutes timeframe in Tradingview. Step 2: Apply 2 EMA(s), 1st EMA length 50, 2nd EMA length 200. Step 3: Draw support and resistance and understand price action as well. Step 4: Use RSI along with this indicator. Strategy: When you see a down tick on the MACD in 5 minutes timeframe, you are allow to take a long position. When you see an up tick on the MACD in 5 minutes timeframe, you are allow to take a Short position, but RSI should be Included (you can do your own settings of RSI). Recommended TP 0.50 and SL 0.40.
Indicador Pine Script®
por SherrySOC
1
Variety Moving Average Waddah Attar Explosion (WAE) [Loxx]Variety Moving Average Waddah Attar Explosion is a Waddah Attar Explosion after the original version created over a decade ago. This version has ATR and Pips calculated dead-zone as well as 35+ moving averages to choose from for all moving average calculations. What is Waddah Attar Explosion? Waddah Attar Explosion is a momentum indicator that accounts for volatility in the market. It is the combination of MACD and Bollinger Bands with volatility cutoffs to determine entry and exit points. How to use: Strong uptrend when dark green arrow points up Weak uptrend when light green arrow points up Strong downtrend when dark red arrow points down Weak downtrend when light red arrow points down Included: 35+ moving averages Controls over explosion and trend filtering Bar coloring Dead-zone coloring ATR and Pips-based dead zone cutoffs Alerts
Indicador Pine Script®
por loxx
5
MACD S/R signal indicatorI've based the script on my MACDs/r indicator. I think it works better on higher timeframes, this is just an experiment, please feel free to modify it. I have been testing it with parabolic SARS to know when to exit the trades. Exit condition: if I'm in a log position and the price is below the last bearish parabolic SARS dot I exit the trade and the opposite for shorts DISCLAIMER: Is just an experiment and I haven't test it with real money, be careful
Indicador Pine Script®
por miguel42815
2
MACD Potential Divergence - FontiramisuIndicator showing potential momentum divergences on MACD Momentum. The problem with the classic divergence is that when the signal appears, it is sometimes too late to enter a trade . The potential divergence corrects this problem by signaling the beginning of a potential divergence . MACD is a momentum indicator that offers relevant insights with divergences. Potential divergences are indicated with the letter B and a red color for Bearish Div or Green color for Bullish Div . Potential divergence is confirmed when the line and the label "Bear"' or "Bull" appear.
Indicador Pine Script®
por Fontiramisu
6
ComiCo - Joel on Crypto - MACD ScalpingThis is a modified (hopefully improved) version of the "Joel on Crypto - MACD Scalping" indicator. It got turned into a strategy, and added some extra filters, like number of trades after EMA cross, minimal EMA distance (EMA 50's distance from the EMA 200). It is just an experiment to see how good this scalping strategy can get. Play around with it and let me know if you found good settings, or just have a comment on it. I could get fairly good results on BTCUSDT 5m with these settings (all others left on default values): Ticks Avg. Multiplier = 1.4 Max trades after EMA cross = 16 Limit Price Difference = 0 Take Profit = 0.0065 Stop Loss = 0.0085 Min EMA difference = 110 Pyramiding = 3
Estratégia Pine Script®
por bkomoroczy
29
WSTF RSI2 IndicatorThis is the Indicator replicating the basic RSI(2) created by Wilders. Buy condition: (RSI(2) crossed under 10) & (close > EMA(200)) & (EMA(5) > close) Sell condition: (RSI(2) crossed over 90) & (close < EMA(200)) & (EMA(5) < close) You can play around with the script by adjusting the RSI Values, EMA values and crossover & crossunder threshold. We will update the script with new features in the futures. Please don't hesitate to share some Ideas or Feedbacks, we would be happy to improve the script for you ! Have fun ! WS TradingFactory
Indicador Pine Script®
por WS_TradingFactory
BenMACD Wilders LTF (Learning to Fish) PTBH (Paid By The Hour)Howdy folks! The study/script is based on Wilders MACD , and has its roots in "Learning to Fish", and "Paid by The Hour" , made popular by Daniel on Twitter. This takes Daniel's work a step further. As stated, this MACD Wilders based study . By using this script in TradingView you can take guesswork out of the "curls" and "I think it's curling up? Let me check the blue line and subtract..." Forget all that. This study alerts you with big red arrows and big green arrows, and a banner and a message. And it makes sounds. Alert for bullish and a different sound for bearish. This study is timeframe and instrument agnostic. Use it to daytrade, swing trade, or trade pairs. I've personally found a lot of success using this, trading pairs (SQQQ/TQQQ or TNZ/TZA, for example) on the 5m and 15m intervals. It's also been very accurate on PBTH using stocks like SQ or BX. With arrows showing the MACD curl, it makes trading a lot easier. Also included are 4 built in alert conditions: upsignal - A bullish alert for 1 bar on the MACD. upsignalconfirm - A bullish alert on 2 consecutive bars on the MACD. Confirmation alert. downsignal - A bearish alert for 1 bar on the MACD. downsignalconfirm - A bearish alert on 2 consecutive bars on the MACD. Confirmation alert. I can help setup alerts for you if need be, or if you're fluent in TradingView, you're welcome to do that yourself. The premise here, is that the upsignal is a bullish indicator (and is indicated with a green up arrow on the BenMACD chart) and the downsignal is a bearish indicator (and is indicated with a red down arrow on the BenMACD chart). The upsignalconfirm and downsignal confirm and alerts built into the code. The alerts themselves will have to be created, but they're already here for easy reference and installation.
Indicador Pine Script®
por benjune
15
BenMACD Wilders LTF ScriptSo the script... some details! What I've created is a MACD Wilders based study. By using this study, in TradingView you can take guesswork out of the "curls" and "I think it's curling up? Let me check the blue line and subtract...". Screw all that. It alerts you with big red arrows and big green arrows, and a banner and a message. And it makes sounds. Alert for bullish and a different sound for bearish. It also has a confirmation component. If you don't think it's worth it I'll gladly refund your $. I also help you set it up and answer any questions you have.
Indicador Pine Script®
por benjune
1
Short Swing Bearish MACD Cross (By Coinrule)This strategy is oriented towards shorting during downside moves, whilst ensuring the asset is trading in a higher timeframe downtrend, and exiting after further downside. This script can work well on coins you are planning to hodl for long-term and works especially well whilst using an automated bot that can execute your trades for you. It allows you to hedge your investment by allocating a % of your coins to trade with, whilst not risking your entire holding. This mitigates unrealised losses from hodling as it provides additional cash from the profits made. You can then choose to hodl this cash, or use it to reinvest when the market reaches attractive buying levels. Alternatively, you can use this when trading contracts on futures markets where there is no need to already own the underlying asset prior to shorting it. ENTRY This script utilises the MACD indicator accompanied by the Exponential Moving Average (EMA) 450 to enter trades. The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 11-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9. The EMA 450 is used as additional confirmation to prevent the script from shorting when price is above this long-term moving average. Once price is above the EMA 450 the script will not open any shorts - preventing the rule from attempting to short uptrends. Due to this, this strategy is ideal for setting and forgetting. The script will enter trades based on two conditions: 1) When the MACD signals a bearish cross. This occurs when the EMA 11 crosses below the EMA 26 within the MACD signalling the start of a potential downtrend. 2) Price has closed below the EMA 450. Price closing below this long-term EMA signals that the asset is in a sustained downtrend. Price breaking above this could indicate a bullish strength in which shorting would not be profitable. EXIT This script utilises a set take-profit and stop-loss from the entry of the trade. The take profit is set at 8% and the stop loss of 4%, providing a risk reward ratio of 2. This indicates the script will be profitable if it has a win ratio greater than 33%. Take-Profit Exit: -8% price decrease from entry price. OR Stop-Loss Exit: +4% price increase from entry price. Based on backtesting results across a selection of assets, the 45-minute and 1-hour timeframes are the best for this strategy. The strategy assumes each order is using 30% of the available coins to make the results more realistic and to simulate you only ran this strategy on 30% of your holdings. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance. The backtesting data was recorded from December 1st 2021, just as the market was beginning its downtrend. We therefore recommend analysing the market conditions prior to utilising this strategy as it operates best on weak coins during downtrends and bearish conditions, however the EMA 450 condition should mitigate entries during bullish market conditions.
Estratégia Pine Script®
por Coinrule
MACD XDThis indicator is based on the classic MACD indicator, and with the following additional features: 1. Another set of MACD and signal lines (green and orange) is added for analyzing a bigger trend in a higher time frame. The default set of MACD and signal lines (red and blue) are used for the smaller trend (current time frame). 2. Small upward and downward triangles are added to mark the golden and death crosses of MACD and signal lines: Blue and red triangles (buy and sell signals) - golden and death crosses of MACD and signal lines for the smaller trend (current time frame), green and orange triangles (buy and sell signals) - golden and death crosses of MACD and signal lines for the bigger trend (a higher time frame). 3. The total areas of histograms above and below the MACD zero axis are calculated and shown by the numbers next to the histogram. This information can be used to analyze the top and bottom divergences of the smaller trend (current time frame). 4. A line connecting peaks of adjacent positive or negative histograms is drawn when top and bottom divergences occur, which indicates a potential trend reversal. This indicator can be used in the following way: after a golden cross occurs in the bigger trend (green arrow), a death cross in the smaller trend (red arrow) may lead to a potential long entry at the pull back of the bigger up trend; after a death cross occurs in the bigger trend (orange arrow), a golden cross in the smaller trend (blue arrow) may lead to a potential short entry at the pull back of the bigger down trend. Note that in general, golden crosses occur when MACD and signal lines are above the zero axis means a higher high will be made, and death crosses occur when MACD and signal lines are below the zero axis means a lower low will be made. On the contrary, golden crosses occurring below the zero axis or death crosses occurring above the zero axis may only lead to a potential pull back in a trend. 本指标基于经典的MACD指标，适合与缠论指标结合使用： 1. 加入第二组MACD线和信号线，适用于辅助判断缠论中的线段背离。 2. 加入计算直方图（红绿柱子）面积的部分，有助于判断缠论中的笔背离。 3. 标注出两组MACD线与信号线的金叉死叉，以及用特殊颜色表示零轴上方金叉和零轴下方死叉的情况。 4. 用直线标注出顶底背离发生的情况，利于准确分辨和判断。
Indicador Pine Script®
por Zen_Formless
11
Disclosure of 'MACD-Total' indicator (MACD-T)hello? Traders, welcome. If you "follow", you can always get new information quickly. Please also click "Like". Have a good day. ------------------------------------- A trend indicator has been added to the previously published MACD-Price indicator. The added MS-Signal indicator is an indicator for viewing the trend and the strength of the trend. Trading with a trend line is not easy. Therefore, various MA lines or slanted lines drawn on the chart are used to see the flow of the chart. Therefore, it is not recommended to trade with the added MS-Signal indicator as support and resistance points. A trade requires support and resistance points. To mark support and resistance points, you need a point or section on the horizontal line. Therefore, it is necessary to utilize the 'Buy/Sell' indicator corresponding to the previously disclosed MACD-Price indicator. (1W chart) The long horizontal point of the 'Buy/Sell' indicator serves as support and resistance. It is possible to check in which section the trend reversal has changed by displaying the MS-Signal indicator. (1D chart) A move has emerged to show a reversal of the trend by breaking above the MS-Signal indicator. Therefore, the MS-Signal indicator is about to change from a downtrend to an uptrend. I numbered the horizontal line of the 'Buy/Sell' indicator. The length is different in the order of No. 2 > No. 1 > No. 3. Since horizontal line 2 is the longest, it indicates that support and resistance play the greatest role. If you check the support at the first horizontal point, it can be interpreted that there is a high possibility of receiving resistance at the second horizontal point. However, if you find support at the 2nd horizontal point, you can see that it will go up significantly with 3rd position. Trading with indicators allows you to make quick choices and decisions. However, more important than the use of indicators is your own trading strategy. in other words, - How much investment will you proceed with the purchase? - How to proceed with installment purchases - At what point will the Stop Loss be done? - How long will the investment period be? - Is it a long-term investment or a short-term investment? As listed above, the most important trading strategy for trading should be established. When conducting a trade, ignoring the above list and thinking about where to buy and where to sell is like sailing in the dark. We disclose the indicators in the hope that it will become a faster and more objective indicator for trading with the trading strategy you have established. thank you ------------------------------------------------------------ -----------------------------------------------------
Indicador Pine Script®
por readCrypto
Joel on Crypto - MACD ScalpingJoel on Crypto - MACD Scalping This is a Scalping indicator primarily intended for the 5 minute time frame. It is based on the Crypto Scalping YouTuber Joel on Crypto's popular 5 minute scalping strategy and this is the indicator he personally use when Scalping. This is a Multi-timeframe indicator where if you use it on the 5 minute time frame, the MACD Histogram bars will be based on the 1 minute timeframe. The purpose of this indicator is not to trade it like a bot. The purpose is to grab the traders attention a time where there COULD be a scalping opportunity. Use this indicator at your own risk.
Indicador Pine Script®
por scalpingcryptotrading
24
Scalp MACD highlighterThis indicator uses 3 indicators : - 1Min timeFrame MACD - EMA SHORT (default set to 50) - EMA LONG (default set to 200) Better to use this indicator with adding the 2 EMAs on the chart in complement This indicator puts in lights the downtick and uptick which are higher / lower than the average or the Highest / Lowest histogram bar (depends on the settings you chose) How to use it for longs : 1 - Use 5min timeframe 2 - Histogram is in red (means that EMA SHORT > EMA LONG and histogram is lower than average or lower than the lowest bar depending on the sttings you chose) 3 - Pull back of the price How to use it for short : 1 - Use 5min timeframe 2 - Histogram is in green (means that EMA SHORT < EMA LONG and histogram is higher than average or higher than the highest bar depending on the sttings you chose) 3 - Pull back of the price Why use this indicator ? It's easier to read when you can enter a long (red down bar for longs by default) or short (green up bar by default) since the bars are colored on the MACD chart. If it's not the good time to enter a trade, bars of the histogram will be colored in grey (by default) I suggest not to change the following parameters : - EMA lengths - MACD lengths Advice for Take profit : 0.5% and for stop Loss : 0.4% Next steps for development : Change automatically the timeframe of the MACD
Indicador Pine Script®
por Yendou
3
Adaptive, Jurik-Filtered, JMA/DWMA MACD [Loxx]Adaptive, Jurik-Filtered, JMA/DWMA MACD is MACD oscillator with a twist. The traditional calculation of MACD is the between two EMAs of price. This traditional approach yields a very noisy and lagged signal. To solve this problem, JMA/DWMA MACD uses the difference between adaptive Juirk-Filtered price and adaptive DWMA to yield a marked improvement over traditional MACD. What is JMA / DWMA oscillator (MACD)? Of all the different combinations of moving average filters to use for a MACD oscillator, we prefer using the JMA - DWMA combination. JMA is ideal for the fast moving average line because it is quick to respond to reversals, is smooth and can be set to have no overshoot. DWMA (double weighted moving average) is ideal for the slower line as is tends to delay reversing direction until JMA crosses it. What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is the Jurik Moving Average? Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines. Ideally, you would like a filtered signal to be both smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically result in lower profits. In other words, late comers get what's left on the table after the feast has already begun. What is an adaptive cycle, and what is Ehlers Autocorrelation Periodogram Algorithm? From his Ehlers' book Cycle Analytics for Traders Advanced Technical Trading Concepts by John F. Ehlers , 2013, page 135: "Adaptive filters can have several different meanings. For example, Perry Kaufman’s adaptive moving average ( KAMA ) and Tushar Chande’s variable index dynamic average ( VIDYA ) adapt to changes in volatility . By definition, these filters are reactive to price changes, and therefore they close the barn door after the horse is gone.The adaptive filters discussed in this chapter are the familiar Stochastic , relative strength index ( RSI ), commodity channel index ( CCI ), and band-pass filter.The key parameter in each case is the look-back period used to calculate the indicator. This look-back period is commonly a fixed value. However, since the measured cycle period is changing, it makes sense to adapt these indicators to the measured cycle period. When tradable market cycles are observed, they tend to persist for a short while.Therefore, by tuning the indicators to the measure cycle period they are optimized for current conditions and can even have predictive characteristics. The dominant cycle period is measured using the Autocorrelation Periodogram Algorithm. That dominant cycle dynamically sets the look-back period for the indicators. I employ my own streamlined computation for the indicators that provide smoother and easier to interpret outputs than traditional methods. Further, the indicator codes have been modified to remove the effects of spectral dilation.This basically creates a whole new set of indicators for your trading arsenal." Included - Toggle on/off bar coloring
Indicador Pine Script®
por loxx
2
Adaptive Jurik Filter MACD [Loxx]Adaptive Jurik Filter MACD uses Jurik Volty and Adaptive Double Jurik Filter Moving Average (AJFMA) to derive Jurik Filter smoothed volatility. What is MACD? Moving average convergence divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average (EMA) from the 12-period EMA. The result of that calculation is the MACD line. A nine-day EMA of the MACD called the "signal line," is then plotted on top of the MACD line, which can function as a trigger for buy and sell signals. Traders may buy the security when the MACD crosses above its signal line and sell—or short—the security when the MACD crosses below the signal line. Moving average convergence divergence (MACD) indicators can be interpreted in several ways, but the more common methods are crossovers, divergences, and rapid rises/falls. What is Jurik Volty? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is the Jurik Moving Average? Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines. Ideally, you would like a filtered signal to be both smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically result in lower profits. In other words, late comers get what's left on the table after the feast has already begun. That's why investors, banks and institutions worldwide ask for the Jurik Research Moving Average ( JMA ). You may apply it just as you would any other popular moving average. However, JMA's improved timing and smoothness will astound you. What is adaptive Jurik volatility? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is an adaptive cycle, and what is Ehlers Autocorrelation Periodogram Algorithm? From his Ehlers' book Cycle Analytics for Traders Advanced Technical Trading Concepts by John F. Ehlers , 2013, page 135: "Adaptive filters can have several different meanings. For example, Perry Kaufman’s adaptive moving average ( KAMA ) and Tushar Chande’s variable index dynamic average ( VIDYA ) adapt to changes in volatility . By definition, these filters are reactive to price changes, and therefore they close the barn door after the horse is gone.The adaptive filters discussed in this chapter are the familiar Stochastic , relative strength index ( RSI ), commodity channel index ( CCI ), and band-pass filter.The key parameter in each case is the look-back period used to calculate the indicator. This look-back period is commonly a fixed value. However, since the measured cycle period is changing, it makes sense to adapt these indicators to the measured cycle period. When tradable market cycles are observed, they tend to persist for a short while.Therefore, by tuning the indicators to the measure cycle period they are optimized for current conditions and can even have predictive characteristics. The dominant cycle period is measured using the Autocorrelation Periodogram Algorithm. That dominant cycle dynamically sets the look-back period for the indicators. I employ my own streamlined computation for the indicators that provide smoother and easier to interpret outputs than traditional methods. Further, the indicator codes have been modified to remove the effects of spectral dilation.This basically creates a whole new set of indicators for your trading arsenal." Included - Change colors of oscillators and bars
Indicador Pine Script®
por loxx
1