Heikin Ashi Volatility Percentile - TraderHalaiThe Heikin Ashi Volatility Percentile (HAVP) Oscillator was inspired by the legendary Bollinger Band Width Percentile indicator(known as BBWP), written by Caretaker, and made famous by Eric Krown, a famous influencer.
This script borrows aspects of the BBWP indicator which enables the HAVP oscillator to visually match the look and feel of BBWP and allows similar configuration functions (such as colouring function, smoothing MAs and alerts)
The fundamentals of this script are however different to BBWP. Instead of Bollinger band width, this script uses a reverse function of Heikin Ashi close (implemented in my Smoothed Heikin Ashi Trend
indicator, linked below).
The reverse Heikin Ashi close is smoothed using Ehler's SuperSmoother function, providing smooth oscillation and earlier signals of volatility tops and bottoms.
From an automated backtest that I have conducted on the BTCUSD index pair, I have observed comparable performance to BBWP across multiple timeframes when combining with stochastic direction to give a bias on overall direction. Using parameters I have tested, it performs better on mid-term timeframes such as 3h,4h and 6h. BBWP outperforms on 1h and 1d, with lower timeframes being comparable.
From the results, using HAVP over BBWP tends to result in reduced holding time and more frequent trades, which may or may not be desirable, although the behaviour can be adjusted using the parameters provided.
For instance, the smoother oscillation provided by HAVP provides a great predictability factor and earlier confirmation signals, which is something that Ehler emphasised in his trading style, and something which I agree with personally. I would encourage you to try out both HAVP and BBWP and see which fits your trading style.
Releasing this as open source allows for the betterment of the community and further development, criticism and discussion.
Thanks and enjoy! :)
Центральные осцилляторы
[blackcat] L2 SVE Stochastic RSI Level 2
Background
Sylvain Vervoort’ articles in the Aug issues on 2018,“The V-Trade, Part 6”.
Function
In “The V-Trade, Part 6: Technical Analysis—Divergence Indicators” in the August 2018 issue of STOCKS & COMMODITIES, author Sylvain Vervoort introduces a modified version of the stochastic RSI, an indicator that was first introduced by Tushar Chande and Stanley Kroll. That indicator applies a stochastic calculation to an RSI value rather than a simple value, and Vervoort’s update provides additional smoothing. Vervoort uses his new indicator primarily in the analysis of divergence.
Remarks
Tradingview official stoch RSI is added for comparison.
Feedbacks are appreciated.
[MAD] CMF 5x MTF BTCthis is a revised classic CMF indicator, with some additional features
Features:
4 different Exchanges:Tickers (clouds).
your current exchanges:ticker (white)
an averaged cmf over all 5 tickers (black)
a selectable time frame for all tickers
3 buy and 3 sell lines (visual H-lines only)
autocentering over ghosts
color scheme is for a dark theme, change in settings if needed.
how to use:
act the crossins
when one or two cmfs move steeply into an h-line, when moving back to the middle they have their signal and do their own risk management.
sometimes really crazy things happen in small time frames (whalegames) that you can use as a tradestop and sit it out.
generally try to go with a bigger trend that give less but better results
MACD CandleInstead of viewing MACD from a separate chart (histogram), this indicator will plot a candle based on the MACD value. It is easy to summarize trends and make your technical analysis charting less complex.
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
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.
MA SLope Potential Divergence - FontiramisuIndicator showing potential momentum divergences on Moving Average's Slope.
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 .
Moving average slope 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.
You can either show fast slope's divergences or slow slope's divergences or slow/fast diff's divergences.
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
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
Genesis Matrix [Loxx]Over a decade ago, the Genesis Matrix system was one of best strategies for new traders looking to learn how to really trade trends. Fast forward to 2022, a new version of Genesis Matrix has emerged using TVI, CCI, HL Channel & T3
What is T3?
The T3 moving average is an indicator of an indicator since it includes several EMAs of another EMA. Unlike any other moving average, it adds the so-called volume factor, a value between 0 and 1. Like the SMA, traders typically use this indicator to spot trends and trend reversals.
What is CCI?
The Commodity Channel Index ( CCI ) measures the current price level relative to an average price level over a given period of time. CCI is relatively high when prices are far above their average. CCI is relatively low when prices are far below their average. Using this method, CCI can be used to identify overbought and oversold levels.
Genesis matrix uses Jurik-Smoothed CCI w/ MA Deviation--a spin on regular CCI .Usually CCI is calculated as using average ( Simple Moving Average ) and mean deviation. In this version, average is replaced with well known JMA (Jurik Moving Average) instead for the smoothing phase and the deviation is replaced with variety moving average deviation. The result in this one is responsive and fast (as expected) and also it is smoother than the original CCI (as expected).
What is SSL?
Known as the SSL, the Semaphore Signal Level channel chart alert is an indicator that combines moving averages to provide you with a clear visual signal of price movement dynamics. In short, it's designed to show you when a price trend is forming. For our purposes here, SSL has been modified to allow for different moving average selection and different closing price look back periods.
What is William Blau Ergodic Tick Volume?
This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods.
William Blau's definition of TVI ergodicity is that the indictor is ergodic when periods are set to 32, 5, 1, and the signal is set to 5. Other combinations are not ergodic, according to Blau.
How to use
Long signal: All 4 indicators turn green
Short signal: All 4 indicators turn red
Included
Bar coloring
Jurik-Smoothed CCI w/ MA Deviation [Loxx]Jurik-Smoothed CCI w/ MA Deviation is a spin on regular CCI. Usually CCI is calculated as using average (Simple Moving Average) and mean deviation. In this version, average is replaced with well known JMA (Jurik Moving Average) instead for the smoothing phase and the deviation is replaced with variety moving average deviation. The result in this one is responsive and fast (as expected) and also it is smoother than the original CCI (as expected).
What is CCI?
The Commodity Channel Index (CCI) measures the current price level relative to an average price level over a given period of time. CCI is relatively high when prices are far above their average. CCI is relatively low when prices are far below their average. Using this method, CCI can be used to identify overbought and oversold levels.
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.
Included:
Bar coloring
35+ moving averages
Jurik Filter TRIX Log [Loxx]Jurik Filter TRIX Log is a TRIX indicator that calculates TRIX using a Jurik Filter instead of EMA. this indicator responds much quicker than traditional TRIX.
What is TRIX?
TRIX is a momentum oscillator that displays the percent rate of change of a TEMA. It was developed in the early 1980's by Jack Hutson, an editor for "Technical Analysis of Stocks and Commodities" magazine. With its triple smoothing, TRIX is designed to filter insignificant price movements. In his article he uses a logarithm of a price (which is in many versions, left out).
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.
Included:
-Bar coloring
Probability Density Function based MA MACD [Loxx]Probability Density Function based MA MACD is a MACD indicator using a type of weighted moving average.
What is Probability Density Function based MA MACD?
Probability density function based MA is a sort of weighted moving average that uses probability density function to calculate the weights.
Included:
-Toggle on/off bar coloring
Fast and Slow Trend-Line Momentum [Loxx]Fast and Slow Trend-Line Momentum is a momentum indicator using FATL, SATL, RFTL, & RSTL Digital Filters
What is FTLM-STLM?
Fast Trend Line Momentum (FTLM) and Slow Trend Line Momentum (SLTM) indicators show the rate of price change, FATL and SATL are calculated the similar way as Momentum indicator.
FTLM(bar) = FATL(bar) – RFTL(bar)
STLM(bar) = SATL(bar) – RSTL(bar)
The main difference FTLM from the classic Momentum indicator is the following: it source prices processed by digital filters instead of close prices itself. As a result, FTLM looks smoothed and regular, in contrast with classic Momentum technical indicators.
Included:
-Bar coloring
Jurik Filtered Perfect CCI (PCCI) [Loxx]Jurik Filtered Perfect CCI (PCCI) is a faster and more accurate version of CCI with Jurik Filtering.
What is the PCCI (Perfect Commodity Channel Index)?
PCCI (Perfect Commodity Channel Index) indicator is calculated by the following formula:
PCCI(bar) = close(bar) – DF(bar)
PCCI resembles D. Lambert's Commodity Channel Index by the method of its calculation.
Actually, CCI index is calculated as a normalized difference between the current price and its moving average. PCCI is calculated as a difference between a day closing price and its statistical expectation presented by a Digital Fitler value. Therefore, PCCI is more efficient than CCI.
PCCI index is a high frequency part of the exchange rate fluctuations normalized according to its standard deviation.
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.
Included:
-Bar coloring
RAS.V2 Strength Index OscillatorHeavily modified version of my previous "Relative Aggregate Strength Oscillator" -Added high/low lines, alma curves,, lrc bands, changed candle calculations + other small things. Replaces the standard RSI indicator with something a bit more insightful.
Credits to @wolneyyy - 'Mean Deviation Detector - Throw Out All Other Indicators ' And @algomojo - 'Responsive Coppock Curve'
And the default Relative Strength Index
The candles are the average of the MFI ,CCI ,MOM and RSI candles, they seemed similar enough in style to me so I created candles out of each and the took the sum of all the candle's OHLC values and divided by 4 to get an average, same as v1 but with some tweaks. Previous Peaks and Potholes visible with the blue horizontal lines which adjust when a new boundary is established. Toggle alma waves or smalrc curves or both to your liking. This indicator is great for calling out peaks and troughs in realtime, although is best when combined with other trusted indicators to get a consensus.
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.
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。
Multi-timeframe MomentumThe Multi-timeframe momentum indicator is similar in concept to a velocity indicator like rate-of-change, but visualizes smoothed price changes by applying an EMA and linear regression to price difference at every bar. Momentums from 1 minute to 1 quarter are plotted on a single chart using the request.security function. Standard and Fibonacci timeframes are available as well as the ability to hide high-timeframes to keep the chart clean. Like any oscillator, divergence in the momentums can be used to identify price reversals in conjunction with support and resistance. When linear regression is applied, high and low inflection points are used to identify reversals in a manner similar to MACD.
Much love to DumpCap! The script is presented sans secret sauce.
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.
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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
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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.
CCI High Performance long onlyThis strategy is based on the classic Commodity Channel Index and only works long.
The system enters the market when this indicator is very low ( CCI <-150 or user-defined threshold) and as soon as it regains strength (i.e. CCI> CCI of the previous candle) with a filter on the "strength" of the prices themselves (i.e. the closing of the candle that provides the signal must be higher than a certain difference - fixed at 0.25% - at the opening of the candle itself).
You exit the market when you either incur a stop loss or when the prices are above the upper band of the CCI.
This system is used to have a high number of profitable operations (well over 50%) with little effort in terms of number of bars, rather than wanting to capture the actual duration of a trend. It is therefore recommended for those who "suffer to see the potential losses".
STD Aadaptive, floating RSX Dynamic Momentum Index [Loxx]STD Aadaptive, floating RSX Dynamic Momentum Index is an attempt to improve Chande's original work on Dynamic Momentum Index. The full name of this indicator is "Standard-Deviation-Adaptive, floating-level, Dynamic Momentum Index on Jurik's RSX".
What Is Dynamic Momentum Index?
The dynamic momentum index is used in technical analysis to determine if a security is overbought or oversold. This indicator, developed by Tushar Chande and Stanley Kroll, is very similar to the relative strength index (RSI). The main difference between the two is that the RSI uses a fixed number of time periods (usually 14), while the dynamic momentum index uses different time periods as volatility changes, typically between five and 30.
What is RSX?
RSI is a very popular technical indicator, because it takes into consideration market speed, direction and trend uniformity. However, the its widely criticized drawback is its noisy (jittery) appearance. The Jurk RSX retains all the useful features of RSI, but with one important exception: the noise is gone with no added lag.
Differences
RSX is used instead of RSI for the calculation, producing a much smoother result
Standard deviation is used to adapt the RSX calculation
Floating levels are used instead of fixed levels for OB/OS
Included
-Change bar colors
