Infiten's Return Candle Oscillator is an oscillator which shows the percentage return on the open, high, close and low over a customizable period in the form of candlesticks. It may be helpful for seeing volatility, swing trading, or mean reversion trading.
The RCO consists of two plotted elements :
RCO Candles (short length): candlesticks which are plotted...
Simple mean reversion strategy.
Strategy aims to find three bullish or bearish candle pattern which ends with strong move. Position will be open until we get close above previous highs.
Strategy uses also simple moving average to filter short positions.
This strategy works well with QQQ and daily time frame but it seems to do fairly well intraday also.
LNL Keltner Exhaustion resolves the constant issue of Bands vs. EMAs
With the keltner exhaustion wedges, you can easily see the keltner channel extremes witout using the actual bands. That way, you will know whether the price is outside of the keltner channels + you can use other indicators (such as EMAs) on chart without the bands so the chart does not look...
Hi, this strategy is taken from a video made by Steven Primo. You can look it up on YouTube if you want to know about it.
It is a mean-reversion strategy based on the Bollinger Bands, in which we wait for 5 consecutive closes above the upper band, and for a short-term top. Once it happens, we place an entry order on this top, with a stop at the nearest bottom...
This indicator serves to measure the volatility of the price in relation to the average.
It serves four purposes:
1. Identify abnormal prices, extremely stretched in relation to an average;
2. Identify acceptable prices in the context of the main trend;
3. Identify market crashes;
4. Identify divergences.
The LS Volatility Index ...
Volatility is cyclical, after a large move up or down the market typically "ranges" during the next session. Directional order flow that enters the market during this subsequent session tends not to persist, this non-persistency of transactions leads to a non-trend day which is when I trade intraday reversionary strategies.
This script finds trend days in BTC...
According to Jeff Greenblatt in his book "Breakthrough Strategies for Predicting Any Market", Fibonacci and Lucas sequences are observed repeated in the bar counts from local pivot highs/lows. They occur from high to high, low to high, high to low, or low to high. Essentially, this phenomenon is observed repeatedly from any pivot points on any time...
This strategy is a modification of the “R3 Strategy” from the book "High Probability ETF Trading" by Larry Connors and Cesar Alvarez. This RSI strategy is for a 1-day time-frame and has these 3 simple rules:
The price must be above the 200 day moving average.
The 2-period (day) RSI drops 3 days in a row.
The 2-period RSI must have been below 60 3...
The indicator calculates the difference between the closing price and the average as a percentage and after that it calculates the average linear regression and then draws it in the form of a channel.
Preferably use it on 30 min or 15 min or 1 Hour or 2H time frames .
Exiting outside the upper or lower channel limits represents high price inflation, and...
Today I am sharing with the community a volatility indicator that uses the Nasdaq VXN Volatility Index to help you or your algorithms avoid black swan events. This is a similar the indicator I published last week that uses the SP500 VIX, but this indicator uses the Nasdaq VXN and can help inform strategies on the Nasdaq index or Nasdaq derivative instruments....
Today I am sharing with the community a volatility indicator that can help you or your algorithms avoid black swan events. Variance is most commonly used in statistics to derive standard deviation (with its square root). It does have another practical application, and that is to identify outliers in a sample of data. Variance in statistics is defined as the...
This indicator plots the 1, 2 and 3 standard deviations from the mean as bands of color (hot and cold). Useful in identifying likely points of mean reversion.
Default mean is WMA 200 but can be SMA, EMA, VWMA, and VAWMA.
Calculating the standard deviation is done by first cleaning the data of outliers (configurable).
This strategy is taken from Perry Kaufman's book "Trading System and Methods".
You can enter on the direction of the candle, or opposite to it. I find that the opposite tends to yield better results in volatile assets, allowing a better reward to risk ratio. There is no stop loss in this strategy, only a fixed take profit and a time limitation.
This is quite a simple script, just plotting a 34EMA on high's and low's of candles. Appears to work wonders though, so here it is.
There is some //'d code which I haven't finished working on, but it looks to be quite similar to Bollinger Bands, just using different math rather than standard deviations from the mean.
The bands itself is pretty self...
When asked what the key to successful investing was, Warren Buffet famously said “buy low, sell high.” Was he onto something? Today I am sharing with the community a simple “buy low, sell high” strategy with an optional trend filter and take-profit target. I’ve found that this strategy works well in a variety of markets but has a higher tendency to out-perform buy...
The augmented Dickey-Fuller test (ADF) is a statistical test for the tendency of a price series sample to mean revert .
The current price of a mean-reverting series may tell us something about the next move (as opposed, for example, to a geometric Brownian motion). Thus, the ADF test allows us to spot market inefficiencies and potentially exploit this...
This strategy will enter a position when the following conditions are met:
a) Main signal: When source data (ATR) diverts from its moving average value, and
b) Confirmation: If predicted direction of trend is favorable.
During periods of high price volatility, ATR diverts from its moving average value. Eventually, ATR should...
The Percentile is a mathematical tool developed in the field of statistics. It determines how a value compares to a set of values.
There are many applications for this like ...
... determining your rank in your college math class
... your rank in terms of height, weight, economic status, etc.
... determining the 3-month percentile of the current stock price...