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Momentum Rotation Indicator [CC]I have developed this custom indicator very loosely based on the Sector Rotation Model (Giorgos E. Siligardos. Technical Analysis of Stocks & Commodities, August 2012) and I called it the MRI because this is essentially a brain scan of any particular stock. This will not only tell you when a stock is breaking out over the market at large but also how the stock is doing compared to its own history. Buy when the line turns green and sell when the line turns red. Let me know if there are any other indicators you would like to see me publish!
Indicador Pine Script®
por cheatcountry
11
VIX Implied Move Bands for ES/Emini futuresThis script uses the close of the VIX on a daily resolution to provide the 'implied move' for the E-mini SP500 futures. While it can be applied to any equity index, it's crucial to know that the VIX is calculated using SPX options, and may not reflect the implied volatility of other indices. The user can adjust the length of the moving average used to calculate the bands, the window of days used to calculate the implied move, and the multiplier that effects the width of the bands.
Indicador Pine Script®
por CSC1
7
Coefficient of Variation - EMA and SMA StDevYet another way to try and measure volatility. An alternative to using ATR is Standard Deviation, it can be used to measure volatility or what is also known as risk. SD measures how dispersed or far away the data is from the mean. It's commonly seen in risk management formulas or portfolio diversification formulas. The problem however is that the numbers that ATR and SD give off from one equity might not be relative to others or its own past. For example, SPY can give a large number despite not being as volatile as other equities while others being compared to can have smaller volatility numbers and still be more volatile looking. A solution I thought of is to use percentages that are relatable to different equities. I found out another name for this idea comes from statistics and is known as coefficient of variation, also known as relative standard deviation. This helps see the volatility as a percentage and not just a number that only relates to what is being seen at the moment. I put in a border line on the zero level to see where zero is at but also to edit in case there is such a thing as a percentage number that can be too high or too low for volatility to be looked at if needed. The average and standard deviation formulas can use either simple moving average or exponential moving average.
Indicador Pine Script®
por SparkyFlary
MRS | Mansfield Relative Strength - 4CR CUPThere are many investors referring to Relative Strength (RS) indicator published by Investor’s Business Daily (IBD) for their analysis. Since the RS published by IBD is a proprietary indicator, no exact formulation is published on it. Many discussion suggested that an alternative to the IBD RS is the Mansfield Relative Strength . There are 2 parameters for Mansfield Relative Strength setting, namely the market index and the lookback period, n. the default setting of Mansfield Relative Strength adopted by Stan Weinstein was “SPY” and “52” in weekly chart and “200” in daily chart . Stan Weinstein used the Mansfield Relative Strength indicator on weekly charts. He suggested the breakouts out of a base had to go together with rising relative strength . The Mansfield RS needs to be rising and close to or above 0. This version of Mansfield Relative Strength relaxes these input parameters for your own choice. The market index can be set to other market index, e.g. NDX, DJI, NI255, MOEX , TAIEX , HSI , etc. and the lookback period is relaxed to integral input, e.g. 60, 90, 150, etc. Mansfield Relative Strength The Relative Strength indicator adopted by Stan Weinstein in his book: “Secrets For Profiting in Bull and Bear Markets” is formulated as Mansfield Relative Strength ( MRS ). The formula of this indicator is based on the regular Dorsey RS (DRS): DRS = Price_stock / Price_index MRS = 100 * (DRS_today / sma (DRS, n)) - 1) Where: DRS = Dorsey Relative Strength SMA = Simple moving average over n days. The Mansfield Relative Strength formulates as the change of ratio of DRS to its own n-day moving average, this means: MRS equals to 0 if the DRS is exactly equal to its n day moving average. MRS is negative if the DRS is below its n day moving average. MRS is positive if the DRS is above its n day moving average. Using Mansfield Relative Strength The MRS tells the relative price movement of the stock to the market index in a period of time concern. As with the Dorsey RS , you can use Mansfield RS to examine if a stock performs better than the market. This indicator has the advantage over the Dorsey RS that in Dorsey RS only trend matters while for Mansfield RS the values whether below or above the 0 also matters. This allows us to screen for stocks with a MRS value above 0. When we see that the MRS is far above 0 and has been above 0 for some time, we have found a stock that outperforms the market heavily. We can buy this kinds of stock when dips occur.
Indicador Pine Script®
por earnSmartAlgorithm
Technical checklistNo one indicator is perfect. People always have their favorite indicators and maintain a bias on weighing them purely on psychological reasons other than mathematical. This technical checklist indicator collected 20 common indicators and custom ones to address the issue of a bias weighted decision. Here, I apply machine learning using a simple sigmoid neuron network with one hidden layer and a single node to avoid artifacts. For the ease of data collection, the indicator matrix is first shown as a heatmap. Once an uptrend signal window is selected manually, an indicator matrix can be recorded in a binary format (i.e., 1 0 0 1 1 0, etc.). For example, the following indicator matrix was retrieved from the MRNA chart (deciscion: first 5 rows, buying; last 5 rows, no buying): 1 1 0 0 0 1 1 1 1 1 0 1 0 0 1 1 0 1 1 1 1 1 0 0 1 1 1 0 0 0 1 0 1 1 0 1 0 1 1 1 0 0 1 1 0 1 0 0 0 1 1 1 0 0 1 0 0 1 0 0 1 1 0 0 0 1 1 1 1 1 1 0 1 0 0 1 0 1 0 0 0 0 1 1 0 1 1 1 0 1 1 1 0 1 1 1 0 1 0 0 1 1 0 0 1 0 1 0 0 0 0 1 0 0 0 1 0 0 1 1 1 1 0 0 0 0 1 0 0 0 0 1 0 0 1 1 0 1 1 1 0 0 0 0 1 0 1 0 0 1 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 0 0 0 1 0 0 1 0 0 0 1 1 1 0 0 0 0 1 0 1 0 0 0 1 0 1 0 0 0 0 1 1 1 This matrix is then used as an input to train the machine learning network. With a correlated buying decision matrix as an output: 1 1 1 1 1 0 0 0 0 0 After training, the corrected weight matrix can be applied back to the indicator. And the display mode can be changed from a heatmap into a histogram to reveal buying signals visually. Usage: python stock_ml.py mrna_input.txt output.txt Weight matrix output: 1.37639407 1.67969656 1.0162141 1.3184323 -1.88888442 8.32928588 -5.35777295 3.08739916 3.06464844 0.82986227 -0.53092333 -1.95045383 4.14441698 2.99179435 -0.08379438 1.70379704 0.4173048 -1.51870972 -2.14284707 -2.08513252 Corresponding indicators to the weight matrix: 1. Breakout 2. Reversal 3. Crossover of ema20 and ema60 4. Crossover of ema20 and ema120 5. MACD golden cross 6. Long cycle (MACD crossover 0) 7. RSI not overbought 8. KD not overbought and crossover 9. OBV uptrend 10. Bullish gap 11. High volume 12. Breakout up fractal 13. Rebounce of down fractal 14. Convergence 15. Turbulence reversal 16. Low resistance 17. Bullish trend (blue zone) 18. Bearish trend (red zone) 19. VIX close above ema20 20. SPY close below ema20 PS. It is recommended not to use default settings but to train your weight matrix based on underlying and timeframe.
Indicador Pine Script®
por lockeyj
11
Yield CurveThis script tracks the U.S. 2Yr/10Yr Spread and uses inversions of the curve to predict recessions. Whenever a red arrow appear on the yield curve, expect a recession to begin within the next 2 years. Use this signal to either exit the market, or hedge current positions. Whenever a green arrow appears on the yield curve, expect a recession to have nearly ended. Use this signal to enter the market, or cut current hedges against a recession. (I may update this script in the future to better incorporate the effective federal funds rate into exit points, but for now I am satisfied with the results).
Indicador Pine Script®
por Hedge_1
1
Equity Index Overnight FakeoutThis script highlights when price violates the highest high or lowest low within the user's selected lookback period, with the caveat that it occurs during the GLOBEX session. The script is designed to work exclusively with the trading hours for CME and CBOT Equity Index futures. I'm planning to make a more customizable version down the line. My reasoning behind this very simple script is that the low liquidity and participation of the overnight session creates a tendency for moves at extremes to mean revert. Let me know what you think.
Indicador Pine Script®
por CSC1
Advance Decline Line with Divergence Finder The advance/decline line (A/D) is a breadth indicator used to show how many stocks are participating in a stock market rally or decline. When major indexes are rallying, a rising A/D line confirms the uptrend showing strong participation. If major indexes are rallying and the A/D line is falling, it shows that fewer stocks are participating in the rally which means the index could be nearing the end of its rally. When major indexes are declining, a falling advance/decline line confirms the downtrend. If major indexes are declining and the A/D line is rising, fewer stocks are declining over time, which means the index may be near the end of its decline. For more info: www.investopedia.com
Indicador Pine Script®
por Aitch-T
15
Value Moving AverageThis indicator is free to all Oasis Trading Group members. The Value Moving Average is very simple, it takes 3 moving average values and gives you an average of them. It is designed to be used with 1 short term, 1 mid term, and 1 long term value. When given the right values it can act as a very strong signal of trend and help find when price is retracing to "value". A good signal is when price breaks the Value line and reclaims it for the bulls or bears. Because of the long term value added into the formula it wont chase price movements very rapidly, so it can act as a good trend indicator when shifting direction or following price during impulses.
Indicador Pine Script®
por OasisTrading
[astropark] Auto Fibonacci Retracement ExtensionDear followers, today a new analysis tool for day trading, scalping and swing trading: Automatic Fibonacci Retracements and Extensions drawer! It works on every timeframe and market, as it simply draws automatically most important fibonacci levels on the chart. Based on the analysis window set (default 100 bars, but you can edit it as you like), it finds recent high and low and start drawing the following levels: recent high and low (black) golden retracement range: 0.5 * 0.618 * 0.705 fibonacci retracements (gold) fibonacci extensions range above 1: 1.272 * 1.424 * 1.618 * 2.618 * 4.236 (blue) fibonacci extensions range below 0: -0.238 * -0.618 * -0.706 * -1(fuchsia) Whenever the indicator finds a new high or a new low, al fibonacci levels are re-draw automatically. The indicator will let you: change analysis window enable displaying labels related to current fibonacci levels and/or prices change colors show/hide each specific level How to use the indicator? Basically, all techniques which apply to fibonacci tool are valid here too. After a big move up or down, a new high or low is created and a retracement is expected: if trend is strong, retracement to golden ration 0.618 will be a perfect spot for buy or sell respectively in order to continue riding the trend. In general a bounce is always expected when price hit 0.618 retracement , good to know for scalping traders, while swing trades will continue holding the trade for higher profits. If the golden retracement range (0.5 - 0.705) is broken and then retested from the other side, a continuation move is expected towards previous high/low (fib level 1) and even more towards the fibonacci extensions range above 1 (1.618 - 2.618 - 4.236). If the base of bounce and trend continuation on golden retracement range, traders can expect price to hit again previous high/low and if trend is strong, a consolidation near the previous high/low range (conditions that are respectively bullish and bearish) do a further continuation towards -0.618 fib level range Traders must always understand that the higher the timeframe, the stronger is the meaning and so the reaction when a specific fibonacci level is hit don't trade blindly, try to find confluences to have an higher chance to be in a winning trade in near future money and risk management are very important, so manage your position size and always have a stop loss in your trades As said, this indicators work on every timeframe and in all markets (Crypto currencies, stocks, FOREX, indexes, commodities). Here some examples: BTCUSDT 1D: after a long run, a retracement is expected and a bounce at 0.618 golden level is more than obvious: perfect short (sell) entry BTCUSDT 1D: again as previous example, after a long run, a retracement is expected as well as price's bounces back above EURUSD 1h: lots of info here, directly in the chart below: bounces on 0.618 golden zone double top price breaks 0.618 level and retests it from below targeting previous low double bottom and bounce back towards golden zone bearish consolidation at recent low and further decline towards 1.618 fib extension AMZN 1h stock: lots of info here too, directly in the chart below: new high is print, price retrace to golden zone bounces on 0.618 golden zone price breaks 0.618 level and retests it from below targeting previous low double bottom and bounce back towards golden zone rejection at golden zone, price falling targeting previous low again and probably 1.618 fib extension price breaks hard previous low and hits fib extension range below recent low price retraces back up towards new golden retracement range golden retracement range is broken and used as support: targets are previous high and 1.618 extension once 1.618 extension level is broken and retested successfully as support, price moves towards 2.618 fibonacci extension level SPY (SPX500) index: lots of info in the chart interesting to note that March 2020 huge dump can be totally mapped as a series of fibonacci level bounces, so you understand the importance of riding a trend now, right? after the low was formed, price retraced perfectly to golden ration 0.618 each time price hit a golden level/range, it retraces creating double top and double bottom configurations too In the chart below we can see the power of the double bottom at golden retracement level: targets are previous high and -0.618 fibonacci extension level XAUUSD 15m: as we are in a lower timeframe, the default analysis windows has been reduced to 50. What can we see here: golden retracement and price is rejected towards previous low golden retracement hit and price bounces back lower new high is formed: golden retracement hit and price bounces back higher price break previous high and hits fibonacci extensions -0.618 and -1 price continues rising forming a regular bearish divergence with RSI once uptrend is broken, price falls dramatically first target is 0.618 retracement level, where you see a very small retracement due to strength of sellers second target is previous low, which is broken and retested many time from below (bearish retest) third target is fibonacci extension range (in this case 1.414 is almost hit) as an hidden bullish divergence with RSI was created, price goes back up This is a premium indicator , so send me a private message in order to get access to this script.
Indicador Pine Script®
por astropark
6
Tug-of-War Fast/Slow Technical IndicatorThe script Tug-of-War (ToW) Fast/Slow has a couple of lines (red and purple) and areas (purple and greenish) which give the trend. It also has one line (blue) and dots (green) that give the up-and-down swing. HOW THE INDICATOR WORKS It is based on moving averages run on normal OHLC bars, Heikin Ashi bars as well as customized bars (which modify the open/high/low/close values similar to how Haikin Ashi bars do). These moving averages are weighted by volume and related to each other (for example differences are calculated) to produce the final lines. Since the script requires volume, it may not work for tickers which don't have volume (however for some tickers the script uses a proxy-volume so that they work; for example it uses the SPY volume for VIX). There is a different but similar script that I'll be publishing (ToW Simple) which doesn't use volume and runs on any ticker. HOW TO SETUP THE INDICATOR The indicator can be run on "close" prices as well as "open", "high", "low" and several mini-max modes ("MM ..."). They pick highs and lows (minim and maxim values, hence the mini-max name) to generate the indicator lines. See the drop down box options under "Adjust Close Type" (the very fist options in the script settings). The multiple MM modes use different formulas to calculate the mini-max values. The more significant MM modes are MM ZZ (zig-zag), MM HL/HL (determines highs and lows based on highs and lows), MM HL/C (determines highs and lows based on close) and MM Close. Note: if the MM ZZ mode show you the highs for the current bar and you actually want the lows (or vice versa) check "MM ZZ Reverse". The indicator has two fast lines: the green dots (called F1 since it's the 1st Fast line, actually dots) the blue line (called F2--the 2nd Fast line) They are called "fast" because they move up and down faster. In previous iterations of the script I called them "swing lines" since they capture the prices swing up and down. The blue line is the more significant one (since the green one I set, by default to dots instead of an actual line). The indicator has two slow lines: the purple line (called S1 since it's the 1st Slow line) the blue line (called S2--the 2nd Slow line) They move slower than the fast line and they are better at determining the trend. The order of lines, from fast to slow, is: F1 (green), F2 (blue), S1 (purple) and S2 (red). The indicator also has two areas: the greenish area (called FA since it's the Fast Area) the purple area (called SA since it's the Slow Area) Additional lines (but less significant are displayed if you uncheck the "Clean look" option). The script allows to display up to for sets of lines (see the top "Adjust Close Type (Set #)" options). For example one set may show "Highs" and the other "Lows" or "Close" and "MM HL/HL". Additionally it can run in multi-set mode when it shows the chosen one line (F1, F2, S1, S2, FA, SA) for each OHLC (open, high, low, close). See "Only Show Related Lines" option. In this display purple is the line for Open, green is the line for High, red is the line for Low and black is the line for Close. The indicator also has a custom mode (see the "Enable custom bars" checkbox and the options following it). With it you can change the open/high/low/close value (see "Custom #1 OHLC to Modify") of a bar ("Custom #1 Index To Modify" determines which bare to modify, 0 being the most recent bar). Then "Custom #1 Modifier Type" specifies to use open/high/low/close value of the same or different bar (use "Custom #1 Modifier Index/Value ..." to choose which bar's OHLC value to use for the custom value; 0 means the O/H/L/C value of the same bar as the one being modified; 1 means previous bar, etc.). If "Custom" is selected instead (under Modifier Type) then you can enter the custom value in the "Custom #1 Modifier Index/Value ..." field. This will show you how the indicator lines look like if the price was different. Three different bars can be modified this way. You can try different custom values and see for what price value one of the lines reaches a high or low point. That is an estimate of how far the price may go. Note: the indicator values depends depends on all OHLC values (plus volume) not just on the one chosen. That is, if the indicators is based on close values it is still affected to some extent by high, low and volume. Therefore the price value determined using the custom mode may not be exact but only a rough estimate (and the bigger changes in OHLC the bigger affect on the indicator and the actual price may not be exactly what was calculated using the custom mode. HOW TO USE THE INDICATOR Strategies and tools that apply to price such as resistance and support levels and trend lines, pitchforks (particularly Schiff pitchforks in case of the indicator) also apply to these lines. Because the indicator lines are within a range it is generally easier and faster to see and find such support/resistance levels and trend lines. Additionally, the lines or the areas crossing the 0 line often indicate a change in trend (however if earlier indicator highs/lows bounce off around the 0 line that may happen this time around as well). The more significant 0 crossing is for the slow lines (red first and then purple) as well as the areas. The slow lines and the areas, as mentioned already, show the trend (in previous iterations of the indicator I called them direction lines). The fast lines (blue line, green dots) show the swing, as mentioned earlier. They often swing up and down. When they reach a high (you can thin of it as overbought) they may move back down on the next bar (or vice-versa when reaching a low). However, sometimes they don't swing but rather move in a line closer to a straight line (more like the slow lines). That indicates that the trend is stronger. The fast lines can also indicate the trend by looking if their highs and/or lows are trending up or down. Thus, if the highs and lows are trending down then it's likely the price will go down. Another thing to look at is divergence between the price and the slow lines or the high/lows trend of the fast lines (that I mentioned above). If the price is going up but the these are trending down then over the same bars then the price may be coming closer to a reversal. STRATEGIES Swing-in-trend. Find a ticker with the slow lines showing an upward trend (i.e., the red line crossing 0 or being above 0) and a the slow line (such as the blue line) reaching a previous low level (draw support levels and/or trend lines to determine that). Go long when the fast line reaches the support level or bottom trendline. The expectation is that the price will move up by the close of the next bar (when the position should normally be closed). The "go-short" setup is just reversed (slow lines trending down and the fast lines reaching high levels). You can use the "High", "Low", "MM ZZ" or one of the other MM modes instead of "Close" to get a better entry and exist point (in this case you enter when the the "Low" or "MM ZZ" modes reached a low and you enter if the "High" or "MM ZZ" reached a high or else exit at close of the next bar). Trend-on-swing. When the red line is about to cross or just crossed the 0 line and wait for the swing line to go down first (you can use "High", "Low" or an MM mode, as explained dabove, for a better entry point) and then you enter the position and exit when either the slow (red) line reaches a resistance level, it crosses 0 the other way or when the fast line reaches a very high resistance level. This strategy will take longer, it won't be closed on the next bar. Mini-max strategy. This is a new strategy I've developed. It uses MM ZZ mode (and a second MM ZZ set to "reverse") as well as "High", "Low" and "MM HL/HL" mode. I basically draw resistance and support lines on these, usually 2-3 lines for high and the same for low, for multiple tickers that seem a good match (they show a nice, consistent up/down pattern for MM ZZ). When the F2/blue lines reaches one of the horizontal lines further from the 0 lines (I setup alerts for this), then I enter expecting a move in the opposite direction. If it reaches the 2nd or 3rd low horizontal line then I go long. Then on the next bar when the F2 line reaches the 1st high horizontal line then I close the position (alternatively, I close half and keep half for when the second high horizontal line is reached). Alternatively, I may close the same bar, when the reversed MM ZZ setup reaches the 1st high horizontal line. I usually use this setup on weekly charts and use weekly options but it can be used on other charts such as daily charts as well. I recommend to setup alerts on the indicator. After you draw a horizontal line or a trend line and you select it, its bar has a clock icon with a "+" sign. If you click on it you can setup an alert. In the setup dialog, under "Condition" select the indicator and then select the line of the indicator (such as "F2 (f_s/Blue)") then select "Once Per Bar" under "Options" (that's my recommendation, it will alert you only one time per bar). Finally customize the message for example: "ZZ: F2/blue /lo hl 1/3, TQQQ, 1D" (which means it's for MM ZZ mode when F2 (blue) line intersects the 1st (out of 3) low horizontal line (HL) and it's for TQQQ on 1D chart. When I use the reverse mode for ZZ then I write: "ZZr: ..." In the chart above, the first indicator shows the "Close" mode and the second the "MM ZZ" mode (along with 2 levels for high and low).
Indicador Pine Script®
por TradersForecast
2
SAD - Session-Based ATR Deterministic[NeoButane]SAD - ATR with a utility tune-up. Similar to ATR, SAD finds the true range of an asset. Unlike ATR, which is a rolling indicator, SAD is session based, simliar to VWAP. This gives it a great advantage over a regular ATR, where one must determine if their ATR level is statistically significant or not. SAD makes it easy for you to analyze statistical anomalies without having to pull out a calculator. By breaking up ATR in sessions, it is able to be determined when price has moved an abnormal amount in a session deterministically. Noise is removed by a moving average filter, the weighted moving average. This was chosen over the EMA?SMA because an EMA would be to quick to change and the SMA would be too slow. The ribbon's colors, purple, is active when volatility is rising. It is black when volatility is falling. You can see that this is directionally neutral. Options to configure: Timeframe Ribbon dipslay Session break display [*}Bar coloring Common examples of usage: If you want to use this indicator, add it to your favorites and you can find it there.
Indicador Pine Script®
por NeoButane
3
CC - Array-meta Consolidated Interval Display (ACID)This script extends my other two Array examples (which I've also provided to you open source): The Ticker-centric 5m,15m,45m,1h,4h,1d resolution labels using arrays: And the more Macro VIX,GLD,TLT,QQQ,SPY,IWM 1d resolution labels using arrays: This script aims to show how to use min/max/avg with Arrays easily. My next example after this will be exploring the usage of variance versus covariance ratios over different periodic interval resolutions. Currently, this is using the following intervals: 5m,15m,45m,1h,4h,1d. It takes these intervals, calculates the values at those resolutions and puts the absolute min and max from the 5 minute to the 1 day resolutions. It's more of an example of the power that arrays can hold, as all this truly is right now is a min/max bound calculator. The real gem lies in the avg calculators for multiple resoltuions tied into a single label with readable data. Check out the code and let me know what you think. If you need more examples, the other two scripts I mentioned before are also open source. Using this on intervals of less than 1D sometimes times out, the way I wrote it is memory intensive, may not work for non-pro users. Thanks! NONE OF THIS IS FOREWARD LOOKING STATEMENTS, THIS IS NOT A PREDECTIVE ANALYSIS TOOL. THIS IS A RESEARCH ATTEMPT AT A NOVEL INDICATOR. I am not responsible for outcomes using it. Please use and give criticisms freely. I am experimenting with combining resolutions and comparing covariance values at different levels right now, so let me know your thoughts! The last indicator will likely not be open source, but may be depending on how complex I get.
Indicador Pine Script®
por maigcaloctopus
1
CC - Macro Consolidated Interval Display (MCID)Ever wish you didn't have to rapidly flip between 6 different tickers to get the full picture? Yeah, me too. Do you also wish that you kind of understood how the shift / unshift function works for arrays? Yeah, I did too. Both of those birds are taken care of with one stone! The Macro Consolidated Interval Display uses the new Array structure and security to display data for VIX, GLD, TLT, QQQ, SPY and IWM (at a 1D interval) SIMUTANEOUSLY! Regardless of which ticker you're looking at you can get the full picture of macro futures data without flipping around to get it. This is my first script trying to use arrays. It basically shows the following a 1d interval: ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for VIX. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for GLD. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for TLT. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for QQQ. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for SPY. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP for IWM To make it more or less busy, I've allowed you to toggle off any of the levels you wish. I've also chosen to leave this as open source, as it's nothing too experimental, and I hope that it can gain some traction as an Array example that the public can use! If you don't like the different values that are shown, use this source code example as a spring-board to put values that you do care about onto the labels. If this code has helped you at all please drop me a like or some constructive criticism if you do not think it's worth a like. Good luck and happy trading friends. This should be compatible with my CID as well: If this gets traction, I will post something similar for a dynamic combination of tickers and intervals that you can set yourself.
Indicador Pine Script®
por maigcaloctopus
CC - Consolidated Interval Display (CID)Ever wish you didn't have to rapidly flip between 6 different intervals to get the full picture? Yeah, me too. Do you also wish that you kind of understood how the shift / unshift function works for arrays? Yeah, I did too. Both of those birds are taken care of with one stone! The Consolidated Interval Display uses the new Array structure and security to display data for 5m, 15m, 45m, 1h, 4h and 1d intervals SIMUTANEOUSLY! Regardless of which interval you're looking at you can get the full picture of numerical data without flipping around to get it. This is my first script trying to use arrays. It basically shows the following for the given ticker: ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 5 minute level. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 15 minute level. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 45 minute level. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 1 hour level. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 4 hour level. ATR14, RSI7, RSI14, SMA50, SMA200 and VWAP at the 1 day level. To make it more or less busy, I've allowed you to toggle off any of the levels you wish. I've also chosen to leave this as open source, as it's nothing too experimental, and I hope that it can gain some traction as an Array example that the public can use! If you don't like the different values that are shown, use this source code example as a spring-board to put values that you do care about onto the labels. If this code has helped you at all please drop me a like or some constructive criticism if you do not think it's worth a like. Good luck and happy trading friends. If this gets traction, I will post something similar for a combination of SPY, VIX, GOLD, QQQ, IWM and TLT.
Indicador Pine Script®
por maigcaloctopus
1
Supertrend, MA & Market Strength by Keiron RichieThis script comprises of three separate indicators to give an improved view; a redesign of the Supertrend indicator to identify up/down trend and changes the background colour to red or green accordingly. This is then overlayed with the Mother of Adaptive Moving averages by John Ehlers (MAMA) which adapts to price movement in an entirely new and unique way. The advantage of this method of adaptation is that it features a fast attack average and a slow decay average so that composite average rapidly ratchets behind price changes and holds the average value until the next ratchet occurs. Since the average fallback is slow I can build trading systems that are virtually free of whipsaw trades. Additionally, there are up & down arrows below and above the bars respectively which demonstrate overall market strength or weakness. By combining the relative strength in a trend with the true strength of the Nasdaq (NDX) and S&P500 (SPY) we can then compare that against the volatility/fear index (VIX) to show if the market is excerpting pressure on the component in either direction. i.e. if the red arrow shows then the market indexes true strength is decreasing & if the small green arrow shows then the market index is gaining strength which may be likely to impact the component/symbol you are viewing. It’s a very quick and effective method of seeing the strength within the market indexes and how they are effecting your chart. Because of the nature of the script it is tested and works well on all timeframes with Stocks listed on NASDAQ & S&P500. Alerts are available for a change of background colour state. i.e Green=Buy, Red=Sell
Indicador Pine Script®
por KeironRichie
21/55 EMA Cloud w/ Optional RibbonThis indicator behaves like a traditional EMA ribbon by using the 21, 25, 30, 35, 40, 45, 50, and 55 bar exponential moving averages. In this particular indicator, the traditional EMA ribbon lines are turned off by default leaving only a filled in area between the 21 and 55 bar averages. The filled in area is green when the 21 bar average is greater than the 55 and red otherwise. Additionally, the 9, 100, and 200 exponential moving averages are available for reference.
Indicador Pine Script®
por tacosontitan
2
13612WThis script is a 13612W momentum filter used in the Vigilant Asset Allocation (VAA) and Defensive Asset Allocation (DAA) created by Wouter J. Keller and Jan Willem Keuning. This asset allocation strategy was uploaded to SSRN in 2017 and 2018. 13612W Calculation Method (Profitability in Last 1 months * 12 + Profitability in Last 3 months * 4 + Profitability in Last 6 months * 2 + Profitability in Last 12 months)/4 Let me briefly explain one of the VAAs, VAA-G4. The VAA-G4 has an annualized return of 17.7%, a Sharpe ratio of 1.07% and Max Drawdown of 16.1%. (It's too long and complicated to describe all VAA, DAA strategies. Above all, the translator performance is not good.) VAA Global 4 Universe: SPY, EFA, EEM, AGG Cash Universe: SHY , IEF, LQD If 13612W of VAA Global 4 Universe is negative at least one >> 100% of assets hold one of the highest 13612W of Cash Universe If all 13612W of VAA Global 4 Universe are positive >> 100% of assets hold one of the highest 13612W of VAA Global 4 Universe Rebalancing is done every month according to this method.
Indicador Pine Script®
por noooob
12