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Adaptive

Bar Strength Index (BSI) by CryptorhythmsBar Strength Index (BSI) by Cryptorhythms Intro BSI is an totaly new and original indicator derived from Internal Bar Strength. It can be classified as similar to an RSI, but its method of calculation is very different so it sometimes gives an edge where RSI does not. In the chart I have included RSI (red line) as a comparison for you to contrast BSI with. Description The formula for Internal Bar Strength is: IBS = (close - low) / (high - low) * 100 The original IBS and thus this derivitive (BSI) are meant for higher timeframe analysis. Working best on daily, weekly or monthly charts. I take that original IBS formula and create something smoother and easier to understand - The Bar Strength Index ! Options 💠There is an option for smoothing which I recommend using. 💠Also options to make the scaling adaptive, or to leave it static. 💠A normalization option is available to create a bounded oscillator (easier for alerts/algos). 💠You can choose an MA type and length to create a signal line for it as well. 💠Lastly I also included the ability to setup overbought and oversold zones for better alert creation possibilities (crossovers / crossunders). 👍 We hope you enjoyed this indicator and find it useful! We post free crypto analysis, strategies and indicators regularly. This is our 77th script on Tradingview!
Pine Script® indicator
من ‎theheirophant‎
3
Trend WaveHello Traders! You know, I can sill remember the first time I started tinkering with Pinescript. As I had no prior programming experience, I learned by experimenting with other open-source scripts on TradingViews Marketplace. Tearing apart and combining interesting scripts to see what the output would be. @ChrisMoody was a huge source of inspiration for learning, and I wanted to thank him, as well as @TheLark for the concept behind this script. The Trend Wave is based on @ChrisMoody's PPO-PercentileRank-Mkt-Tops-Bottoms , which also happens to be based on @TheLark's TheLark-Laguerre-PPO/ . Within my experimentation, I found that if I isolate the ppoT & ppoB variables and plot them calculated from extremely small decimals, you can get an extremely fast reacting, mirroring trend detector. Within the script, you have the ability to plot the background colors based on trend to make it easier to see where crossovers occured, as well as a Mirror Input to view the mirrored version of the script. -@DayTradingOil
Pine Script® indicator
من ‎DrCatherineHalsey‎
20
Relativity Autonomous Distribution Blocks The relativity method is a method of trade inspired by the Theory of Relativity of Albert Einstein , which argues that trade is a relative concept and, according to the case it advocates, creates the values ​​to be evaluated relatively by using various engineering methods, and converts these values ​​to factors to ensure the highest efficiency. Many layers are common with Autonomous LSTM. For more information about Autonomous LSTM : But there are additional layers that are much higher than that. These systems use COT (Commitment of Traders) data positively in trade and significantly increase the hit rate compared to conventional methods. And in all traded instruments, it decides the degree of scoring by linking with global markets. The more liquidity of the selected parities, the higher the success rate, the higher liquidity in the markets. ***STRUCTURE Feature Layer 1 : Formulation : Common Layer with Autonomous LSTM Feature Layer 2: Forecast Algorithm : Common Layer with Autonomous LSTM Feature Layer 3 : Composite of Two Layers : Adaptive Period (Length) Algorithm : Common Layer with Autonomous LSTM Feature Layer 4 : High - Low Selection Algorithm : Common Layer with Autonomous LSTM Feature Layer 5 : Volume (Ticker ) - Open Interest (Global Market) Power Factor according to Global Markets and Related instrument (Ticker) Feature Layer 6 : Quantum Equations including COT Commercial Positions (Communicate with layer 5) Feature Layer 7 : World's Price/Earnings Ratio (This layer is automatically added to layer 6 as a factor each week.) Feature Layer 8 : Distribution Blocks : The design of script as a histogram, with distributional buying and selling points and positive/negative zone coloring, with alerts. Uses the relativity algorithm. This will contribute not only to leveraged transactions but also to portfolio management and will give a more realistic perspective. Informs the trading points within the regions. In this way, it allows for gradual buying and selling and reduces the risk to a much lower level. These feature allows a difference perspective especially for traders who act with portfolio logic and / or add regular income. The educational idea I shared in order to set an example for this logic: ***SETTINGS Menu 1. * Market Type The menu is divided into 5 different algorithms and covers all instruments around the world. For example: Futures : XAUUSD , GC , XAGUSD , SUGARUSD , SB1! , XAGUSD Stocks : All Stocks and Modified Parities (Example : AAPL/EUR , XAU/XAG , AAPL , MT , BAC) Forex Excluding USD/X : CHFUSD , EURUSD , EURJPY , AUDNZD Forex USD/X : USDJPY , USDTRY , USDMXN Crypto : BTCUSD , ETHUSD , ADAUSD or BTCETH , ETHBTC 2. * Barcolor Barcolor Plotting Rules : On / off section with these rules when barcolor on : Orange : Distributional Sell Signal ( Not Short ) Blue : Distributinaol Buy Signal *** FEATURES Indicator Features : Red Background with Cross : Short Signal Green Background with Cross : Buy Signal Blue Histogram Color : Distributional Buy Signal Orange Histogram Color : Distributional Sell Signal Alerts Long Alert Short Alert Distributional Buy Alert Distributional Sell Alert *** USAGE Since the script uses various Commitment of Traders data, it is designed only for the weekly time frame. ( TF = 1W ) Script does not repaint 1 Week and above time frames . (Source = close ) NOTE : The script design was inspired by one of RafaelZioni's script : Best regards.
Pine Script® indicator
من ‎Noldo‎
5
Autonomous LSTM Stop-LossStructure Autonomous LSTM Stop-Loss is a stop-loss technique that uses the Autonomous LSTM algorithm. For detailed info about Autonomous LSTM : *** Features This structure is different from standard stop-losses. The base frame is based on "Market Adaptive Stop-Loss" script. For detailed information about Market Adaptive Stop-Loss: This script uses the Autonomous LSTM as cross method. Tradeable / Non Tradeable Region Detector : This script separates tradeable and non-tradeable regions with a coloring method. Plotting Rules : * Maroon : Uncorfirmed Short Positions * Teal : Unconfirmed Long Positions * Green : Confirmed Long Positions * Red : Confirmed Short Positions This script can be used in all time frames. Does not repaint. ( Source = close ) *** Settings : The only option here is the ATR multiplier. The default use value of this ATR multiplier, which is of the standard of stop-loss, is 2.You can set it from the menu. No alert is set. Because the positive and negative regions are the same as Autonomous LSTM. Since the traders can trade according to the support and resistance outside the definite regions, the unnecessary signal was confused and the alerts were removed. *** Usage The Stop-Loss indicator can slide on the chart. So you have to make sure you put it in place. Since this is a region scan from the OHLC levels, indicator contains small blue dots to the ohlc levels and made it serve as a guide. However, since we cannot know the OHLC values ​​precisely, it is best to use them as follows: Because it is often forgotten to put it in place: (OHLC : Average of Open, High, Low, and Closing prices for each period) Using this script in a new pane below will radically solve slip problems. Stop-Loss values do not slip definitely.The values ​​are selected from the alignment. NOTE : Some structures (Market Adaptive Stop-Loss) and design in this script are inspired by everget's Chandelier Exit script : Best regards.
Pine Script® indicator
من ‎Noldo‎
42
Market Adaptive Stop-LossI realized that the zone changes in the stoploss remained slow, so I couldn't make enough use of the characteristics of technical indicators when opening positions. This pushed me to keep stop-loss under the influence of a dependent variable. This script helped me a lot (everget) : I've redesigned the stop-loss to be affected by intersections. Therefore, this script is also suitable for adaptive moving averages, fractional periods. Script features: 1.You can select calculation methods created by using various technical analysis methods from the scripts' settings: -Moving Average Convergence Divergence ( Macd ) -Stochastic Oscillator ( Stoch ) -Stochastic Relative Strength Index (StochRSI) -Stochastic Money Flow Index (StochMFI ) (More info : ) -Know Sure Thing ( KST ) -OBV ( On Balance Volume ) -SMA ( Simple Moving Average ) -EMA ( Exponential Moving Average ) -FISHERTRANSFORM ( Fisher Transform ) -AWESOMEOSCILLATOR( Awesome Oscillator ) -PSAR ( Parabolic Stop and Reverse - Parabolic SAR ) -HULLMA( Hull Moving Average ) -VWMA ( Volume Weighted Moving Average ) -RMA (Moving Average using in Relative Strength Index calculations.) -COG (Center of Gravity ) -ACC-DIST ( Accumulation / Distribution Index ) 2 - The region is determined according to the above calculation methods and if it is larger or smaller than the previous stop loss level. And if the price in the negative zone is lower than the stoploss, it is the exact signal and is shown with more highlighted colors. And, in the positive zone, where the price is greater than the stoploss, the trade zones are certain. Shown with more highlighted colors. If the zones are correct but stop-loss is not suitable for opening positions: In other words, if the stop-loss is above/under the highest-lowest levels in the positive zone or if the stop loss is located in the lower zone in the negative zone, these zones are shown to be darker and dimmed so that they do not cause false movements. *** SUMMARY : As a result, you can use this script with support and resistances,and trend lines to get good results. I hope it helps in your analyzes. Best regards.
Pine Script® indicator
من ‎Noldo‎
10
Adaptive Pivot (HLC3)SUMMARY: Standard Pivot (HLC3) with ATR leeway added to make it adaptive to market volatility. DESCRIPTION: Adaptive Pivot is an indicator utilizing the simplicity of HLC3 Pivots as a turning point (and sometimes a trend indicator) while addressing it's fixed and inflexible nature. Because the indicator is just a single line in the chart, the price may go near it but never touch it. Or it can go pass through it and never retest it again. In an attempt to lessen these from occurring, we can combine pivots with average true range (ATR). This is the specific formula I applied in this indicator: >Upper Pivot = HLC3 + ATR >Lower Pivot = HLC3 - ATR This creates a kind of a range or cloud around the Pivot, making it possibly a more accurate indicator for market turning points. ADJUSTABLE PARAMETERS: The usual ATR parameters are included in this indicator: >ATR_Length = input(14, title="ATR Length", minval=1) >ATR_Smoothing = input(title="ATR Smoothing", defval="RMA", options="RMA", "SMA", "EMA", "WMA") Added to the usual ones is this: >ATR_Multiplier = input(1, title="ATR Multiplier", minval=0.1) which modifies the extent of the ATR (similar to Chandelier Exit) as it is added/subtracted from the pivot values. Pivot’s timeframe is also adjustable: >Pivot_Timeframe = input("3M", title='Pivot Resolution') Note: I did not lock the type to input.resolution to allow for more possible timeframes. OTHER PARAMETERS Indicator color will change to green when the open is above the HLC3 Pivot and change to red when the reverse is true.
Pine Script® indicator
من ‎reimadara‎
1
🧬Dynamic RSI Zones v1.0 by Cryptorhythms🧬Dynamic RSI Zones v1.0 by Cryptorhythms Intro There are a few adaptive RSI indicators already out there, and they got me thinking. They didn't really do what I desired, or do it profitably. So I had some hunches on how I could create my own and here it is! Description It is setup for all major timeframes, though for now its best on 30m or higher. Supported timeframes include: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 12h, and daily. I am working on settings for 2 day, 3 day and weekly as well for a future update. This way no more entering settings when changing timeframes, which can mean a lot when seconds matter. You can however disable the automatic settings if you wish to experiment on a different timeframe or coin/market. Instructions Detailed instructions will follow in a separate post for brevity. Future Updates There will be many upcoming updates and improvements. These will include some graphical improvements, better performance on lower timeframes, additional timeframes added for XBTUSD, support for additional coins (ETH, LTC, XRP, etc are all coming). Remember the settings are currently adapted for XBTUSD only! 👍 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. We make timely posts about the market, news, and strategy everyday. Our community isn't open only to subscribers - everyone is welcome to join.
Pine Script® indicator
من ‎theheirophant‎
18
Price-Line Channel - A Friendly Support And Resistance IndicatorIntroduction Lines are the most widely used figures in technical analysis, this is due to the linear trends that some securities posses (daily log SP500 for example), support and resistances are also responsible for the uses of lines, basically linear support and resistances are made with the assumption that the line connecting two local maximas or minimas will help the user detect a new local maxima or minima when the price will cross the line. Technical indicators attempting to output lines have always been a concern in technical analysis, the mostly know certainly being the linear regression, however any linear models would fit in this category. In general those indicators always reevaluate their outputs values (repainting), others non repainting indicators returning lines are sometimes to impractical to set-up. This is what has encouraged me to make a simpler indicator based on the framework used in the recursive bands indicator that i published. The proposed indicator aim to be extremely flexible and easy to use while returning linear support and resistances, an option that allow readjustment is also introduced, thus allowing for a "smarter" indicator. The Indicator The indicator return two extremities, the upper one aim to detect resistance points while the lower one aim to detect support points. The length setting control the steepness of the line, with higher values of length involving a lower slope, this make the indicator less reactive and interact with the price less often. The name "price-line" comes from the fact that the channel is dependent on its own interaction with the price, therefore a breakout methodology can also be used, where price is up-trending when crossing with the upper extremity and down trending when crossing with the lower one. Readjusted Option The line steepness can be readjusted based on the market volatility, it make more sense for the line to be more steep when the market is more volatile, thus making it converge faster toward the price, this of course is done at the cost of some linearity. This is achieved by checking the "readjustment" option. The effects can be shown on BTCUSD, below the indicator without the readjusted option : when the "readjustment" option is checked we have the following results : The volatile down movement on BTCUSd make the upper extremity converge faster toward the price, this option can be great for volatile markets. Conclusion The recursive bands indicator prove to be an excellent framework that allow for the creation of lots of indicators, the proposed indicator is extremely efficient and provide an easy solution for returning linear support and resistances without much drawbacks, the readjusted option allow the indicator to adapt to the market volatility at the cost of linearity. The performance of the indicator is relative to the motion of the price, however the indicator show signs of returning accurate support and resistances points. I hope the indicator find its use in the community. Thanks for reading ! Note Respect the house rules, always request permission before publishing open source code. This is an original work, requesting permission is the least you can do.
Pine Script® indicator
من ‎alexgrover‎
21
Silicone Re-calibrate ATRInspired by @bitmexstorm study Volatility-calibrated ATR This study features two different ATR trail derivative concepts-Default one is called- "Silicone", and the alternative is called- "Mercurial. To decrease confusion during backtesting, trails plots with distinct color palette. Options include the ability to apply a smoothening filter that affects both modes as well as an adaptive/fixed mode for the "Silicone" trail. Parameters for trail dynamics/behavior is unlocked(!Parameters in publish version is far from optimized! Need serious testing! ) Candle Coloring reflects trail direction. Feedback on optimal periods and multipliers is needed and appreciated
Pine Script® indicator
من ‎InSilico‎
33
EQma - Adaptive Smoothing Based On Optimal Markets DetectionIntroduction "You don’t put sunscreen when there is no sun, you don’t use an umbrella when there is no rain, you don’t use a kite when there is no wind, so why would you use a trend following strategy when there is no trend ?" This is how i start my 4th paper "A New Technical Indicator For Optimal Markets Detection" where i present two new technical indicators. We talked about the first one, running equity, which aim to detect the best moment to enter trades, based on this new metric i made an adaptive moving average. You can see the full paper here figshare.com The Indicator The moving average is based on exponential averaging and use a smoothing variable alpha based on the running equity metric, in order to calculate alpha the running equity is divided by the optimal equity which show the best returns possible for the conditions used. Basically the indicator work as follow : When the running equity is close to the optimal equity it means that the price need no/little filtering since it does not contain information that need to be filtered, therefore alpha is high, however when the running equity is far from the optimal equity this mean that the price posses malign information that need to be removed. This is why the indicator will be closer to the price when length is high : See the full paper for an explanation on how this work. I added various options for the indicator, one will reduce the lag by squaring alpha, thus giving for length = 14 : The efficient option will make use of recursion to provide a more efficient indicator : In green the efficient version, note how this option can allow a better fit with the price. Conclusion This is an indicator but at its core its rather a framework, if you have read the paper you'll see that the conditions are just 1 and -1 that changes with time, basically its like making a strategy with : Condition = if buy then 1 else if sell then -1 else Precedent value of condition. So those two indicators allow to give useful and usable information about your strategy. I hope it can be of use for anyone here, if so don't hesitate to send me what you made using the proposed indicator (and with all my indicators in general). If you are writing a paper and you think this indicator could fit in your work then let me know so i can be aware of it :) Thanks for reading ! Acknowledgement My papers are quite ridiculous but they still manage to get some views, some researchers don't even reach those number in so little time which is quite unfortunate but also really motivating for me, so thanks to those who take time to read them and give me some feedback :)
Pine Script® indicator
من ‎alexgrover‎
14
Kaufman Adaptive Least Squares Moving AverageIntroduction It is possible to use a wide variety of filters for the estimation of a least squares moving average, one of the them being the Kaufman adaptive moving average (KAMA) which adapt to the market trend strength, by using KAMA in an lsma we therefore allow for an adaptive low lag filter which might provide a smarter way to remove noise while preserving reactivity. The Indicator The lsma aim to minimize the sum of the squared residuals, paired with KAMA we obtain a great adaptive solution for smoothing while conserving reactivity. Length control the period of the efficiency ratio used in KAMA, higher values of length allow for overall smoother results. The pre-filtering option allow for even smoother results by using KAMA as input instead of the raw price. The proposed indicator without pre-filtering in green, a simple moving average in orange, and a lsma with all of them length = 200. The proposed filter allow for fast and precise crosses with the moving average while eliminating major whipsaws. Same setup with the pre-filtering option, the result are overall smoother. Conclusion The provided code allow for the implementation of any filter instead of KAMA, try using your own filters. Thanks for reading :)
Pine Script® indicator
من ‎alexgrover‎
16
Kaufman Adaptive Correlation OscillatorIntroduction The correlation oscillator is a technical indicator that measure the linear relationship between the market closing price and a simple increasing line, the indicator is in a (-1,1) range and rise when price is up-trending and fall when price is down-trending. Another characteristic of the indicator is its inherent smoothing which provide a noise free (to some extent) oscillator. Such indicator use simple moving averages as well as estimates of the standard deviation for its calculation, but we can easily make it adaptive, this is why i propose this new technical indicator that create an adaptive correlation oscillator based on the Kaufman adaptive moving average. The Indicator The length parameter control the period window of the moving average, larger periods return smoother results while having a low kurtosis, which mean that values will remain around 1 or -1 a longer period of time. Pre-filtering apply a Kaufman adaptive moving average to the input, which allow for a smoother output. No pre-filtering in orange, pre-filtering in yellow, period = 100 for both oscillators. If you are not aware of the Kaufman adaptive moving average, such moving average return more reactive results when price is trending and smoother results when price is ranging, this also apply for the proposed indicator. Conclusion Classical correlation coefficients could use this approach, therefore the linear relationships between any variables could be measured. The fact that the indicator is adaptive add a certain potential, however such combination make the indicator have the drawback of kama + the correlation oscillator, which might appear at certain points. Thanks for reading !
Pine Script® indicator
من ‎alexgrover‎
16
Powered Kaufman Adaptive Moving AverageIntroduction The ability the Kaufman adaptive moving average (KAMA) has to be flat during ranging markets and close to the price during trending markets is what make this moving average one of the most useful in technical analysis. KAMA is calculated by using exponential averaging using the efficiency ratio (ER) as smoothing variable where 1 > ER > 0 . An increasing efficiency ratio indicate a trending market. Based on one of my latest indicator (see Kaufman Adaptive Bands) i propose this modified KAMA that allow to emphasis the abilities of KAMA by powering the efficiency ratio. I also added a new option that allow for even more adaptivity. The Indicator The indicator is a simple KAMA of period length that use a powered ER with exponent factor . When factor = 1 the indicator is a simple KAMA, however when factor > 1 there can be more emphasis on the flattening effect of KAMA. You can also restrain this effect by using 1 > factor > 0 Note that when the exponent is lower than 1 and greater than 0 you are basically applying a nth square root to the value, for example pow(2,0.5) = sqrt(2) because 1/0.5 = 2, in our case : pow(ER,factor > 1) < ER and pow(ER,1 > factor > 0) > ER Self Powered P-KAMA When the self powered option is checked you are basically powering ER with the reciprocal of ER as exponent, however factor does no longer change anything. This can give interesting results since the exponent depend on the market trend strength. In orange the self powered KAMA of period length = 50 and in blue a basic powered KAMA with a factor of 3 and a period of length = 50. Conclusion Applying basic math to indicators is always fun and easy to do, if you have adaptive moving averages using exponential averaging try powering your smoothing variable in order to see interesting results. I hope you like this indicator. Thanks for reading !
Pine Script® indicator
من ‎alexgrover‎
31