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Экспоненциальное скользящее среднее (EMA)

Nico's SPX Dynamic ChannelsTest of dynamic channels and some statistics made by hand. This indicator was done specifically for the S&P500 index. As you can see, below the 125 EMA there's a lot more volatility than in the upside. I've made some kind of a dynamic linear regression of the lows and the highs. I've chosen the MA that best fits the SPX, and then calculated in Excel the percental mean and SDs of most important peaks and valleys that I've chosen in comparison to the 125 MA. This lead to the green, orange and red zones. BUT, I've calculated the peaks and valleys separately, as I assumed that a bear market and crashes have way more volatility than bull markets. That's why the difference between the upper and the lower channels. The neutral blue zone is composed by an upper EMA of the highs and lower EMA of the lows. No MA in this script uses the close price as a source. This MA makes sense because it represents a semester of trading, for this particular asset. Backtest results It's also interesting to try it here too, as it has a little bit more of data: SPCFD:SPX As it's not a trading system, I have no batting average nor ratios for this. Still, the measures of the peaks and valleys are very accurate and repeat themselves over and over again. The results were: 3rd resistance: 12.88% 2nd resistance: 10.12% 1st resistance: 7.36% 1st support: -6.42% 2nd support: -14.8% 3rd support: -23.18% All referred to the mean, which is the 125 EMA zone. After the 1950's works like magic, but not before. You will see that it doesn't work in the great depression and it's crash. How to use this indicator Green = First grade support/resistance . Orange = Second grade support/resistance . Caution. Red = Third grade support/resistance . High chances of mean reversal. Blue zone = This is the neutral zone, where the prices are not cheap nor expensive. Often in a trending market, the price will have the blue zone as it's main support and when trending the price will stick to the green MA. When the price touches the orange MA, the most probable is that it will return to the green MA. If the price touches the red zone, there's a high chance that this is a big turning point and it will reverse to the mean (green or blue zone). Imagine you've bought each time the price touched the red support, check that and you'll start liking this indicator. I think it is a great entry point for investors. The red resistance is good too, but of course it works for a short period of time. I've backtested this indicator since the beginning of the dataset and it works like magic, but ONLY for the SPX index (spot price). Leave a comment or some coins if you like it!!! (I've posted it before like an analysis, not as a script, my bad)
Индикатор Pine Script™
от NicolasRZ
6
Multiple Moving Averages for Heikin Ashi I want to give credits to @QuantNomad, i got the heikin ashi part of the script from this open script /0iKy7lyG-QuantNomad-Heikin-Ashi-PSAR-Strategy/; and to the other guy that provided a 17 type of moving average script open source but i forgot his name, if someone remember please tell me. My idea was to see how the different types of moving averages behaves in a Heinkin Ashi chart, you can change to more than 15 types of Moving Average and use it the way you want it. For the source of the moving averages i used a simple moving average of 1 period using the high of the heikin ashi candle, low of it and divided by 2 as the source of the different types of moving averages. Different types of Moving Averages Moving Average Types SMA ---> Simple WMA ---> Weighted VWMA ---> Volume Weighted EMA ---> Exponential DEMA ---> Double EMA ALMA ---> Arnaud Legoux HMA ---> Hull MA SMMA ---> Smoothed LSMA ---> Least Squares KAMA ---> Kaufman Adaptive TEMA ---> Triple EMA ZLEMA ---> Zero Lag FRAMA ---> Fractal Adaptive VIDYA ---> Variable Index Dynamic Average JMA ---> Jurik Moving Average T3 ---> Tillson TRIMA ---> Triangular The type of moving average you select will appear in a separated chart with Heikin Ashi candles, like in the image above.
Индикатор Pine Script™
от TL_ID
2
EMA Cross and MACD Signal CombinedThe rule is simple. When MACD crosses up, it is supposed to give a buy signal. However, before entering into a Long position, there is a need for a confirmation. This confirmation can be from a down trendline breakout or from another indicator. In this case, I've chosen the Exponential Moving Average Cross to be as the confirmation. The Buy Signal will appear when there it fulfills the following conditions:- i. The MACD line is above the Signal Line ii. The fast EMA crosses the Slow EMA The Sell signal will appears when the opposite of the above condition is met. This indicator is meant for the Swing Trader whom would like to hold a position for a long time.
Индикатор Pine Script™
от MIYsaham
4
ATI Action PointATI Action Point V. 1.0 Last update 5/2/21 Easy Signal by Coloring Green Buy and Red Sell. EMA cross technique. It have 3 level of graph color, use to decide trend to buy or sell by your confidence. I design for Thai Stock, SET50 Future timeframe 30 minute. And you could try to Stock, Forex, Gold, Crypto etc. But you have to select you're the best timeframe. If it have too much Buy and Sell Signal, you may confuse. Then you could choose another timeframe. Trick is, 1. Do not select small timeframe if you don't have time to monitor. 2. Do not change timeframe too much times, It may cause you confuse, loose the trend and ruin your invest. Have a good times to make money. sincery by PormorThai
Индикатор Pine Script™
от PormorThai
MA, MATR, ChEx | All in One - 4CR CUPIn trade position setup, we always need to determine the market structure and manage the position sizing in a short period of decision time. Indicators such as moving average, initial stop loss and trailing stop loss are always helpful. This indicator put all these handy tools into a single toolkit, which includes the following price action and risk management indicators: MA - Moving Average MATR - Moving Average less Average True Range ChEx - Chandelier Exit This script further enhances the setting so that you can easily customize the indicators. For both the Moving Averages and the Moving Average less Average True Range , you can pick a type of moving average which suits your analysis style from a list of commonly used moving average formulations: namely, EMA , HMA , RMA, SMA and WMA , where EMA is selected as default. The Moving Average less Average True Range , MATR, is usually applied as a reference to set the initial stop loss whenever opening a new position. The abbreviation, MATR, is picked, so that this can serve as a handy reminder of a very good trading framework as elaborates as below: M – Market Structure A – Area of Value T – Trigger R – Risk Management (aka. Exit Strategy)
Индикатор Pine Script™
от earnSmartAlgorithm
2