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
Центральные осцилляторы
MACD Multi Time Frame with Histogram MAThis is a modification of LonesomeTheBlue's MACD Multi Time Frame indicator to include also moving averages applied to histogram to filter-out important moves.
You can select average period and multiplier to highlight the type of movements that interest you most.
Happy trading!
[BTCover]MACD Histogram Up and Down's EnergyWelcome to BTCover's Pine Script in Tradingview.
Today we show you a MACD's script. If you want to find the divergence of the MACD histogram, You can use this script to check the MACD histogram's Energy clear and quick.
if you have more idea, welcome to comment or pm. Enjoy it.
5 min scalp macd5 min scalp macd, 5 min scalp macd, 5 min scalp macd, 5 min scalp macd, 5 min scalp macd, 5 min scalp macd, 5 min scalp macd, 5 min scalp macd
Relative Aggregate Strength OscillatorCredits 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 values presented as 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.
In the Background we have @wolneyyy's - "Mean Deviation Detector - Throw Out All Other Indicators" in blue
along with @algomojo's - "Responsive Coppock Curve" in red and green.
MACD Indicator for 5 Min ScalpThis Indicator merges the 1 min MACD with BollingerBands to dedect a bigger than avarage tick on the Macd for the 5 min Scalping Strategy
You can change the length of the bollinger bands for the upper and lower channel individually so that you can get better signals
if a tick is bigger than avarage it will be colored, else it would be gray
this is the same indicator i used to get entrys in my 5 min scalping statagy, but i wouldnt just go in a trade when there is a bigger than usual tick. You have to look at other things to
CCI and ADX_by RMCCI and ADX
ENTRY:
Buy: When CCI crosses -100 level from -200 level(1hr/15min Time Frame)
Short: When CCI crosses 100 level from 200 level (1hr/15min Time Frame)
Closing of Position : 1:1 OR 1:2 (Or As per Value Zone)
RSX of Double MACD [Loxx]RSX of Double MACD is a specialized version of the classic MACD. Normally the MACD calculation ends with the difference between fast/slow EMAs, this version of MACD takes the calculation one step further by passing the MACD signal into an RSX RSI function to derive a smoother MACD bound from 0 to 100.
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.
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.
Included
-Customizable inputs and boundaries
Parabolic SAR MARSI, Adaptive MACD [Loxx]Parabolic SAR MARSI, Adaptive MACD is a trend following indicator that combines MACD, Parabolic SAR, and RSI into a signal indicator.
What is Parabolic SAR?
The parabolic stop and reverse, more commonly known as the "Parabolic SAR," or "PSAR" is a trend-following indicator developed by J. Welles Wilder. It is displayed as a single parabolic line (or dots) underneath the price bars in an uptrend, and above the price bars in a downtrend.
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.
What is RSI?
The relative strength index (RSI) is a momentum indicator used in technical analysis that measures the magnitude of recent price changes to evaluate overbought or oversold conditions in the price of a stock or other asset. The RSI is displayed as an oscillator (a line graph that moves between two extremes) and can have a reading from 0 to 100. The indicator was originally developed by J. Welles Wilder Jr. and introduced in his seminal 1978 book, “New Concepts in Technical Trading Systems.”
How to combine PSAR, MACD, and RSI into one:
1. Create a new type of moving average called MARSI. MARSI is like a typical moving average but it flexes to RSI sensitivities
2. Calculate MACD for the MARSI of High/Low values
3. Calculate the midpoint MACD between the High/Low MACDs created in step 2
4. Create a final MACD by calculating the MARSI for the midpoint MACD created in step 3
5. Finally, Inject these values into a customized Parabolic SAR function
Results:
-A unique spin on three different indicators that identifies trends of both RSI, MACD, and price of the underlying asset
-Entry, exit, and reversal points in price, RSI, and MACD
-A MACD that adapts to RSI
What's Included?
-Customization of all variables
-A variety of moving averages to smooth the signal line
-Customizable colors
-Alerts for MACD zero-line and signal crosses, and PSAR trend direction changes
Things to know:
-The histogram in this indicator is NOT the normal histogram found in the classic MACD indicator. The histogram here is a histogram of MACD itself. The classic histogram has questionable utility but the histogram in this indicator is very important and useful
-Parabolic SAR is calculated on the MARSI of High/Low values
Future releases:
-Divergences
-Regular, continuation, and exit signals
Happy trading!
Adaptive, Zero lag Schaff Trend Cycle [Loxx]TASC's March 2008 edition Traders' Tips includes an article by John Ehlers titled "Measuring Cycle Periods," and describes the use of bandpass filters to estimate the length, in bars, of the currently dominant price cycle.
What are Dominant Cycles and Why should we use them?
Even the most casual chart reader will be able to spot times when the market is cycling and other times when longer-term trends are in play. Cycling markets are ideal for swing trading however attempting to “trade the swing” in a trending market can be a recipe for disaster. Similarly, applying trend trading techniques during a cycling market can equally wreak havoc in your account. Cycle or trend modes can readily be identified in hindsight. But it would be useful to have an objective scientific approach to guide you as to the current market mode.
There are a number of tools already available to differentiate between cycle and trend modes. For example, measuring the trend slope over the cycle period to the amplitude of the cyclic swing is one possibility.
We begin by thinking of cycle mode in terms of frequency or its inverse, periodicity. Since the markets are fractal ; daily, weekly, and intraday charts are pretty much indistinguishable when time scales are removed. Thus it is useful to think of the cycle period in terms of its bar count. For example, a 20 bar cycle using daily data corresponds to a cycle period of approximately one month.
When viewed as a waveform, slow-varying price trends constitute the waveform's low frequency components and day-to-day fluctuations (noise) constitute the high frequency components. The objective in cycle mode is to filter out the unwanted components--both low frequency trends and the high frequency noise--and retain only the range of frequencies over the desired swing period. A filter for doing this is called a bandpass filter and the range of frequencies passed is the filter's bandwidth.
Indicator Features
-Zero lag or Regular Schaff Trend Cycle calculation
- Fixed or Band-pass Dominant Cycle for Schaff Trend Cycle MA period inputs
-10 different moving average options for Zero lag calculations
-Separate Band-pass Dominant Cycle calculations for both Schaff Trend Cycle and MA calculations
- Slow-to-Fast Band-pass Dominant Cycle input to tweak the ratio of Schaff Trend Cycle MA input periods as they relate to each other
Relative Strength Index - Divergences - LibertusHello all,
To ease everyone's trading experience I made this script which colors RSI overbought and oversold conditions and as a bonus displays bullish or bearish divergences in last 50 candles (by default, you can change it).
Script is open source, part of code is from Trading View examples. If you have suggestions or you already made some improvements, please report in comment.
Happy trading and good luck!
Jupiter MAyou can use this srtategy multitime but the best time is your chart should be on5 min and multitime 1 should be on15 then when the the red an green line cross blue line get long position and get short position when upside down
Bears Bulls Impulse [Loxx]Bears Bulls Impulse, originally known as the the Elder-Ray Index, is a technical indicator developed by Dr. Alexander Elder that measures the amount of buying and selling pressure in a market. This indicator consists of two indicators known as "bull power" and "bear power," which are derived from a 13-period moving average.
Included:
- Various average modes to fine-tune the signal
This is an exact clone of the "Bears Bulls Impulse" MT4 indicator
Hybrid, Zero lag, Adaptive cycle MACD [Loxx]TASC's March 2008 edition Traders' Tips includes an article by John Ehlers titled "Measuring Cycle Periods," and describes the use of bandpass filters to estimate the length, in bars, of the currently dominant price cycle.
What are Dominant Cycles and Why should we use them?
Even the most casual chart reader will be able to spot times when the market is cycling and other times when longer-term trends are in play. Cycling markets are ideal for swing trading however attempting to “trade the swing” in a trending market can be a recipe for disaster. Similarly, applying trend trading techniques during a cycling market can equally wreak havoc in your account. Cycle or trend modes can readily be identified in hindsight. But it would be useful to have an objective scientific approach to guide you as to the current market mode.
There are a number of tools already available to differentiate between cycle and trend modes. For example, measuring the trend slope over the cycle period to the amplitude of the cyclic swing is one possibility.
We begin by thinking of cycle mode in terms of frequency or its inverse, periodicity. Since the markets are fractal; daily, weekly, and intraday charts are pretty much indistinguishable when time scales are removed. Thus it is useful to think of the cycle period in terms of its bar count. For example, a 20 bar cycle using daily data corresponds to a cycle period of approximately one month.
When viewed as a waveform, slow-varying price trends constitute the waveform's low frequency components and day-to-day fluctuations (noise) constitute the high frequency components. The objective in cycle mode is to filter out the unwanted components--both low frequency trends and the high frequency noise--and retain only the range of frequencies over the desired swing period. A filter for doing this is called a bandpass filter and the range of frequencies passed is the filter's bandwidth .
Indicator Features
-Zero lag or Regular MACD/signal calculation
- Fixed or Band-pass Dominant Cycle for MACD and Signal MA period inputs
-10 different moving average options for both MACD and Signal MA calculations
-Separate Band-pass Dominant Cycle calculations for both MACD and Signal MA calculations
- Slow-to-Fast Band-pass Dominant Cycle input to tweak the ratio of MACD MA input periods as they relate to each other
Fisher Transform, clone of MT4 "Fisher_no_repainting" [Loxx]The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution.1 The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend.
Included:
- Oversold and overbought regions
This is an exact clone of the "Fisher_no_repainting" MT4 indicator
ADX Color Coded BarI use the Average Directional Index quite a lot in my trading both manual and automatic trading so i thought i would make it a little easier for myself and others to see if the ADX is above or below a certain value and to allow space on the chart for other indicators. This is done by plotting a green and red bar, green when the ADX is above a certain value and red when the ADX is below it.
Trading in the direction of a strong trend reduces risk and increases profit potential. The ADX is used to determine when the price is trending strongly. In many cases, it is the ultimate trend indicator. After all, the trend is your friend. ADX is usually plotted as a single line with values ranging from a low of zero to a high of 100. ADX is non-directional and registers trend strength whether price is trending up or down.
When the value of the ADX is going up above 20 which is the threshold i like to use, it means that there is more likely to be a confident move. So if you get an entry signal when the ADX bar is red the price is more likely to be in an area of consolidation where fakeouts could happen. It might be a good idea to stay away from entering trades here or remember to take some profits early and set the stop loss to break even.
Keep in mind that the ADX is a lagging indicator and not leading.
Technical AverageTECHNICAL AVERAGE =
( EMA 8 + EMA 21 + MA 50 + MA 200 + MONTHLY PIVOT + ANNUAL PIVOT ) / 6
One such indicator for those who trade with Fundamental Analysis . One line.
He'll show me where to get the stock.
TEKNİK ORTALAMA =
( EMA 8 + EMA 21 + MA 50 + MA 200 + AYLIK PİVOT + YILLIK PİVOT) / 6
Temel Analiz ile işlem yapanlar için böyle bir indikatör. Tek çizgi.
Hisseyi nerelerden almalıyımı gösterecek.
[blackcat] L1 OBV-MFI ComboLevel 1
Background
As requested, this is a combo of OBV and MFI indicators
Function
On-balance volume (OBV) is a technical trading momentum indicator that uses volume flow to predict changes in stock price. Joseph Granville first developed the OBV metric in the 1963 book Granville's New Key to Stock Market Profits.
The Money Flow Index (MFI) is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. The oscillator moves between 0 and 100.
The combo of them is still an oscillator.
Remarks
Feedbacks are appreciated.
Momentum Scalping & Swing Signals With AlertsThis Momentum indicator shows a green or red ribbon when smoothed momentum is bullish or bearish. It also includes a long moving average for overall trend confirmation. Wait until the ribbon holds above or below the long moving average and take positions in that direction.
To get an easier to read momentum indicator, I smoothed the momentum out and paired it next to a short term RMA. These two together form the ribbon that will show you early reversals and trend direction. The long moving average is used as an overall trend detector and confirmation for longer term trends.
***HOW TO USE***
Scalping: Enter longs when the ribbon turns green and enter shorts when the ribbon turns red. Exit positions when the ribbon turns the opposite color or crosses the long moving average.
Swing Trading: When the ribbon holds above the long moving average or breaks out and retests it, look for long positions and exit when the ribbon turns red or crosses the long moving average. When the ribbon holds below the long moving average or breaks down and retests it, look for short positions and exit when the ribbon turns green or crosses the long moving average.
***DETAILS***
This indicator gives early reversal signals very well and waiting for the momentum ribbon to cross the long moving average helps to get you into positions when the market is ready to really move while filtering out some of the noise.
The ribbon and background will change to green or red depending on whether it is currently bullish or bearish.
There is also a label that changes colors and tells you if momentum is bullish or bearish and also whether the momentum ribbon is above or below the long moving average.
Green or red circles will appear on the indicator when there is a bullish or bearish cross of the momentum ribbon and the long moving average.
It includes alerts that trigger when momentum is turning bullish/bearish or when the momentum ribbon is crossing the long moving average.
***CUSTOMIZATION***
Each piece of this indicator can be customized to suit your preferences including the momentum source, length, smoothing length, short moving average length and long moving average length. You can also turn off the labels, signals and long moving average. All of these settings can be managed within the indicator settings input tab.
***MARKETS***
This indicator can be used as a signal on all markets, including stocks, crypto, futures and forex.
***TIMEFRAMES***
This Momentum Scalping & Swing Signals indicator can be used on all timeframes.
***TIPS***
Try using numerous indicators of ours on your chart so you can instantly see the bullish or bearish trend of multiple indicators in real time without having to analyze the data. Some of our favorites are Trend Friend Scalp & Swing Trade Signals, Volume Spike Scanner, Buy & Sell Pressure Volume Profile, and RSI Scalper in combination with this momentum indicator. They all have real time Bullish and Bearish labels as well so you can immediately understand each indicator's trend.
Woodies CCI (SafeDay) v1.1Woodies CCI is a Commodity Channel Index-based system developed by Ken Woods. The main principle of this system is that the price moves in the direction of CCI.
Some traders use the indicator to spot a number of tradable CCI patterns both with and against the trend. Woodies CCI (SafeDay) is used to identify the zero line rejection, turbo line and CCI line break through the zero line for trade confirmation.
The Woodies CCI (SafeDay) is often used in combination with other signals and indicators. For example, when used with the SDT DOT indicator, it provides confirmation of the trade direction giving the user additional confidence in taking the trade.
This indicator can be used on all time frames.
Stacked EMAsStacked Daily & Weekly EMAs + Labels
Pretty much self-explanatory indicator that shows the current momentum based on the key exponential moving averages.
Three stages of the EMAs:
1. Stacked Positively (Bullish) - EMAs are stacked on top of each other which represents a healthy bullish uptrend (green Label).
2. Stacked Negatively (Bearish) - EMAs are stacked below each other meaning the trend is bearish (red label).
3. Stacked Neutral (Neutral) - EMAs are crossing each other without any clear direction = chop (yellow label).
Hope it helps.
JMA filter 2This is based on ChuckBanger Juric indicator (a modification of it)
things you need to know how to work with this one
to control the wave setting you need to adjust the length , slow ,fast and c in menu for optimal result
positive trend is above zero in green
negative trend bellow zero red
the best part herein this indicator is to finding of high and low based on lower treshold =trel
higher threshold for high =treh
there is signals once it crossed up or down
for each time frame you need to set the threshold for optimal results as it change for each TF it will be different so be careful about it
so rule of thumb is to look for the previous peaks either up or down and to set the threshold according to it
it more sensitive then RSI to my opinion and very good to detect sweet spot either for sell or buy
one can add alerts (not included)
or modify it to make it better
here on Tesla
[blackcat] L1 Simplest Sentiment ModelLevel 1
Background
My market sentiment indicator system mainly includes collecting various statistical data and drawing. Again, it was fitted using the OHLC data. This belongs to the latter.
Function
Through a simple calculation, the ratio of high and low breakouts to the price range, we know the sentiment of funds. At the same time, a delay line is used as a trigger signal to judge the inflection point of emotions through the golden fork and the dead fork. Mood thresholds can be defined, such as 20 and 80. This is an oscillator model, but also the simplest indicator of sentiment.
Remarks
Feedbacks are appreciated.
