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Velocity

StrengthA mathematically elegant, native & modern way how to measure velocity/ strength/ momentum. As you can see it looks like MACD, but !suddenly! has N times shorter code (disregard the functions), and only 1 parameter instead of 3. OMG HOW DID HE DO IT?!? MACD: "Let's take one filter (1 parameter), than another filter (2 parameters), then let's take dem difference, then let's place another filter over the difference (3rd parameter + introduction of a nested calculation), and let's write a whole book about it, make thousands of multi-hours YouTube videos about it, and let's never mention about the amount of uncertainty being introduced by multiple parameters & introduction of the nested calculation." Strength: "let's get real, let's drop a weighted linear regression & usual linear regression over the data of the same length, take dem slopes, then make the difference over these slopes, all good. And then share it with people w/o putting an ® sign". Fyi, regressions were introduced centuries ago, maybe decades idk, the point is long time ago, and computational power enough to calculate what I'm saying is slightly more than required for macd. Rationale. Linearly weighted linear regression has steeper slope (W) than the usual linear regression slope (S) due to the fact that the recent datapoints got more weight. This alone is enough of a metric to measure velocity. But still I've recalled macd and decided to make smth like it cuz I knew it'll might make you happy. I realized that S can be used instead of smoothing the W, thus eliminating the nested calculation and keeping entropy & info loss in place. And see, what we get is natural, simple, makes sense and brings flex. I also wanna remind you that by applying regression we maximize the info gain by using all the data in the window, instead of taking difference between the first and the last datapoints. This script is dedicated to my friend Fabien. Man, you were the light in the darkness in that company. You'll get your alien green Lambo if you'll really want it, no doubts on my side bout that. Good hunting
Индикатор Pine Script™
от gorx1
14
Tape Speed (static)Variation of my prior Tape Speed indicator. This one lets you input the ticks per second value that you want to compare the real-time data to, and lets you skip the waiting time required in the other script to begin producing averages. ex: You want to compare the rate of incoming ticks to the speed of 10 ticks per 10 seconds. The indicator will automatically start the comparison with the live data, and display the speed on the table. It will also display the ratio (2x, 3x, 4x, etc.) of the real-time speed compared to the chosen input value on the speedometer and the horizontal (white, aqua) bars. ___________________________________________ Thanks again to user rumpypumpydumpy for giving me permission to use his semicircle logic from his "Speedometer Toolbox" to display my own data.
Индикатор Pine Script™
от Chonky_
7
Diego Riobo Cabot's Force Indicator Diego Riobo Cabot © riobocabotd Analysing the Market as Physical Forces Credits First: Tradingview Pine Comunity, it's just amazing, honestly. Godmode Indicator's creators. I was inspired by them to create an indicator that takes a lot of variables into account. I also took the idea of the Momentum and LSMA from there Function te get volume from lower tf was taken from a post in stack overflow. So, credits to you, anonymous hero. Let's get to it: so... What is this thing, exactly? I wanted to measure the market's upward and downard force, in order to calculate the resulting force. Just as a curiosity. At the end, I got a pretty decent indicator in my hands and I'd like to share it with you guys. The main goal was to apply basic rules of physics: Velocity, Acceleration, Mass and Force (We could go further if we wanted, such as Impulse, Quantity of Movement, Impact and so on) Everything appart from mass is a vector, meaning it has a direcction and a magnitude. Each of them were decompossed in upwards and downwards direction Nevertheless I pictured this Analysis as a "fight" between two teams the Bulls and the Bears (Buyers and Sellers). So I measured two masses: Bulls (+) and Bears(-) Glossary (internal Clockwork) ° Velocity: Is the ratio between a travelled distance and the time that took to travel it. + Upwards Velocity (v_up): Meausures if current source is higher than the previous and stores this value. Has positive values + Downwards Velocity (v_dn): Meausures if current source is lower than the previous and stores this value. Has negative values + Both vectors are averaged using the rma function (same average type used in the RSI) + The length of this average is called length_v: "Lookback - Velocity" + Resultant Velocity (v_av): The sum of the averaged v_up and v_dn, since they have equally opposite directions, there's no need for a vectorial sum. + Velocity Index (v_in): It's an index between +100% and -100%. Meausures where v_av stands in relation to high (v_up) and low (v_dn). Not used for calculations, but I'll leave it there for further research ° Acceleration: Meausures the rate of change of velocity during time. Since we already have the velocity calculated, it's pretty straight forward + Upwards Vel increase (v_up_up): Stores positive variations of upwards' velocity. + Upwards Vel decrease (v_up_dn): Stores negative variations of upwards' velocity. + Downwards Vel increase (v_dn_up): Stores positive variations of downwards' velocity. + Downwards Vel decrease (v_dn_dn): Stores negative variations of downwards' velocity. + Upwards Accel. (a_up): v_up_up + v_dn_up + Downwards Accel. (a_dn): v_up_dn + v_dn_dn + Resultant Accel. (a_av): a_up + a:dn Not used, is there for further research ° Mass: Measures the volume of operations. How much asset is bougth (Bull) or sold (bears). + Mass is measured from a lower timeframe. It checks if the candles are Bullish or Bearish (Could be done with closing prices, or typical price) + The Lower Timeframe is determined in minutes throught the input variable "Lower Timeframe" + Bull mass (vol_up): Total bullish volume in the lower timeframe, for the current candle period + Bear mass (vol_dn): Total bearish volume in the lower timeframe, for the current candle period + Neutral mass (vol_nt): Total neutral volume in the lower timeframe. (Buy price = Open price) Not used for calculations. Could be used for resistance points? + Resultant mass (vol_av): |vol_up - vol_dn| + Total mass (vol_tt): Sum of all masses (Just the total volume) ° Force: It's nothing else than mass * acceleration + Upwards Force (f_up): vol_up * a_up Bulls mass * Positive Acceleration + Downwards Force (f_dn): vol_dn * a_dn Bears mass * Negative Acceleration. + Resultant Force (f_av): f_up + f_dn Not used, is there for further research ° Force Index + Upwards Channel (fi_up) + Downwards Channel (fi_dn) + Both vectors are averaged using the rma function (same average type used in the RSI) + The length of this average is called length_v: "Lookback - Force" + Raw Index (fi_rw): It's an index between +100% and -100%. Meausures where f_av stands in relation to high (f_up) and low (f_dn). + Index (fi_in): It's the averaged raw index using the rma function and the "Force Index Smoothing" period + Signal (fi_sg): It's the averaged fi_in using the rma function and the "Force Signal Smoothing" period + Momentum (fi_mo): fi_in - f_sg. If the momentum is higher than the current force direction, current force should be outwon by previos market trend. It's Smoothed out using the "Force Momentum Lookback" + Trend (fi_tr): It's a linear regression of fi_in using a very long period (Force Trend Lookback) Okay... sure, but how do I use it? ° It is very similar to how the GodMode 3.2 indicator works actually, so if you're familiar with it, you can start trying this indicator out. I've noticed it can provide a bit more timely signals ° It's also similar to Stochastics or RSI indices... but with three lines. an instantaneous one (Force - Blue), an averaged one (Signal - Orange) and a slow one (Trend - Green) ° Bullish/Bearish momentum: Trendline (green) above 0% means Bullish. Above 12% means a trend wants to form and if it reaches 40% means the strend is super strong (Bitcoin like, strong). The opposite goes for bearish trends (values under 0) ° Line crossings: Instant Force Line (Blue) crosses over the Signal Line (Orange), while the orange is going slightly down or flat under the -12%: Means a long signal. The opposite applies for the Short signals ° Line crossings: Same as above, but when the Signal crosses over the Trend Line (Green) ° Reversals: The background columns are supposed to immitate the "Inertia" of movement. If inertia's bars are higher (when positive) or lower (when negative) than the Force Line (Blue), then it means that the current force the market is making, is probably weaker (at that time) than the inertia the market carries with it. Tips: ° If you wen't long, the orange line is going slightly down, but it's over +12%, it means the bullish trend is still going, although not as strong as before. You could keep your long position. The reverse applies for short.
Индикатор Pine Script™
от riobocabotd
2
(JS) Sustained Velocity Squeeze IndexSo I have revamped my original SVI indicator with the new Squeeze Pro system and have fused them together to form a single and extremely versatile indicator. First, allow me to share the description on the original SVI, as all of this still applies: " The Sustained Velocity Index is an original indicator I've created as a means to accurately measure parabolic moves to the up or down side. Acceleration I have added Acceleration to the equation which you can turn on and off. This is meant to amplify the value when the move is sustained in a given direction. What this does is amplify the reading based on consecutive green or red candles. You can also change the Acceleration sensitivity with 5 being the strongest and 1 being the weakest. Length This is rather obvious - the look back period for the math formula. However - I did include presets that I thought best suited Daily/Weekly/Monthly which you can toggle on and off The rest of the options are purely cosmetic; Backgroud Off - Turn the indicator background colors on and off. Simple Background? - This toggles a simple two shade background on and off. Background Transparency - Allows you to adjust the transparency of the background colors. Plot Background Off? - Allows you to toggle the background inside the plot on and off. Plot Line Color Off? - If you don't like the way the plot line changes colors, this turns it white. Color Scheme - Four schemes to choose from, first three are color based, the last one is a plain version. Plot Width - Adjusts the width of the plot line on the indicator. Plot Line Value? - Toggles a line on the indicator at the current value on and off. " Regarding the Squeeze Pro: " The new Squeeze Pro has three different squeeze types rather than a single signal. White = Warning/Low Squeeze Red = Regular/Mid Squeeze Yellow = Power/High Squeeze " So what does this new indicator do? well - it does everything above, for one. Also, it allows you to use these indicators (Squeeze and SVI) separately in more ways than one, or if you choose so, individually. The default layout is the SVI overlayed on top of the Squeeze Momentum which can be seen in the background allowing you to be aware of both simultaneously, and done in a way that doesn't feel cluttered. So here''s the new features: Squeeze Momentum Off - This is rather obvious, when selected this will only show the SVI, no squeeze overlay. Squeeze Momentum Only - Obvious again, when this is on SVI is removed and only the Squeeze momentum appears on the indicator. Squeeze Momentum Plot Transparency - This toggles the opacity of the Squeeze momentum when it is overlayed with SVI, so you can bring it out/fade it back more depending on your preference. Combined Indicator - This is the really cool feature. I combined the math formulas of both the Squeeze and SVI to create a single momentum indicator, the combo indicator tends to lag the other two a bit, but is better at assessing the longer term trend. There are 5 different color schemes as well, with the fifth being a plain grayscale bg if you aren't into all the extra stuff. Lots of moving parts to this script! I have been using this thing now for about a week or so prior to publishing and I love it so far, hope you all do too - enjoy!
Индикатор Pine Script™
от J-Streak
🔗Blockchain Fundamentals - Bitcoin Velocity by Cryptorhythms🔗Blockchain Fundamentals - Bitcoin Velocity by Cryptorhythms Description The velocity of money is the rate at which money is exchanged in an economy. It is the number of times that money moves from one transaction to another. It also refers to how much a unit of currency is used in a given period of time. Simply put, it's the rate at which people spend currency. The velocity of money is usually measured as a ratio of gross national product (GNP) to a country's total supply of money, in traditional markets. Here is the formula proposed by twitter user PositiveCrypto, implemented for you here on tradingview. How does it relate to Bitcoin? Is bitcoin trending towards savings or payments? This can help you decide. It is similar to Bitcoin Network Momentum, except this takes into account bitcoins increasing supply. Low velocity implies HODLing and Speculation on future value. People looking at bitcoin as a longer term investment. Higher velocity indicates currency changing hands faster. Perhaps as an indication of adoption pushing bitcoin towards a payment/transaction usage. Opinions and Hypothesis In the midst of the last bear market we saw velocity spike, perhaps as people gave up on investments and starting using it for payments. As the 2017 bull run sucked in more buyers at higher and higher retail prices, velocity decreased, perhaps as those people did not want to sell at a loss. As we entered the big dip in Nov 2018 velocity began increasing, as some capitulated and others were drawn into the market by lower prices. Extras I added in additional functionality so you can change the moving average from SMA to a few other choices (more MA's to choose from coming soon in future update). I also added a variable to change the length of said MA to your desired value so you may experiment. You can also chose to display as a line or area plot depending on preference. 👍 Enjoying this indicator or find it useful? Please give me a like and follow! I post crypto analysis, price action strategies and free indicators regularly. 💬 Questions? Comments? Want to get access to an entire suite of proven trading indicators? Come visit us on telegram and chat, or just soak up some knowledge. We make timely posts about the market, news, and strategy everyday. Our community isn't open only to subscribers - everyone is welcome to join. For Trialers & Chat: t.me
Индикатор Pine Script™
от theheirophant
(JS) Sustained Velocity IndexThe Sustained Velocity Index is an original indicator I've created as a means to accurately measure parabolic moves to the up or down side. Acceleration I have added Acceleration to the equation which you can turn on and off. This is meant to amplify the value when the move is sustained in a given direction. What this does is amplify the reading based on consecutive green or red candles. You can also change the Acceleration sensitivity with 5 being the strongest and 1 being the weakest. Length This is rather obvious - the look back period for the math formula. However - I did include presets that I thought best suited Daily/Weekly/Monthly which you can toggle on and off The rest of the options are purely cosmetic; Backgroud Off - Turn the indicator background colors on and off. Simple Background? - This toggles a simple two shade background on and off. Background Transparency - Allows you to adjust the transparency of the background colors. Plot Background Off? - Allows you to toggle the background inside the plot on and off. Plot Line Color Off? - If you don't like the way the plot line changes colors, this turns it white. Color Scheme - Four schemes to choose from, first three are color based, the last one is a plain version. Plot Width - Adjusts the width of the plot line on the indicator. Plot Line Value? - Toggles a line on the indicator at the current value on and off.
Индикатор Pine Script™
от J-Streak
Escape VelocityThis script is meant to calculate the Escape Velocity from the mean. According to Investopedia "Mean reversion is theory used in finance that suggests that asset prices and historical returns eventually return back to the long-run mean or average level of the entire data set." Escape Velocity is the lowest velocity which a body must have in order to escape the gravitational attraction of a particular planet or other object, in this case the mean. It is recommended that you use a moving average with the same length as the ones that you decide to use for this indicator. Escape Velocity= sqrt((2*Gravitational Constant * Mass)/Distance from the mean) The Escape Velocity is in red and the velocity of price is in green. When price velocity (green) is positive and greater and than escape velocity (red) and price is above the mean, this would indicate that price is breaking away from the mean (bullish). When price velocity is negative and less than escape velocity and price is below the mean, this would indicate that price is breaking away from the mean (bearish).
Индикатор Pine Script™
от SegaRKO
1
VelocityI was wondering how Jurik's Velocity works and after some time I created a little bit different Velocity. What is this? Everybody heard about the momentum indicator. The classic momentum shows the difference between the current price and the price N periods ago. How far in the past the comparison is made is up to the trader. When the indicator reaches extremely high (low) values and then turns in the opposite direction it can be considered a sell (buy) signal. Sometimes it is better than waiting for the 0-line crossovers. Another way is to use the indicator to find out divergences with the price. What's wrong with it? The classical momentum indicator produces many misleading values and false signals due to its jagged nature. To remove noise and smooth out its line users apply the different moving averages. No matter how cool is your average - you always add a lag. And the lag will seriously decrease the performance of the momentum indicator. All of this can be avoided using a special smoothing technique. Settings Period (default: 30 ) Price Source (default: hlc3 ) Peaks Highlighting (default: false ) Velocity with peaks highlighting NOTE : This is not Bullish/Bearish Phases . Phases is a pure volume-based indicator and doesn't use the price to measure the dominance. I attached some screenshots to show you how it works with other instruments so, you can compare it with Jurik' Velocity. Good luck!
Индикатор Pine Script™
от everget
4
Arbitrage LevelThe hardest question to answer in trading is "should I be in this trade" With the help of Arbitrage Level, We can answer that question on whatever time frame you would like to trade. How it works: Just like a carpentry level, we want to know when there is more momentum up or down. So using momentum indicator (our red line) we can not only measure how fast it's moving but also in what direction. So if the red line crosses over the dotted green line a new up trend should be beginning. If it crosses under it's time to go to cash. Enjoy!
Индикатор Pine Script™
от aixguru
7