Регистрация

Educational

Capital Asset Pricing Model (CAPM) [Loxx]Capital Asset Pricing Model (CAPM) demonstrates how to calculate the Cost of Equity for an underlying asset using Pine Script. This script will only work on the monthly timeframe. While you can change the default inputs, you should study what CAPM is and how this works before doing so. This indicator pulls various types of data from SPY from various timeframes to calculate risk-free rates, market premiums, and log returns. Alpha and Beta are computed using the regression between underlying asset and SPY. This indicator only calculates on the most recent data. If you wish to change this, you'll have to save the script and make adjustments. A few examples where CAPM is used: Used as the mu factor Geometric Brownian Motion models for options pricing and forecasting price ranges and decay Calculating the Weighted Average Cost of Capital Asset pricing Efficient frontier Risk and diversification Security market line Discounted Cashflow Analysis Investment bankers use CAPM to value deals Account firms use CAPM to verify asset prices and assumptions Real estate firms use variations of CAPM to value properties ... and more Details of the calculations used here Rm is calculated using yearly simple returns data from SPY, typically this is just hard coded as 10%. Rf is pulled from US 10 year bond yields Beta and Alpha are pulled form monthly returns data of the asset and SPY In the past, typically this data is purchased from investments banks whose research arms produce values for beta, alpha, risk free rate, and risk premiums. In 2022 ,you can find free estimates for each parameter but these values might not reflect the most current data or research. History The CAPM was introduced by Jack Treynor (1961, 1962), William F. Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the 1990 Nobel Memorial Prize in Economics for this contribution to the field of financial economics. Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume the existence of a riskless asset. This version was more robust against empirical testing and was influential in the widespread adoption of the CAPM. Usage The CAPM is used to calculate the amount of return that investors need to realize to compensate for a particular level of risk. It subtracts the risk-free rate from the expected rate and weighs it with a factor – beta – to get the risk premium. It then adds the risk premium to the risk-free rate of return to get the rate of return an investor expects as compensation for the risk. The CAPM formula is expressed as follows: r = Rf + beta (Rm – Rf) + Alpha Therefore, Alpha = R – Rf – beta (Rm-Rf) Where: R represents the portfolio return Rf represents the risk-free rate of return Beta represents the systematic risk of a portfolio Rm represents the market return, per a benchmark For example, assuming that the actual return of the fund is 30, the risk-free rate is 8%, beta is 1.1, and the benchmark index return is 20%, alpha is calculated as: Alpha = (0.30-0.08) – 1.1 (0.20-0.08) = 0.088 or 8.8% The result shows that the investment in this example outperformed the benchmark index by 8.8%. The alpha of a portfolio is the excess return it produces compared to a benchmark index. Investors in mutual funds or ETFs often look for a fund with a high alpha in hopes of getting a superior return on investment (ROI). The alpha ratio is often used along with the beta coefficient, which is a measure of the volatility of an investment. The two ratios are both used in the Capital Assets Pricing Model (CAPM) to analyze a portfolio of investments and assess its theoretical performance. To see CAPM in action in terms of calculate WACC, see here for an example: finbox.com Further reading en.wikipedia.org
Индикатор Pine Script™
от loxx
3
[MT] Strategy Backtest Template| Initial Release | | EN | An update of my old script, this script is designed so that it can be used as a template for all those traders who want to save time when programming their strategy and backtesting it, having functions already programmed that in normal development would take you more time to program, with this template you can simply add your favorite indicator and thus be able to take advantage of all the functions that this template has. 🔴Stop Loss and 🟢Take Profit: No need to mention that it is a Stop Loss and a Take Profit, within these functions we find the options of: fixed percentage (%), fixed price ($), ATR, especially for Stop Loss we find the Pivot Points, in addition to this, the price range between the entry and the Stop Loss can be converted into a trailing stop loss, instead, especially for the Take Profit we have an option to choose a 1:X ratio that complements very well with the Pivot Points. 📈Heikin Ashi Based Entries: Heikin Ashi entries are trades that are calculated based on Heikin Ashi candles but their price is executed to Japanese candles, thus avoiding false results that occur in Heikin candlestick charts, this making in certain cases better results in strategies that are executed with this option compared to Japanese candlesticks. 📊Dashboard: A more visual and organized way to see the results and necessary data produced by our strategy, among them we can see the dates between which our operations are made regardless if you have activated some time filter, usual data such as Profit, Win Rate, Profit factor are also displayed in this panel, additionally data such as the total number of operations, how many were gains and how many losses, the average profit and loss for each operation and finally the maximum profits and losses followed, which are data that will be very useful to us when we elaborate our strategies. Feel free to use this template to program your own strategies, if you find errors or want to request a new feature let me know in the comments or through my social networks found in my tradingview profile. | Update 1.1 | | EN | ➕Additions: ' Time sessions filter and days of the week filter added to the time filter section. Option to add leverage to the strategy. 5 Moving Averages, RSI, Stochastic RSI, ADX, and Parabolic Sar have been added as indicators for the strategy. You can choose from the 6 available indicators the way to trade, entry alert or entry filter. Added the option of ATR for Take Profit. Ticker information and timeframe are now displayed on the dashboard. Added display customization and color customization of indicator plots. Added customization of display and color plots of trades displayed on chart. 📝Changes: Now when activating the time filter it is optional to add a start or end date and time, being able to only add a start date or only an end date. Operation plots have been changed from plot() to line creation with line.new(). Indicator plots can now be controlled from the "plots" section. Acceptable and deniable range of profit, winrate and profit factor can now be chosen from the "plots" section to be displayed on the dashboard. Aesthetic changes in the section separations within the settings section and within the code itself. The function that made the indicators give inputs based on heikin ashi candles has been changed, see the code for more information. ⚙️Fixes: Dashboard label now projects correctly on all timeframes including custom timeframes. Removed unnecessary lines and variables to take up less code space. All code in general has been optimized to avoid the use of variables, unnecessary lines and avoid unnecessary calculations, freeing up space to declare more variables and be able to use fewer lines of code. | Lanzamiento Inicial | | ES | Una actualización de mi antiguo script, este script está diseñado para que pueda ser usado como una plantilla para todos aquellos traders que quieran ahorrar tiempo al programar su estrategia y hacer un backtesting de ella, teniendo funciones ya programadas que en el desarrollo normal te tomaría más tiempo programar, con esta plantilla puedes simplemente agregar tu indicador favorito y así poder aprovechar todas las funciones que tiene esta plantilla. 🔴Stop Loss y 🟢Take Profit: No hace falta mencionar que es un Stop Loss y un Take Profit, dentro de estas funciones encontramos las opciones de: porcentaje fijo (%), precio fijo ($), ATR, en especial para Stop Loss encontramos los Pivot Points, adicionalmente a esto, el rango de precio entre la entrada y el Stop Loss se puede convertir en un trailing stop loss, en cambio, especialmente para el Take Profit tenemos una opción para elegir un ratio 1:X que se complementa muy bien con los Pivot Points. 📈Entradas Basadas en Heikin Ashi: Las entradas Heikin Ashi son operaciones que son calculados en base a las velas Heikin Ashi pero su precio esta ejecutado a velas japonesas, evitando así́ los falsos resultados que se producen en graficas de velas Heikin, esto haciendo que en ciertos casos se obtengan mejores resultados en las estrategias que son ejecutadas con esta opción en comparación con las velas japonesas. 📊Panel de Control: Una manera más visual y organizada de ver los resultados y datos necesarios producidos por nuestra estrategia, entre ellos podemos ver las fechas entre las que se hacen nuestras operaciones independientemente si se tiene activado algún filtro de tiempo, datos usuales como el Profit, Win Rate, Profit factor también son mostrados en este panel, adicionalmente se agregaron datos como el número total de operaciones, cuantos fueron ganancias y cuantos perdidas, el promedio de ganancias y pérdidas por cada operación y por ultimo las máximas ganancias y pérdidas seguidas, que son datos que nos serán muy útiles al elaborar nuestras estrategias. Siéntete libre de usar esta plantilla para programar tus propias estrategias, si encuentras errores o quieres solicitar una nueva función házmelo saber en los comentarios o a través de mis redes sociales que se encuentran en mi perfil de tradingview. | Actualización 1.1 | | ES | ➕Añadidos: Filtro de sesiones de tiempo y filtro de días de la semana agregados al apartado de filtro de tiempo. Opción para agregar apalancamiento a la estrategia. 5 Moving Averages, RSI, Stochastic RSI, ADX, y Parabolic Sar se han agregado como indicadores para la estrategia. Puedes escoger entre los 6 indicadores disponibles la forma de operar, alerta de entrada o filtro de entrada. Añadido la opción de ATR para Take Profit. La información del ticker y la temporalidad ahora se muestran en el dashboard. Añadido personalización de visualización y color de los plots de indicadores. Añadido personalización de visualización y color de los plots de operaciones mostradas en grafica. 📝Cambios: Ahora al activar el filtro de tiempo es opcional añadir una fecha y hora de inicio o fin, pudiendo únicamente agregar una fecha de inicio o solamente una fecha de fin. Los plots de operaciones han cambiados de plot() a creación de líneas con line.new(). Los plots de indicadores ahora se pueden controlar desde el apartado "plots". Ahora se puede elegir el rango aceptable y negable de profit, winrate y profit factor desde el apartado "plots" para mostrarse en el dashboard. Cambios estéticos en las separaciones de secciones dentro del apartado de configuraciones y dentro del propio código. Se ha cambiado la función que hacía que los indicadores dieran entradas en base a velas heikin ashi, mire el código para más información. ⚙️Arreglos: El dashboard label ahora se proyecta correctamente en todas las temporalidades incluyendo las temporalidades personalizadas. Se han eliminado líneas y variables innecesarias para ocupar menos espacio en el código. Se ha optimizado todo el código en general para evitar el uso de variables, líneas innecesarias y evitar los cálculos innecesarios, liberando espacio para declarar más variables y poder utilizar menos líneas de código.
Стратегия Pine Script™
от VertMT
14
[D] Dudu 95 Strategy Template ver.1.1.Hello Guys! Nice to meet you all! This is my Second script after changing My Profile Name! I updated my strategy template before - I added some filter conditions (EMA, ADX, DMI). If there's something to update, I will update this script! Thank you! ----- I made this based on the open source strategies by jason5480, kevinmck100, myncrypto. Thank you All! ### Filter 1. Can Choose whether to use filter. 2. Filters Based on ATR, EMA, ADX, and DMI are ready to use. ### StopLoss 1. Can Choose Stop Loss Type: Percent, ATR, Previous Low / High. 2. Can Chosse inputs of each Stop Loss Type. ### Take Profit 1. Can set Risk Reward Ratio for Take Profit. - To simplify backtest, I erased all other options except RR Ratio. - You can add Take Profit Logic by adding options in the code. 2. Can set Take Profit Quantity. ### Risk Manangement 1. Can choose whether to use Risk Manangement Logic. - This controls the Quantity of the Entry. - e.g. If you want to take 3% risk per trade and stop loss price is 6% below the long entry price, then 50% of your equity will be used for trade. 2. Can choose How much risk you would take per trade. ### Plot 1. Added Labels to check the data of entry / exit positions. 2. Changed and Added color different from the original one. (green: #02732A, red: #D92332, yellow: #F2E313)
Стратегия Pine Script™
от DuDu95
1
HMA w/ SSE-Dynamic EWMA Volatility Bands [Loxx]This indicator is for educational purposes to lay the groundwork for future closed/open source indicators. Some of thee future indicators will employ parameter estimation methods described below, others will require complex solvers such as the Nelder-Mead algorithm on log likelihood estimations to derive optimal parameter values for omega, gamma, alpha, and beta for GARCH(1,1) MLE and other volatility metrics. For our purposes here, we estimate the rolling lambda (λ) value used to calculate EWMA by minimizing of the sum of the squared errors minus the long-run variance--a rolling window of the one year mean of squared log-returns. In practice, practitioners will use a λ equal to a standardized value put out by institutions such as JP Morgan. Even simpler than this, others use a ratio of (per - 1) / (per + 1) to derive λ where per is the lookback period for EWMA. Due to computation limits in Pine, we'll likely not see a true GARCH(1,1) MLE on Pine for quite some time, but future closed source indicators will contain some very interesting industry hacks to get close by employing modifications to EWMA. Enjoy! Exponentially weighted volatility and its relationship to GARCH(1,1) Exponentially weighted volatility--also called exponentially weighted moving average volatility (EWMA)--puts more weight on more recent observations. EWMA is calculated as follows: σ*2 = λσ(n - 1)^2 + (1 − λ)u(n - 1)^2 The estimate, σn, of the volatility for day n (made at the end of day n − 1) is calculated from σn −1 (the estimate that was made at the end of day n − 2 of the volatility for day n − 1) and u^n−1 (the most recent daily percentage change). The EWMA approach has the attractive feature that the data storage requirements are modest. At any given time, we need to remember only the current estimate of the variance rate and the most recent observation on the value of the market variable. When we get a new observation on the value of the market variable, we calculate a new daily percentage change to update our estimate of the variance rate. The old estimate of the variance rate and the old value of the market variable can then be discarded. The EWMA approach is designed to track changes in the volatility. Suppose there is a big move in the market variable on day n − 1 so that u2n−1 is large. This causes our estimate of the current volatility to move upward. The value of λ governs how responsive the estimate of the daily volatility is to the most recent daily percentage change. A low value of λ leads to a great deal of weight being given to the u(n−1)^2 when σn is calculated. In this case, the estimates produced for the volatility on successive days are themselves highly volatile. A high value of λ (i.e., a value close to 1.0) produces estimates of the daily volatility that respond relatively slowly to new information provided by the daily percentage change. The RiskMetrics database, which was originally created by JPMorgan and made publicly available in 1994, used the EWMA model with λ = 0.94 for updating daily volatility estimates. The company found that, across a range of different market variables, this value of λ gives forecasts of the variance rate that come closest to the realized variance rate. In 2006, RiskMetrics switched to using a long memory model. This is a model where the weights assigned to the u(n -i)^2 as i increases decline less fast than in EWMA. GARCH(1,1) Model The EWMA model is a particular case of GARCH(1,1) where γ = 0, α = 1 − λ, and β = λ. The “(1,1)” in GARCH(1,1) indicates that σ^2 is based on the most recent observation of u^2 and the most recent estimate of the variance rate. The more general GARCH(p, q) model calculates σ^2 from the most recent p observations on u2 and the most recent q estimates of the variance rate.7 GARCH(1,1) is by far the most popular of the GARCH models. Setting ω = γVL, the GARCH(1,1) model can also be written: σ(n)^2 = ω + αu(n-1)^2 + βσ(n-1)^2 What this indicator does Calculate log returns log(close/close(1)) Calculates Lambda (λ) dynamically by minimizing the sum of squared errors. I've restricted this to the daily timeframe so as to not bloat the code with additional logic required to derive an annualized EWMA historical volatility metric. After the Lambda is derived, EWMA is calculated one last time and the result is the daily volatility This daily volatility is multiplied by the source and the multiplier +/- the HMA to create the volatility bands Finally, daily volatility is multiplied by the square-root of days per year to derive annualized volatility. Years are trading days for the asset, for most everything but crypto, its 252, for crypto is 365.
Индикатор Pine Script™
от loxx
4
Average Volume ProfileAverage Volume Profile is an abstract based on a user suggestion. The information displayed could be summed up as a volume profile divided by a market profile. This indicator is a profile which displays the average volume of an area (of price). It also calculates and displays the highest average volume point (HAV) and the relating value zones (calculated in the similar fashion to a volume profile). Most of the code is directly from my "Volume/Market Profile" Indicator I am not entirely sure of how to make use of the information displayed in this indicator or how useful it is. However, I have added some things I figured would be useful to comprehend this information, such as: - Read-out for highest average volume - Read-out for current price average volume - Read-out for current candle distributed volume (labeled as: "Vol") - Floating line to visualize the current distributed volume in relation to the rest of the profile. - Color changing labels for when the current distributed volume is higher than the current price avg volume. Enjoy!
Выбор редакции
Индикатор Pine Script™
от SamRecio
26
[DuDu95] SSL 4C MACD Laugerre RSI StrategyHello Guys! Nice to meet you all! Before I start, my nickname has changed to 'DuDu95'!! This is the Strategy introduced by youtube channel. I made this based on the open source indicator by kevinmck100, vkno422, KivancOzbilgic. Thank you All! ### Entry Logic 1. Long Entry Logic - close > SSL Hybrid baseline upper k (keltner channel) - macd signal > 0 and current MACD value > previous MACD value - Laguerre RSI < overbought Line. 2. short Entry Logic - close < SSL Hybrid baseline lower k (keltner channel) - macd signal < 0 and current MACD value < previous MACD value - Laguerre RSI > overbought Line. ### Exit Logic 1. Long Exit Logic - close < SSL Hybrid baseline lower k (keltner channel) - macd signal < 0 2. short Entry Logic - close > SSL Hybrid baseline upper k (keltner channel) - macd signal > 0 ### StopLoss 1. Can Choose Stop Loss Type: Percent, ATR, Previous Low / High. 2. Can Chosse inputs of each Stop Loss Type. ### Take Profit 1. Can set Risk Reward Ratio for Take Profit. - To simplify backtest, I erased all other options except RR Ratio. - You can add Take Profit Logic by adding options in the code. 2. Can set Take Profit Quantity. ### Risk Manangement 1. Can choose whether to use Risk Manangement Logic. - This controls the Quantity of the Entry. - e.g. If you want to take 3% risk per trade and stop loss price is 6% below the long entry price, then 50% of your equity will be used for trade. 2. Can choose How much risk you would take per trade. ### Plot 1. Added Labels to check the data of entry / exit positions. 2. Changed and Added color different from the original one. (green: #02732A, red: #D92332, yellow: #F2E313)
Стратегия Pine Script™
от DuDu95
3
RSI Buy & Sell Trading ScriptThis is my first attempt at a trading script using the RSI indicator for Buy & Sell signals (so please be nice but would appreciate any constructive comments). Starting with $100 initial capital and using 10% per trade You can select which month the backtesting starts There is also a monthly table (sorry can’t remember who I got this from) that shows the total monthly profits, but you’ll need to turn it on by going into settings, Properties and in the Recalculate section tick the “On every tick” box It should do the following: Open Buy order if the RSI > 68 and the current Moving Average is greater than the previous Moving average • TP1 = 50% of Order at 0.4% • TP2 = 50% of order at 0.8% • SL = 2% below entry • Close Buy order if the RSI < 30 Open Sell order if the RSI < 28 and the current Moving Average is less than the previous Moving average • TP1 = 50% of Order at 0.4% • TP2 = 50% of order at 0.8% • SL = 2% above entry • Close Buy order if the RSI < 60 I would like to build on this if you have any ideas/ code that could help like the following: • Move the SL to break even when it hits TP1 • Move the SL to TP1 when TP2 hits • Moving take profit code so I can let the some of the trade stay in play (activate if it hits 1% profit and close trade if price retracts 0.5%)
Стратегия Pine Script™
от CRabbit
1
[fpemehd] Strategy TemplateHello Guys! Nice to meet you all! This is my fourth script! This is the Strategy Template for traders who wants to make their own strategy. I made this based on the open source strategies by jason5480, kevinmck100, myncrypto. Thank you All! ### StopLoss 1. Can Choose Stop Loss Type: Percent, ATR, Previous Low / High. 2. Can Chosse inputs of each Stop Loss Type. ### Take Profit 1. Can set Risk Reward Ratio for Take Profit. - To simplify backtest, I erased all other options except RR Ratio. - You can add Take Profit Logic by adding options in the code. 2. Can set Take Profit Quantity. ### Risk Manangement 1. Can choose whether to use Risk Manangement Logic. - This controls the Quantity of the Entry. - e.g. If you want to take 3% risk per trade and stop loss price is 6% below the long entry price, then 50% of your equity will be used for trade. 2. Can choose How much risk you would take per trade. ### Plot 1. Added Labels to check the data of entry / exit positions. 2. Changed and Added color different from the original one. (green: #02732A, red: #D92332, yellow: #F2E313)
Стратегия Pine Script™
от DuDu95
1
Volume/Market ProfileVolume/Market Profile is a 2 in 1 Volume Profile and Market Profile Indicator. This indicator is my own calculations for compiling a volume profile and market profile. The profile is progressively calculated live as the chart develops. I have made use of both Boxes AND Lines to allow me to display a finer granularity profile by displaying up to twice the max amount of lines allowed in tradingview. I have spent a lot of time to make sure the values are getting appended exactly as intended so that I can assure this profile is operating as precisely as possible within the limitations of the data available. To make my calculations easier to use in other places, I have made my volume profile a function that can be extracted and used whenever you need values from a volume profile. Feel free to read through the script if you don't understand how this profile is developed. I have made a commentary of my volume profile function to help you understand what exactly happens to compile the profiles. As mentioned before, This indicator doubles as a market profile. To view both at the same time you will need to add the indicator on your chart twice. I have built in comprehensive customizations to allow you to display your profiles however fits your needs. Timeframe: The aggregation period for profiles, to see a 1 week profile, change the timeframe to 1 week. Note: You can add custom timeframes by adding a custom timeframe in your chart timeframe dropdown menu. When you add timeframes in this area, they appear as options within indicators with the timeframe input. Sensitivity: Allows for greater or less granularity changes. The calculation method for granularity automatically changes depending on the range of your chart. Note: Multiply this value by 100 and that will be the max range (in ticks) of your price before the indicator automatically adjusts to make the profile less granular. (ex. If price ranges $1, and 1 tick is $0.01, granularity will be 0.01 with a sensitivity of 1+) Value Area %: % of total volume to display as the value zone. (_% of total profile values are contained within the value zone) Calculate as Market Profile: Uses a 1 Instead of the candle volume, to display a Market Profile. (If selected POC -> TPOC) Display Size: Sets the # of bars from the profile axis to the profile's max value. If set negative, profile will be displayed left of axis, if positive, profile will be displayed to the right of the axis. Display Offset: Sets the # of bars in front(or behind) the current chart bar to set the axis of the profile. If negative, the axis will be to the left of the current chart bar, if positive the axis will be right of the current chart bar. Display Historical POC/VAH/VAL: Choose to display historical poc,vah,val lines. Colors: I'm not explaining colors. Enjoy!
Индикатор Pine Script™
от SamRecio
75
Sector RotationThis script is attempt to create and observe the real-time and historical performance of the all major sectors of Indian Market in one screen. for Data Presentation I used Short sector names so that I can manage to get space and efficient presentable data. Short Names and Actual Sector Names BNF : CNX-BANKNIFTY IT : CNX-IT PRMA : CNX - PHARMA FMCG : CNX-FMCG AUTO : CNX-AUTO MTAL : CNX-METAL MDIA : CNX-MEDIA RLTY : CNX-REALTY IFRA : CNX-INFRA ENGY : CNX-ENERGY PSU-B : CNX-PSU-BANK PVT-B : NIFTY-PVT-BANK F-SRV : CNX-FINANCE CONSM : CNX-CONSUMPTION C-DUBL : NIFTY_CONSR_DURBL You can use this script in 30-min, Daily, Weekly and Monthly Time Frames. The green Square denotes the current Symbol Performance. The Blue Border boxes are created when one sector intersects other sector. In this Update following features are added Now users have control over sectors, what are all the sectors you wanted to plot you can select from the input menu. Currently user can highlight any one sector in different border color so that user can easily spot and track particular sector. This thicker blue line denotes lowest and highest point of the current timeframe.
Выбор редакции
Индикатор Pine Script™
от Vignesh_vish
32
[FriZz]Watermark -- Watermark by FriZz | FrizLabz -- Lets you Customize a watermark how ever you would like There are 4 Textboxes in the settings window 2 for your inputs There's 1 with instructions/examples and 1 with Special Characters (there are tons more online) -- The options you can type into Textbox 1 and 2 -- - Volume - Open - Close - High - Low - Ticker [ Chart ticker ] - Ticker2 [ Optional 2nd ticker that can be set in the settings will also display close ] - TF - Day - Date - Time - Session - SessionTime -- Important -- These options need to be spelled and Case matched correctly or it will simply just display the word You can add anything around a word or between two words you would like If you want a new line simply press [ ENTER/RETURN ] and continue -- Tooltip -- Tooltip appears when you mouse over the watermark There are options to change the session times if you need too The Sessions will be listed on the tooltip with Session times I think that pretty much covers most of it if you have any questions or suggestions on this or anything else I've made or if I missed a bug.. feel free to comment or DM me Enjoy! - FriZz
Индикатор Pine Script™
от FFriZz
[fpemehd] SSL Baseline StrategyHello Guys! Nice to meet you all! This is my third script! This Logic is trend following logic, This detects long & short trends based on SSL Hybrid Baseline. This fits to the longer time frame like 4hr and 1d. ### Long Condition 1. close > SSL Hybrid baseline upper k - Baseline is the ma of close price. (You can choose ma type and length) - Upper k is the upper Keltner Channel. ### Short Condition 1. close < SSL Hybrid baseline lower k - Baseline is the ma of close price. (You can choose ma type and length) - Lower k is the lower Keltner Channel. ### Etc 1. Added Stoploss based on highest high or lowest low with lookback. 2. Strategy Template is based on @kevinmck100 template. Thank you!
Стратегия Pine Script™
от DuDu95
4
Supertrend, MA 44|6, EMA FIBS 13|21|34I have this indicator based on my strategy. This indicator is based on existing functions available in the system. I haven't added anything new. This indicator uses Supertrend, MA44|6, EMA fibs 13|21|34 combining to find a profitable trade. - Supertrend : Indicator uses supertrend strategy with default ATR period of 10 and Factor value 3. These values can be customized based on your preferences. Uptrend is denoted by green color and downtrend by red color. You can change the colors based on your preferences. - MA 44|6: Indicator plots moving averages of 44 and 6. These values can be customized based on your preferences. Although it is highly recommended to keep 44 as is. Value 6 can be adjusted based on your preference. Default color for uptrend is green and for downtrend is red. You can change the colors based on your preferences. - FIBS EMA 13|21|34: Indicator plots EMA of fibbonacci numbers 13, 21,34 to identify consolidation and breakout. The periods can be adjusted but it is highly recommended not to do so. Default colors for 13,21 and 34 is Aqua, Blue and Navy respectively. You can change the colors based on your preferences. When to take trade? To take a trade all conditions needs to be fulfilled. Supertrend : Always take a trade in the direction of Supertrend. It is always advisable to take trade if the trend is changing or price is taking support of resistance. MA 44|6: Moving average 44 indicates average price of 44 last candles and 6 for last 6 candles. Price crossing MA 44 indicates change in trend. It is advisable to take trade at crossing the line above or below. If many candles closing near MA 44 then it indicates consolidation. The more far the candle closes from MA44 the better. MA 6 is used to identify when to enter or exit the trade. If candle closes away from MA 6 then you can wait for candle to start near the MA 6 line. If candle closes above/below MA 6 you can exit your trade. Fibonacci 13|21|34: When all lines are closed it indicates consolidation. When price breakouts to either direction you can take a trade in that direction with following conditions. Bullish Trade: When to enter? If candle closed above MA 44, Supertrend is uptrend and EMA Fibs are moving away and are above MA 44. The price is near to MA 6 line then you can enter into bullish trade. If price is away from MA 6 then you should wait until the price/line comes near to avoid loss. When to exit? Price moving in opposite direction: You should set a stop loss when you enter the trade. The stop loss can be set below the low of the previous candle or any other strategy you have. But it is really important to set the stop loss. If price moves in opposite direction then your stop loss will hit and you will be out of the trade. Price moving in same direction: Once you enter the trade you can exit based on two conditions whichever suits you. 1. Exit the trade if candle closes below MA6. The drawback is you may exit too early. You can also adjust the period based on your preferences. 2. Exit the trade if candle closed below low of previous candle. The drawback is you may book less profit but you can capture the movement very well. Bearish Trade: When to enter? If candle closed below MA 44, Supertrend is downtrend and EMA Fibs are moving away and are below MA 44. The price is near to MA 6 line then you can enter into bearish trade. If price is away from MA 6 then you should wait until the price/line comes near to avoid loss. When to exit? Price moving in opposite direction: You should set a stop loss when you enter the trade. The stop loss can be set below the low of the previous candle or any other strategy you have. But it is really important to set the stop loss. If price moves in opposite direction then your stop loss will hit and you will be out of the trade. Price moving in same direction: Once you enter the trade you can exit based on two conditions whichever suits you. 1. Exit the trade if candle closes below MA6. The drawback is you may exit too early. You can also adjust the period based on your preferences. 2. Exit the trade if candle closed below low of previous candle. The drawback is you may book less profit but you can capture the movement very well. When not to take trade? 1. If MA 44 is completely horizontal and EMA Fibs are very close to each other. This indicates that the market is consolidated and if you enter the trade you may hit stop loss very often. Note: Please note that I am not expert and I don't take any responsibility of your profits or losses. I have created this indicator based on my knowledge and it is for study purpose. Use of this indicator is totally your responsibility. Use all your knowledge and expertise and don't totally depend on the indicator. Don't forget to use stop loss and do money management. Happy Trading!
Индикатор Pine Script™
от SandeepPatil96
Invest-Long : Script for quick checks before investingA simple script to verify RSI, SMAs, VWMA, and Pivots on Daily, Weekly, and Monthly time frames. In case if you are not interested in SMA's or want to add different cheks -- simply copy the script to local and edit. Happy investing. Add the script to any chart and table values remain the same irrespective of current chart resolution, as it checks on Daily, Weekly, and Monthly time frames. The table has multiple columns. 1st column checks on RSI value on all 3 timeframes. Ideally, look for all green and D>W>M 2nd Column: Check current Close is above 20 SMA and 50 SMA on Daily / Weekly / Monthly time frames 3rd Column: Check SMA 13> SMA 34, SMA 34 > SMA 55 and SMA 20 > SMA 50 on Daily / Weekly time frames 4th Column: Check Current close is above Weekly Pivot and Monthly Pivot. And also verify Close is above 4 Week High. 5th Column: Verify Close is above Daily VWMA. Also Daily VWMA is > Weekly VWMA and Weekly > Monthly. // Similarly you can add more checks based on different time frames Feel free to trouble me incase if need help.
Индикатор Pine Script™
от rvc8280
Crypto Map Dashboard v1.0🔰Overview Charts are an essential part of working with data, as they are a way to condense large amounts of data into an easy to understand format. Visualizations of data can bring out insights to someone looking at the data for the first time, as well as convey findings to others who won’t see the raw data. There are countless chart types out there, each with different use cases. Often, the most difficult part of creating a data visualization is figuring out which chart type is best for the task at hand. What are the types of metrics, features, or other variables that you plan on plotting? Although it depended on some multiple factors! But my choices of the chart type for this Crypto datas was Pie chart or Donut char for crypto dominances ,and Colum (Bar) chart for Total MarketCaps . The audiences that I plan on presenting this for them could be all tradingviewrs , especially crypto lovers ,or those who just aim to have an initial exploration for themselves ,like me! so this indicator mostly could be an educational indicator script for pine coders ! We can use the " Crypto Map Dashboard " indicator to Get an quick overview of the crypto market and monitor where the smart money Flow changing by comparing the dominances and totals Caps . In general, it consists of 4 parts: ✅1 =>> Table1 : If you like to see and compare and monitor the changes of dominances of (Bitcoin, Ethereum, Usdt , Usdc , etc.) and their market cap in different times you can see the table on The upper-right corner. ✅2 =>> Table2: Also, in the table lower-right corner, you can see the changes of the totals(Total, Total2 , Total3 and TotalDefi) in the same time periods. ✅3 =>> pie chart or donut chart: By viewing this , you understand better about Table1 Datas, that it depicts exactly how Dominance is distributed and specialized. ✅4 =>> column chart (bar chart) : And in the last you can clearly compare the total marketcaps and see how far they are from their ATHs. You also can even notice the entry and exit of liquidity from the crypto market! I must also mention that I am definitely still a beginner compared to more experienced pine coders, and there may be some bugs in my codes and calculations, but I am an open person and I welcome your comments ,Also Let me know if you have any questions. Lots of Love to all tradingviewers and pineCoder ,Cheers!💚❤️💙
Индикатор Pine Script™
от PRO_SMART_Trader
1
SMA 10/20/50 by Bull Bear Investing BabyThis script basically is a combination of 3 different simple moving averages line to determine the trend of the assets The colour indicating which moving averages are as per following: 1) Green- 10MA 2) Red- 20MA 3) Blue- 50MA When the moving averages are aligned as per following, the trend is indicating towards an uptrend: ---> 10ma > 20ma > 50ma Likewise when the moving averages are aligned as per following, the trend is indicating towards a downtrend: ---> 10ma < 20ma < 50ma
Индикатор Pine Script™
от BullBearInvesting
Dollar Cost Averaging (Portfolio) You can use it in daily, weekly and monthly candles. It can be used on multiple assets(10). All assets must have data and make sure they all use the same currency. See style in settings for plot titles If you are interested in passive investing, I hope it helps. ------------------ Günlük, haftalık, aylık mumlarda kullabilirsiniz. Birden fazla varlıkta kullanılabilir. Çoklu kullanım için hepsinin verisi olmalı ve aynı para birimini kullanmalı. Ayarlardan stilde grafik başlıklarını bulabilirsiniz. Pasif yatırım ile ilgiyseniz umarım yardımcı olur.
Индикатор Pine Script™
от miraalgo
BTMM OFJ FOR BEST RESULTS PLEASE SWITCH TO LINE CHART OR DISABLE THE CHART CANDLES. BELOW IS A LINE WITH OPACITY TURNED DOWN TO 15% ASIA, LONDON, AND NEW YORK SESSIONS CAN BE CUSTOMIZED (1ST 3 HRS DEFAULT) VOLUME CANDLES CAN BE APPLIED WITH SUPPLY AND DEMAND OR MARKET MAKER METHOD. IN A STRONG TREND YOU WANT TO SEE REPEATED HIGH VOLUME CLUSTERS IN THE DIRECTION OFTHE TREND AND FADING LOW VOLUME ON THE RETRACE BASICK KEY LEVELS WEEKLY INITIAL BALANCE (MONDAY+TUESDAY HIGHEST HIGH AND LOWEST LOW) YESTERDAY AND LASY WKHI/LO QUICK APPLICATON
Индикатор Pine Script™
от MatrixEdge
2