Script for automatic trading (Backtest). This is the second part of the previous RePanoCHa script but with Take Profit. It Use 6 indicators + volume: -JURIK MOVING AVERAGE -RANGE FILTER (from Donovan Wall) -ADX (ORIGINAL VERSION) -PARABOLIC SAR -RSI + VOLUME WEIGHTED -MACD -VOLUME To close the position you can choose between Take Profit only, Trailing Stop only...
RSI, Stoch/RSI, Volume, divergence Detector confluence between the 3 conditions . What is confluence Divergence : The word divergence itself means to separate and that is exactly what we are looking for today. Typically RSI and Stoch /RSI and Volume will follow price as the BTCUSD declines so will the indicator. Divergence occurs when price splits from the...
This script uniquely and creatively get daily data on HSI futures from third party sources, so that it display the regular hours trading of HSI data and ignore after hours trading ( AHT ) data, which HSIC1! currently does not allow excluding AHT data. This script shows candle.
This script uniquely and creatively get daily data on HSI futures from third party sources, so that it display the regular hours trading of HSI data and ignore after hours trading (AHT) data, which HSIC1! currently does not allow excluding AHT data. This script shows volume.
This is a "study" version of BitMEX pump catcher which provides alerts for trading. See BitMEX pump catcher "strategy" for better documentation.
What is going on here? This strategy is pretty simple. We start by measuring a very long chunk of volume history on BitMEX:XBTUSD 1 hour chart to find out if the current volume is high or low. At 1.0 the indicator is showing we are at 100% of normal historical volume. The blue line is a measure of recent volume! This indicator gets interested when the volume drops...
Sessions including New York opening at 1:00PM (GMT) and London opening at 08:00AM (GMT) it also includes pre london session (7AM TO 9AM (GMT) and pre new york session 12 TO 2PM (GMT) adjusted Other session indicator to my own script!
Green, red and blue lines can be over or under the baseline indicates oversold or overbought periods, green or red mountains are meant to explain price and volume momentum direction & strength. Dots are for market heat green is for less activity than normal blue for low activity, orange for a medium activity and red for high activity. GhostVision III — Will...
Orginal VWAP script is from neolao, so big thanks to him. Took the VWAP, added the Bollinger and Keltner channel squeeze. Also there is a criteria of Bands width. Great tool to predict fast large moves within short periods of time. Tried to keep the charts as clean as possible and easy to read. If there are any questions Ill be happy to help or answer them.
When price goes up on negative volume, then market is telling there is doubts in investors mind. The SPX upside recent month was a on. Lower volume so, the rally in my view will not last. Read my articles on current market. This very simple scripts shows if price drop or gain was on a upside volume or down side. It is a visual track on the candle reflecting the...
Continue to experiement with VWAP and EVWMA. It seems that just simple crosses between VWAP and EVWMA can be pretty good signals. VWAP is a bit choppy so you can use VWAP smoothing input to smoth it a bit. Here are few other strategies based on EVWMA: EVWMA VWAP MACD Strategy QuantNomad - EVWMA MACD Strategy
Study version of EVWMA VWAP MACD Strategy I pulished recently:
This script uses the idea behind Bollinger Bands and Market Facilitation Index. This is not a trend direction indicator. Use this for confirmation only. Green Bars : High Volume and High Volatility Yellow Bars : Low Volume and Low Volatility Blue Bars : Low Volume but High Volatility Pink Bars : High Volume but Low Volatility
This indicator is a combination of Pivot points with CPR, Moving Average and VWAP.
In volatile markets, normal indicator suffer from volume spikes that make the rest of plot seem non-existent. Using logarithmic exponent, this indicator normalizes the volume, so this makes it easier to read. The obvious drawback is that it does not display the actual volume amount, only a relative value.
Based on comment of @coondawg71 I tried to compare VWAP and EVWMA. Both are sort of moving averages so I decided to create a MACD based on these 2 indicators. In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal". Strategy seems to work pretty good at 2h-8h timeframes for crypto. What do you thing about it?