MA Filter is a volatility indicator inspired by the Braid Filter and WAE indicators. Calculation: Is absolute value of > m*ATR(n2) ? where... n - sma length m - atr multiplier n2 - atr length If yes, high volatility, histogram is orange, trading is allowed. If no, low volatility, histogram is grey, trading is not allowed. Enjoy ;)
Introduction Moving averages are an integral part of the TA world. There are different types of moving averages and each person uses them depending on their strategy and market conditions. Meanwhile, the main variable in calculating the averages is their LENGTH. This value is optional, but not every value is applicable. After much experience in the world of...
STRATEGY version of SuperTrend Indicator: SuperTrend is one of the most common ATR based trailing stop indicators. In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA . The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two...
This screens for Supertrend reversal's in 10 different securities. The main logic for the screener is taken from "Simple Custom Screener in Pinescript" by QuantNomad with his permission. If the label color is not visible due to the text in it being white colored, then choose a different color from settings. Also added a simple supertrend to it. Terminology...
This is a strategy build inside tradingview, which I found it works great with swing/position trading. It works based on parabolic sar indicator, when indicator is below the candle, is an uptrend and when its its above is a downtrend. At the same time it's very nice, because it has a sort of stop loss which is dynamic, because it triggers when candle crosses...
Keltner-Bollinger-Combo Squeeze As you likely know, the bollinger squeeze comes from the bband indicator, a classic indicator in all forms of technical analysis, effectively measuring volatility of a given assets price movement. There are different forms of the squeeze here on tradingview, and I've combined the Bollinger band indicator in my own strategy, to...
This merges Volatility Stop & its MTF version both published by u/TradingView . Background is colored green or red when both the current timeframe Vstop and higher timeframe Vstop point in same direction. Aim is to take the standard Vstop script which differentiates market from only uptrend/downtrend to uptrend/downtrend/sideways. There is a tradeoff with this,...
We know the volatility has some autocorrelation with yesterday's value. So we could to guess the daily volatility for the next trading day.
This is the part 3 of Rain On Me PRO. It follow my two other indicators "Rain On Me" and "Rain On Me V2". This version is called "PRO" because it is less "user-friendly" than the two previous versions. But it is more faster, and cleaner than ever! This indicator is separated into 3 parts. You can find all parts into my profile in the « Scripts » section. Once the...
This is the part 1 of Rain On Me PRO. It follow my two other indicators "Rain On Me" and "Rain On Me V2". This version is called "PRO" because it is less "user-friendly" than the two previous versions. But it is more faster, and cleaner than ever! This indicator is separated into 3 parts. You can find all parts into my profile in the « Scripts » section. Once the...
Simple Keltner Indicator with a custom alert. The alert should ring when any Band has the price crossing.
Hello everyone, This is the first script I publish, also my English is not the best my apologies. This simple study script is an attempt to estimate the slippage during a trade. By no means it is a precise calculation, it is just an approach that can be improved. You are welcome to take this simple script and use it and change it at your convenience just ask...
Hello Traders, This is " Smoothed Candles " script to get rid of noises and to get a smoothed chart to figure out breakouts and price movements easily. There are three scaling methods: User Defined, Dynamic (ATR) and Percentage Optionally you can add 2 Simple Moving Averages and 2 Exponential Moving Averages Optionally you can hide the Wicks, example: You...
Displays narrow range candles.Can adjust the input value to any period to look back.Ideal to use in daily and weekly time frame. Look out for clusters of NR candles depicting volatility contraction, and subsequent volatility expansion can be look forward to. The code is written by Rounak ST of Trade with trend.
This is a modification to the Built-In Average True Range Indicator that uses the last close to calculate the range as a percentage.
Fama-French 3 Factor Model Extension of the Capital Asset Pricing Model (CAPM) CAPM Ra = Rfr + where, Ra = Return of the Asset Rfr = Risk-Free Rate βa = Beta Coefficient of the Asset Rm - Rfr = Market Risk Premium Fama-French 3 Factor r = rf + β1*(rm - rf) + β2(smh) +β3(hml) r = Expected rate of return rf = Risk-free rate ß = Factor’s coefficient...
These variables can be used in comparison with the implied volatility of options. Variables: Realized Volatility mathematical notation lowercase 'sigma' Realized Variance mathematical notation lowercase 'sigma' squared Realized Beta mathematical notation lowercase 'beta' Timeframes: Yearly = 250 or 365 Quarterly = 50 or 90 Monthly = 20 or...