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Stoch RSI & RSI Buy/Sell Signals with MACD Trend FilterThis indicator combines multiple technical analysis tools and conditions to generate precise buy and sell signals. It utilizes the Stochastic RSI and RSI for overbought/oversold signals, a MACD trend filter, and candle color confirmation to avoid false signals. Key conditions include: Buy Signal: Conditions Met on Previous Candle: Stochastic RSI (%K) is below the user-defined oversold level. RSI is either below the neutral level or within the oversold range. MACD line is in a bearish trend, confirmed by three consecutive downward bars. Current Candle Requirement: Closes in green to confirm a buy. Sell Signal: Conditions Met on Previous Candle: Stochastic RSI (%K) is above the user-defined overbought level. RSI is either above the neutral level or within the overbought range. MACD line is in a bullish trend, confirmed by three consecutive upward bars. Current Candle Requirement: Closes in red to confirm a sell. This indicator also includes custom color settings based on RSI levels and can be toggled to display buy/sell signals visually on the chart. ------- DONATIONS: USDT: 0x678d7ca85574f35c4ad7c673c92cd3f4795f98d9 (ERC20)
مؤشرات Pine Script™
من ‎turha71‎
TechniTrend: Volume and Momentum Analysis (Weighted)Description: The TechniTrend: Volume and Momentum Analysis indicator combines volume analysis with multiple momentum indicators to provide a holistic view of market conditions. By integrating Weighted Relative Strength Index (RSI), Rate of Change (ROC), and Stochastic Oscillator (%K and %D), this indicator offers a comprehensive, blended signal that responds to both price momentum and volume trends. Ideal for identifying potential reversal zones, overbought/oversold conditions, and divergence patterns. Features: Volume and Momentum Analysis: The core of this indicator is a "Combined Analysis Line" that integrates various momentum indicators, each weighted according to user-defined preferences. This line allows for dynamic responsiveness based on selected weightings for RSI, ROC, and Stochastic, making it highly customizable. High Volume Area Highlight: Periods of high trading volume (above the threshold defined by Volume Threshold Factor) are highlighted on the chart's background. This feature aids in identifying volume-driven price actions, especially when combined with overbought/oversold signals from the Combined Analysis Line. Divergence Detection System: Regular bullish and bearish divergence patterns are automatically detected and marked on the chart. The indicator uses a pivot-based approach with user-adjustable lookback periods to identify divergence patterns, helping traders spot potential reversal points. Overbought/Oversold Zones: The indicator displays overbought and oversold zones with gradient fills based on user-defined thresholds, enhancing visibility and helping to gauge market momentum. Alert System: Built-in alerts notify the trader when a regular bullish or bearish divergence is detected. This feature is especially useful for monitoring the market passively and receiving timely alerts for potential trend changes. Settings: Volume MA Length: Defines the length of the moving average used to smooth out volume data. Momentum Length: Length for calculating the momentum indicators (e.g., RSI). Volume Threshold Factor: Multiplier for determining high-volume levels, setting the bar for significant volume. Weight Parameters: Assign weight percentages to each momentum indicator for precise calibration of the Combined Analysis Line. Overbought/Oversold Thresholds: Adjusts the levels at which overbought and oversold conditions are displayed, providing custom sensitivity to market extremes. Divergence Settings: Adjustable lookback periods for detecting divergence patterns, along with upper and lower ranges, which fine-tune the search for divergence points. This indicator is highly configurable and offers a nuanced view of market conditions by combining volume and momentum signals. Designed to assist in identifying potential entry and exit points, the TechniTrend: Volume and Momentum Analysis is a powerful tool for both short-term and long-term traders.
مؤشرات Pine Script™
من ‎itsKraken‎
XAUUSD 10-Minute StrategyThis XAUUSD 10-Minute Strategy is designed for trading Gold vs. USD on a 10-minute timeframe. By combining multiple technical indicators (MACD, RSI, Bollinger Bands, and ATR), the strategy effectively captures both trend-following and reversal opportunities, with adaptive risk management for varying market volatility. This approach balances high-probability entries with robust volatility management, making it suitable for traders seeking to optimise entries during significant price movements and reversals. Key Components and Logic: MACD (12, 26, 9): Generates buy signals on MACD Line crossovers above the Signal Line and sell signals on crossovers below the Signal Line, helping to capture momentum shifts. RSI (14): Utilizes oversold (below 35) and overbought (above 65) levels as a secondary filter to validate entries and avoid overextended price zones. Bollinger Bands (20, 2): Uses upper and lower Bollinger Bands to identify potential overbought and oversold conditions, aiming to enter long trades near the lower band and short trades near the upper band. ATR-Based Stop Loss and Take Profit: Stop Loss and Take Profit levels are dynamically set as multiples of ATR (3x for stop loss, 5x for take profit), ensuring flexibility with market volatility to optimise exit points. Entry & Exit Conditions: Buy Entry: T riggered when any of the following conditions are met: MACD Line crosses above the Signal Line RSI is oversold Price drops below the lower Bollinger Band Sell Entry: Triggered when any of the following conditions are met: MACD Line crosses below the Signal Line RSI is overbought Price moves above the upper Bollinger Band Exit Strategy: Trades are closed based on opposing entry signals, with adaptive spread adjustments for realistic exit points. Backtesting Configuration & Results: Backtesting Period: July 21, 2024, to October 30, 2024 Symbol Info: XAUUSD, 10-minute timeframe, OANDA data source Backtesting Capital: Initial capital of $700, with each trade set to 10 contracts (equivalent to approximately 0.1 lots based on the broker’s contract size for gold). Users should confirm their broker's contract size for gold, as this may differ. This script uses 10 contracts for backtesting purposes, aligned with 0.1 lots on brokers offering a 100-contract specification. Key Backtesting Performance Metrics: Net Profit: $4,733.90 USD (676.27% increase) Total Closed Trades: 526 Win Rate: 53.99% Profit Factor: 1.44 (1.96 for Long trades, 1.14 for Short trades) Max Drawdown: $819.75 USD (56.33% of equity) Sharpe Ratio: 1.726 Average Trade: $9.00 USD (0.04% of equity per trade) This backtest reflects realistic conditions, with a spread adjustment of 38 points and no slippage or commission applied. The settings aim to simulate typical retail trading conditions. However, please adjust the initial capital, contract size, and other settings based on your account specifics for best results. Usage: This strategy is tuned specifically for XAUUSD on a 10-minute timeframe, ideal for both trend-following and reversal trades. The ATR-based stop loss and take profit levels adapt dynamically to market volatility, optimising entries and exits in varied conditions. To backtest this script accurately, ensure your broker’s contract specifications for gold align with the parameters used in this strategy.
استراتيجيات Pine Script™
من ‎smuk90‎
Z-Score RSI StrategyOverview The Z-Score RSI Indicator is an experimental take on momentum analysis. By applying the Relative Strength Index (RSI) to a Z-score of price data, it measures how far prices deviate from their mean, scaled by standard deviation. This isn’t your traditional use of RSI, which is typically based on price data alone. Nevertheless, this unconventional approach can yield unique insights into market trends and potential reversals. Theory and Interpretation The RSI calculates the balance between average gains and losses over a set period, outputting values from 0 to 100. Typically, people look at the overbought or oversold levels to identify momentum extremes that might be likely to lead to a reversal. However, I’ve often found that RSI can be effective for trend-following when observing the crossover of its moving average with the midline or the crossover of the RSI with its own moving average. These crossovers can provide useful trend signals in various market conditions. By combining RSI with a Z-score of price, this indicator estimates the relative strength of the price’s distance from its mean. Positive Z-score trends may signal a potential for higher-than-average prices in the near future (scaled by the standard deviation), while negative trends suggest the opposite. Essentially, when the Z-Score RSI indicates a trend, it reflects that the Z-score (the distance between the average and current price) is likely to continue moving in the trend’s direction. Generally, this signals a potential price movement, though it’s important to note that this could also occur if there’s a shift in the mean or standard deviation, rather than a meaningful change in price itself. While the Z-Score RSI could be an insightful addition to a comprehensive trading system, it should be interpreted carefully. Mean shifts may validate the indicator’s predictions without necessarily indicating any notable price change, meaning it’s best used in tandem with other indicators or strategies. Recommendations Before putting this indicator to use, conduct thorough backtesting and avoid overfitting. The added parameters allow fine-tuning to fit various assets, but be careful not to optimize purely for the highest historical returns. Doing so may create an overly tailored strategy that performs well in backtests but fails in live markets. Keep it balanced and look for robust performance across multiple scenarios, as overfitting is likely to lead to disappointing real-world results.
استراتيجيات Pine Script™
من ‎nathanfarmer‎
Hodrick-Prescott Filter Cycle Component (YavuzAkbay)By distinguishing between trend and cyclical components, the HP Filter Cycle Component is an indicator that analyses price movements using a condensed form of the Hodrick-Prescott (HP) filter. In order to smooth out the trend from the price data and display the resulting cycle in a separate window, this script uses an approximate HP filter. Trend Extraction: Using a programmable smoothness parameter (λ), the HP filter eliminates long-term patterns from the price series. Short-term swings are separated from the underlying price trend using this filter. Cycle Component: The price-trend cyclical component shows possible cyclical highs and lows by capturing the price deviation around the smoothed trend line. Important Notes: The choice of lambda is essential. Recommended lambda levels are 100, 1600 and 14,400. This indicator will be much more useful if it is used together with another indicator of mine, HP Filter Cycle Component. Trading is risky, and most traders lose money. The indicators Yavuz Akbay offers are for informational and educational purposes only. All content should be considered hypothetical, selected after the facts to demonstrate my product, and not constructed as financial advice. Decisions to buy, sell, hold, or trade in securities, commodities, and other investments involve risk and are best made based on the advice of qualified financial professionals. Past performance does not guarantee future results. This indicator is experimental and will always remain experimental. The indicator will be updated by Yavuz Akbay according to market conditions.
مؤشرات Pine Script™
من ‎YavuzAkbay‎
Mean Trend OscillatorMean Trend Oscillator The Mean Trend Oscillator offers an original approach to trend analysis by integrating multiple technical indicators, using statistic to get a probable signal, and dynamically adapting to market volatility. This tool aggregates signals from four popular indicators—Relative Strength Index (RSI), Simple Moving Average (SMA), Exponential Moving Average (EMA), and Relative Moving Average (RMA)—and adjusts thresholds using the Average True Range (ATR). By using this, we can use Statistics to aggregate or take the average of each indicators signal. Mathematically, Taking an average of these indicators gives us a better probability on entering a trending state. By consolidating these distinct perspectives, the Mean Trend Oscillator provides a comprehensive view of market direction, helping traders make informed decisions based on a broad, data-driven trend assessment. Traders can use this indicator to enter long spot or leveraged positions. The Mean Trend Oscillator is intended to be use in long term trending markets. Scalping MUST NOT be used with this indicator. (This indicator will give false signals when the Timeframe is too low. The best intended use for high-quality signals are longer timeframes). The current price of a beginning trend series may tell us something about the next move. Thus, the Mean Trend Oscillator allows us to spot a high probability trending market and potentially exploit this information enter long or shorts strategy. (again, this indicator will give false signals when the Timeframe is too low. The best intended use for high-quality signals are longer timeframes). Concept and Calculation and Inputs The Mean Trend Oscillator calculates a “net trend” score as follows: RSI evaluates market momentum, identifying overbought and oversold conditions, essential for confirming trend direction. SMA, EMA, and RMA introduce varied smoothing methods to capture short- to medium-term trends, balancing quick price changes with smoothed averages. ATR-Enhanced Thresholds: ATR is used as a dynamic multiplier, adjusting each indicator’s thresholds to current volatility levels, which helps reduce noise in low-volatility conditions and emphasizes significant signals when volatility spikes. Length could be used to adjust how quickly each indicator can more or how slower each indicator can be. Time Coherency for Inputs: Each indicator must be calculated where each signal is relatively around the same area. For example: Simply: SMA, RMA, EMA, and RSI enters long around each intended trend period. Doesn't have to be perfect, but the indicators all enter long around there. Each indicator contributes a score (+1 for bullish and -1 for bearish), and these scores are averaged to generate the final trend score: A positive score, shown as a green line, suggests bullish conditions. A negative score, indicated by a red line, signifies bearish conditions. Thus, giving us a signal to long or short. How to Use the Mean Trend Oscillator This indicator’s output is straightforward and can fit into various trading strategies: Bullish Signal: A green line shows that the trend is bullish, based on a positive average score across the indicators, signaling a consideration of longing an asset. Bearish Signal: A red line indicates bearish conditions, with an overall negative trend score, signaling a consideration to shorting an asset. By aggregating these indicators, the Mean Trend Oscillator helps traders identify strong trends while filtering out minor fluctuations, making it a versatile tool for both short- and long-term analysis. This multi-layered, adaptive approach to trend detection sets it apart from traditional single-indicator trend tools.
مؤشرات Pine Script™
من ‎mad_tiger_slayer‎
Weekly RSI Buy/Sell SignalsWeekly RSI Buy/Sell Signal Indicator This indicator is designed to help traders identify high-probability buy and sell opportunities on the weekly chart by using the Relative Strength Index (RSI). By utilizing weekly RSI values, this indicator ensures signals align with broader market trends, providing a clearer view of potential price reversals and continuation. How It Works: Weekly RSI Calculation: This script calculates the RSI using a 14-period setting, focusing on the weekly timeframe regardless of the user’s current chart view. The weekly RSI is derived using request.security, allowing for consistent signals even on intraday charts. Signal Conditions: Buy Signal: A buy signal appears when the RSI crosses above the oversold threshold of 30, suggesting that price may be gaining momentum after a potential bottom. Sell Signal: A sell signal triggers when the RSI crosses below the overbought threshold of 70, indicating a possible momentum shift downwards. Visual Cues: Buy/Sell Markers: Clear green "BUY" and red "SELL" markers are displayed on the chart when buy or sell conditions are met, making it easy to identify entry and exit points. RSI Line and Thresholds: The weekly RSI value is plotted in real time with color-coded horizontal lines at 30 (oversold) and 70 (overbought), providing a visual reference for key levels. This indicator is ideal for traders looking for reliable, trend-based signals on higher timeframes and can be a helpful tool for filtering out shorter-term market noise.
مؤشرات Pine Script™
من ‎SLOWWINNER5‎
1
DSL Strategy [DailyPanda] Overview The DSL Strategy by DailyPanda is a trading strategy that synergistically combines the idea from indicators to create a more robust and reliable trading tool. By integrating these indicators, the strategy enhances signal accuracy and provides traders with a comprehensive view of market trends and momentum shifts. This combination allows for better entry and exit points, improved risk management, and adaptability to various market conditions. Combining ideas from indicators adds value by: Enhancing Signal Confirmation : The strategy requires alignment between trend and momentum before generating trade signals, reducing false entries. Improving Accuracy : By integrating price action with momentum analysis, the strategy captures more reliable trading opportunities. Providing Comprehensive Market Insight : The combination offers a better perspective on the market, considering both the direction (trend) and the strength (momentum) of price movements. How the Components Work Together 1. Trend Identification with DSL Indicator Dynamic Signal Lines : Calculates upper and lower DSL lines based on a moving average (SMA) and dynamic thresholds derived from recent highs and lows with a specified offset. These lines adapt to market conditions, providing real-time trend insights. ATR-Based Bands : Adds bands around the DSL lines using the Average True Range (ATR) multiplied by a width factor. These bands account for market volatility and help identify potential stop-loss levels. Trend Confirmation : The relationship between the price, DSL lines, and bands determines the current trend. For example, if the price consistently stays above the upper DSL line, it indicates a bullish trend. 2. Momentum Analysis RSI Calculation : Computes the RSI over a specified period to measure the speed and change of price movements. Zero-Lag EMA (ZLEMA) : Applies a ZLEMA to the RSI to minimize lag and produce a more responsive oscillator. DSL Application on Oscillator : Implements the DSL concept on the oscillator by calculating dynamic upper and lower levels. This helps identify overbought or oversold conditions more accurately. Signal Generation : Detects crossovers between the oscillator and its DSL lines. A crossover above the lower DSL line signals potential bullish momentum, while a crossover below the upper DSL line signals potential bearish momentum. 3. Integrated Signal Filtering Confluence Requirement : A trade signal is generated only when both the DSL indicator and oscillator agree. For instance, a long entry requires both an uptrend confirmation from the DSL indicator and a bullish momentum signal from the oscillator. Risk Management Integration : The strategy uses the DSL indicator's bands for setting stop-loss levels and calculates take-profit levels based on a user-defined risk-reward ratio. This ensures that every trade has a predefined risk management plan. -------------------------------------------------------------------------------------------- Originality and Value Added to the Community Unique Synergy : While both indicators are available individually, this strategy is original in how it combines them to enhance their strengths and mitigate their weaknesses, offering a novel approach not present in existing scripts. Enhanced Reliability : By requiring confirmation from both trend and momentum indicators, the strategy reduces false signals and increases the likelihood of successful trades. Versatility : The customizable parameters allow traders to adapt the strategy to different instruments, timeframes, and trading styles, making it a valuable tool for a wide range of trading scenarios. Educational Contribution : The script demonstrates an effective method of combining indicators for improved trading performance, providing insights that other traders can learn from and apply to their own strategies. -------------------------------------------------------------------------------------------- How to Use the Strategy Adding the Strategy to Your Chart Apply the DSL Strategy to your desired trading instrument and timeframe on TradingView. -------------------------------------------------------------------------------------------- Configuring Parameters DSL Indicator Settings : Length (len) : Adjusts the sensitivity of the DSL lines (default is 34). Offset : Determines the look-back period for threshold calculations (default is 30). Bands Width (width) : Changes the distance of the ATR-based bands from the DSL lines (default is 1). DSL-BELUGA Oscillator Settings : Beluga Length (len_beluga) : Sets the period for the RSI calculation in the oscillator (default is 10). DSL Lines Mode (dsl_mode) : Chooses between "Fast" (more responsive) and "Slow" (smoother) modes for the oscillator's DSL lines. Risk Management : Risk Reward (risk_reward) : Defines your desired risk-reward ratio for calculating take-profit levels (default is 1.5). -------------------------------------------------------------------------------------------- Interpreting Signals Long Entry Conditions : Trend Confirmation : Price is above the upper DSL line and the upper DSL band (dsl_up1 > dsl_dn). Price Behavior : The last three candles have both their opens and closes above the upper DSL line. Momentum Signal : The DSL-BELUGA oscillator crosses above its lower DSL line (up_signal), indicating bullish momentum. Short Entry Conditions : Trend Confirmation : Price is below the lower DSL line and the lower DSL band (dsl_dn < dsl_up1). Price Behavior : The last three candles have both their opens and closes below the lower DSL band. Momentum Signal : The DSL-BELUGA oscillator crosses below its upper DSL line (dn_signal), indicating bearish momentum. Exit Conditions : Stop-Loss : Automatically set at the DSL indicator's band level (upper band for longs, lower band for shorts). Take-Profit : Calculated based on the risk-reward ratio and the initial risk determined by the stop-loss distance. Visual Aids Signal Arrows : Upward green arrows for long entries and downward blue arrows for short entries appear on the chart when conditions are met. Stop-Loss and Take-Profit Lines : Red and green lines display the calculated stop-loss and take-profit levels for active trades. Background Highlighting : The chart background subtly changes color to indicate when a signal has been generated. Backtesting and Optimization Use TradingView's strategy tester to backtest the strategy over historical data. Adjust parameters to optimize performance for different instruments or market conditions. Regularly review backtesting results to ensure the strategy remains effective.
استراتيجيات Pine Script™
من ‎DailyPanda‎
Pullback Scalp Trade V2Pullback Scalp Trading Indicator This indicator combines multiple technical analysis tools to identify potential pullback trading opportunities in trending markets. It uses a dual moving average system along with RSI for confirmation, providing a comprehensive approach to trend-following and momentum trading. Key Features: 1. Trend Identification: - Uses 50 and 200 period moving averages to define the overall trend - Visual trend zone highlighting for clear market direction - Customizable MA periods for different timeframes 2. Signal Generation System: - Combines RSI crossovers with trend direction - Buy signals occur when: * Price is above 200 MA (uptrend) * RSI crosses above its SMA * RSI is below the lower threshold (default 50) - Sell signals occur when: * Price is below 200 MA (downtrend) * RSI crosses below its SMA * RSI is above the upper threshold (default 50) 3. Customizable Parameters: - Short and Long MA periods - MA types (SMA, EMA, VWMA) - RSI length and RSI-SMA length - RSI signal thresholds - Trend MA periods Usage Guidelines: - Best used on higher timeframes (1H and above) for trend trading - Wait for price to respect the trend zone before taking trades - Use additional confirmation from price action or other indicators - Adjust RSI levels based on market volatility Limitations: - Like all indicators, this tool may generate false signals in choppy markets - Should not be used as a sole decision-making tool - Past performance does not guarantee future results ---------- Türkçe Açıklama: Bu indikatör, trendli piyasalarda potansiyel geri çekilme fırsatlarını belirlemek için birden fazla teknik analiz aracını birleştirir. Trend takibi ve momentum ticareti için kapsamlı bir yaklaşım sunan ikili hareketli ortalama sistemi ile RSI'yı bir arada kullanır. Temel Özellikler: 1. Trend Belirleme: - Genel trendi tanımlamak için 50 ve 200 periyotlu hareketli ortalamalar - Görsel trend bölgesi vurgulaması - Farklı zaman dilimleri için özelleştirilebilir MA periyotları 2. Sinyal Üretim Sistemi: - RSI kesişimlerini trend yönü ile birleştirir - Alış sinyalleri şu durumlarda oluşur: * Fiyat 200 MA'nın üzerinde (yükseliş trendi) * RSI, SMA'sını yukarı keser * RSI alt eşiğin altında (varsayılan 50) - Satış sinyalleri şu durumlarda oluşur: * Fiyat 200 MA'nın altında (düşüş trendi) * RSI, SMA'sını aşağı keser * RSI üst eşiğin üzerinde (varsayılan 50) 3. Özelleştirilebilir Parametreler: - Kısa ve Uzun MA periyotları - MA tipleri (SMA, EMA, VWMA) - RSI uzunluğu ve RSI-SMA uzunluğu - RSI sinyal seviyeleri - Trend MA periyotları Kullanım Önerileri: - Trend ticareti için yüksek zaman dilimlerinde (1S ve üzeri) kullanılması önerilir - İşlem almadan önce fiyatın trend bölgesine saygı göstermesini bekleyin - Fiyat hareketi veya diğer indikatörlerden ek teyit alın - RSI seviyelerini piyasa volatilitesine göre ayarlayın Sınırlamalar: - Tüm indikatörler gibi, dalgalı piyasalarda yanlış sinyaller üretebilir - Tek başına karar verme aracı olarak kullanılmamalıdır - Geçmiş performans, gelecekteki sonuçların garantisi değildir
مؤشرات Pine Script™
من ‎Sinyalbak_App‎
3
EMD Oscillator (Zeiierman)█ Overview The Empirical Mode Decomposition (EMD) Oscillator is an advanced indicator designed to analyze market trends and cycles with high precision. It breaks down complex price data into simpler parts called Intrinsic Mode Functions (IMFs), allowing traders to see underlying patterns and trends that aren’t visible with traditional indicators. The result is a dynamic oscillator that provides insights into overbought and oversold conditions, as well as trend direction and strength. This indicator is suitable for all types of traders, from beginners to advanced, looking to gain deeper insights into market behavior. █ How It Works The core of this indicator is the Empirical Mode Decomposition (EMD) process, a method typically used in signal processing and advanced scientific fields. It works by breaking down price data into various “layers,” each representing different frequencies in the market’s movement. Imagine peeling layers off an onion: each layer (or IMF) reveals a different aspect of the price action. ⚪ Data Decomposition (Sifting): The indicator “sifts” through historical price data to detect natural oscillations within it. Each oscillation (or IMF) highlights a unique rhythm in price behavior, from rapid fluctuations to broader, slower trends. ⚪ Adaptive Signal Reconstruction: The EMD Oscillator allows traders to select specific IMFs for a custom signal reconstruction. This reconstructed signal provides a composite view of market behavior, showing both short-term cycles and long-term trends based on which IMFs are included. ⚪ Normalization: To make the oscillator easy to interpret, the reconstructed signal is scaled between -1 and 1. This normalization lets traders quickly spot overbought and oversold conditions, as well as trend direction, without worrying about the raw magnitude of price changes. The indicator adapts to changing market conditions, making it effective for identifying real-time market cycles and potential turning points. █ Key Calculations: The Math Behind the EMD Oscillator The EMD Oscillator’s advanced nature lies in its high-level mathematical operations: ⚪ Intrinsic Mode Functions (IMFs) IMFs are extracted from the data and act as the building blocks of this indicator. Each IMF is a unique oscillation within the price data, similar to how a band might be divided into treble, mid, and bass frequencies. In the EMD Oscillator: Higher-Frequency IMFs: Represent short-term market “noise” and quick fluctuations. Lower-Frequency IMFs: Capture broader market trends, showing more stable and long-term patterns. ⚪ Sifting Process: The Heart of EMD The sifting process isolates each IMF by repeatedly separating and refining the data. Think of this as filtering water through finer and finer mesh sieves until only the clearest parts remain. Mathematically, it involves: Extrema Detection: Finding all peaks and troughs (local maxima and minima) in the data. Envelope Calculation: Smoothing these peaks and troughs into upper and lower envelopes using cubic spline interpolation (a method for creating smooth curves between data points). Mean Removal: Calculating the average between these envelopes and subtracting it from the data to isolate one IMF. This process repeats until the IMF criteria are met, resulting in a clean oscillation without trend influences. ⚪ Spline Interpolation The cubic spline interpolation is an advanced mathematical technique that allows smooth curves between points, which is essential for creating the upper and lower envelopes around each IMF. This interpolation solves a tridiagonal matrix (a specialized mathematical problem) to ensure that the envelopes align smoothly with the data’s natural oscillations. To give a relatable example: imagine drawing a smooth line that passes through each peak and trough of a mountain range on a map. Spline interpolation ensures that line is as smooth and close to reality as possible. Achieving this in Pine Script is technically demanding and demonstrates a high level of mathematical coding. ⚪ Amplitude Normalization To make the oscillator more readable, the final signal is scaled by its maximum amplitude. This amplitude normalization brings the oscillator into a range of -1 to 1, creating consistent signals regardless of price level or volatility. █ Comparison with Other Signal Processing Methods Unlike standard technical indicators that often rely on fixed parameters or pre-defined mathematical functions, the EMD adapts to the data itself, capturing natural cycles and irregularities in real-time. For example, if the market becomes more volatile, EMD adjusts automatically to reflect this without requiring parameter changes from the trader. In this way, it behaves more like a “smart” indicator, intuitively adapting to the market, unlike most traditional methods. EMD’s adaptive approach is akin to AI’s ability to learn from data, making it both resilient and robust in non-linear markets. This makes it a great alternative to methods that struggle in volatile environments, such as fixed-parameter oscillators or moving averages. █ How to Use Identify Market Cycles and Trends: Use the EMD Oscillator to spot market cycles that represent phases of buying or selling pressure. The smoothed version of the oscillator can help highlight broader trends, while the main oscillator reveals immediate cycles. Spot Overbought and Oversold Levels: When the oscillator approaches +1 or -1, it may indicate that the market is overbought or oversold, signaling potential entry or exit points. Confirm Divergences: If the price movement diverges from the oscillator's direction, it may indicate a potential reversal. For example, if prices make higher highs while the oscillator makes lower highs, it could be a sign of weakening trend strength. █ Settings Window Length (N): Defines the number of historical bars used for EMD analysis. A larger window captures more data but may slow down performance. Number of IMFs (M): Sets how many IMFs to extract. Higher values allow for a more detailed decomposition, isolating smaller cycles within the data. Amplitude Window (L): Controls the length of the window used for amplitude calculation, affecting the smoothness of the normalized oscillator. Extraction Range (IMF Start and End): Allows you to select which IMFs to include in the reconstructed signal. Starting with lower IMFs captures faster cycles, while ending with higher IMFs includes slower, trend-based components. Sifting Stopping Criterion (S-number): Sets how precisely each IMF should be refined. Higher values yield more accurate IMFs but take longer to compute. Max Sifting Iterations (num_siftings): Limits the number of sifting iterations for each IMF extraction, balancing between performance and accuracy. Source: The price data used for the analysis, such as close or open prices. This determines which price movements are decomposed by the indicator. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
مؤشرات Pine Script™
من ‎Zeiierman‎
6
RSI - EMA - WMA ( Phat-Truong )Indicator: RSI ( EMA - WMA ) This indicator, named "RSI ( EMA - WMA )", is a versatile tool designed to provide insights into market momentum and trend strength by combining multiple technical indicators. The Relative Strength Index (RSI) is a popular momentum oscillator used to measure the speed and change of price movements. In this indicator, RSI is plotted alongside its Exponential Moving Average (EMA) and Weighted Moving Average (WMA). EMA and WMA are smoothing techniques applied to RSI to help identify trends more clearly. Key features of this indicator include: RSI: The main RSI line is plotted on the chart, offering insights into overbought and oversold conditions. EMA of RSI: The Exponential Moving Average of RSI smooths out short-term fluctuations, aiding in trend identification. WMA of RSI: The Weighted Moving Average of RSI gives more weight to recent data points, providing a faster response to price changes. Additionally, this indicator marks specific RSI levels considered as bullish and bearish trends, helping traders identify potential entry or exit points based on market sentiment. By combining these technical indicators, traders can gain a comprehensive understanding of market dynamics, helping them make more informed trading decisions.
مؤشرات Pine Script™
من ‎Phat-Truong‎
CMF and Scaled EFI OverlayCMF and Scaled EFI Overlay Indicator Overview The CMF and Scaled EFI Overlay indicator combines the Chaikin Money Flow (CMF) and a scaled version of the Elder Force Index (EFI) into a single chart. This allows traders to analyze both indicators simultaneously, facilitating better insights into market momentum and volume dynamics , specifically focusing on buying/selling pressure and momentum , without compromising the integrity of either indicator. Purpose Chaikin Money Flow (CMF): Measures buying and selling pressure by evaluating price and volume over a specified period. It indicates accumulation (buying pressure) when values are positive and distribution (selling pressure) when values are negative. Elder Force Index (EFI): Combines price changes and volume to assess the momentum behind market moves. Positive values indicate upward momentum (prices rising with strong volume), while negative values indicate downward momentum (prices falling with strong volume). By scaling the EFI to match the amplitude of the CMF, this indicator enables a direct comparison between pressure and momentum , preserving their shapes and zero crossings. Traders can observe the relationship between price movements, volume, and momentum more effectively, aiding in decision-making. Understanding Pressure vs. Momentum Chaikin Money Flow (CMF): - Indicates the level of demand (buying pressure) or supply (selling pressure) in the market based on volume and price movements. - Accumulation: When institutional or large investors are buying significant amounts of an asset, leading to an increase in buying pressure. - Distribution: When these investors are selling off their holdings, increasing selling pressure. Elder Force Index (EFI): - Measures the strength and speed of price movements, indicating how forceful the current trend is. - Positive Momentum: Prices are rising quickly, indicating a strong uptrend. - Negative Momentum: Prices are falling rapidly, indicating a strong downtrend. Understanding the difference between pressure and momentum is crucial. For example, a market may exhibit strong buying pressure (positive CMF) but weak momentum (low EFI), suggesting accumulation without significant price movement yet. Features Overlay of CMF and Scaled EFI: Both indicators are plotted on the same chart for easy comparison of pressure and momentum dynamics. Customizable Parameters: Adjust lengths for CMF and EFI calculations and fine-tune the scaling factor for optimal alignment. Preserved Indicator Integrity: The scaling method preserves the shape and zero crossings of the EFI, ensuring accurate analysis. How It Works CMF Calculation: - Calculates the Money Flow Multiplier (MFM) and Money Flow Volume (MFV) to assess buying and selling pressure. - CMF is computed by summing the MFV over the specified length and dividing by the sum of volume over the same period: CMF = (Sum of MFV over n periods) / (Sum of Volume over n periods) EFI Calculation: - Calculates the EFI using the Exponential Moving Average (EMA) of the price change multiplied by volume: EFI = EMA(n, Change in Close * Volume) Scaling the EFI: - The EFI is scaled by multiplying it with a user-defined scaling factor to match the CMF's amplitude. Plotting: - Both the CMF and the scaled EFI are plotted on the same chart. - A zero line is included for reference, aiding in identifying crossovers and divergences. Indicator Settings Inputs CMF Length (`cmf_length`): - Default: 20 - Description: The number of periods over which the CMF is calculated. A higher value smooths the indicator but may delay signals. EFI Length (`efi_length`): - Default: 13 - Description: The EMA length for the EFI calculation. Adjusting this value affects the sensitivity of the EFI to price changes. EFI Scaling Factor (`efi_scaling_factor`): - Default: 0.000001 - Description: A constant used to scale the EFI to match the CMF's amplitude. Fine-tuning this value ensures the indicators align visually. How to Adjust the EFI Scaling Factor Start with the Default Value: - Begin with the default scaling factor of `0.000001`. Visual Inspection: - Observe the plotted indicators. If the EFI appears too large or small compared to the CMF, proceed to adjust the scaling factor. Fine-Tune the Scaling Factor: - Increase or decrease the scaling factor incrementally (e.g., `0.000005`, `0.00001`, `0.00005`) until the amplitudes of the CMF and EFI visually align. - The optimal scaling factor may vary depending on the asset and timeframe. Verify Alignment: - Ensure that the scaled EFI preserves the shape and zero crossings of the original EFI. - Overlay the original EFI (if desired) to confirm alignment. How to Use the Indicator Analyze Buying/Selling Pressure and Momentum: - Positive CMF (>0): Indicates accumulation (buying pressure). - Negative CMF (<0): Indicates distribution (selling pressure). - Positive EFI: Indicates positive momentum (prices rising with strong volume). - Negative EFI: Indicates negative momentum (prices falling with strong volume). Look for Indicator Alignment: - Both CMF and EFI Positive: - Suggests strong bullish conditions with both buying pressure and upward momentum. - Both CMF and EFI Negative: - Indicates strong bearish conditions with selling pressure and downward momentum. Identify Divergences: - CMF Positive, EFI Negative: - Buying pressure exists, but momentum is negative; potential for a bullish reversal if momentum shifts. - CMF Negative, EFI Positive: - Selling pressure exists despite rising prices; caution advised as it may indicate a potential bearish reversal. Confirm Signals with Other Analysis: - Use this indicator in conjunction with other technical analysis tools (e.g., trend lines, support/resistance levels) to confirm trading decisions. Example Usage Scenario 1: Bullish Alignment - CMF Positive: Indicates accumulation (buying pressure). - EFI Positive and Increasing: Shows strengthening upward momentum. - Interpretation: - Strong bullish signal suggesting that buyers are active, and the price is likely to continue rising. - Action: - Consider entering a long position or adding to existing ones. Scenario 2: Bearish Divergence - CMF Negative: Indicates distribution (selling pressure). - EFI Positive but Decreasing: Momentum is positive but weakening. - Interpretation: - Potential bearish reversal; price may be rising but underlying selling pressure suggests caution. - Action: - Be cautious with long positions; consider tightening stop-losses or preparing for a possible trend reversal. Tips Adjust for Different Assets: - The optimal scaling factor may differ across assets due to varying price and volume characteristics. - Always adjust the scaling factor when analyzing a new asset. Monitor Indicator Crossovers: - Crossings above or below the zero line can signal potential trend changes. Watch for Divergences: - Divergences between the CMF and EFI can provide early warning signs of trend reversals. Combine with Other Indicators: - Enhance your analysis by combining this overlay with other indicators like moving averages, RSI, or Ichimoku Cloud. Limitations Scaling Factor Sensitivity: - An incorrect scaling factor may misalign the indicators, leading to inaccurate interpretations. - Regular adjustments may be necessary when switching between different assets or timeframes. Not a Standalone Indicator: - Should be used as part of a comprehensive trading strategy. - Always consider other market factors and indicators before making trading decisions. Disclaimer No Guarantee of Performance: - Past performance is not indicative of future results. - Trading involves risk, and losses can exceed deposits. Use at Your Own Risk: - This indicator is provided for educational purposes. - The author is not responsible for any financial losses incurred while using this indicator. Code Summary //@version=5 indicator(title="CMF and Scaled EFI Overlay", shorttitle="CMF & Scaled EFI", overlay=false) cmf_length = input.int(20, minval=1, title="CMF Length") efi_length = input.int(13, minval=1, title="EFI Length") efi_scaling_factor = input.float(0.000001, title="EFI Scaling Factor", minval=0.0, step=0.000001) // --- CMF Calculation --- ad = high != low ? ((2 * close - low - high) / (high - low)) * volume : 0 mf = math.sum(ad, cmf_length) / math.sum(volume, cmf_length) // --- EFI Calculation --- efi_raw = ta.ema(ta.change(close) * volume, efi_length) // --- Scale EFI --- efi_scaled = efi_raw * efi_scaling_factor // --- Plotting --- plot(mf, color=color.green, title="CMF", linewidth=2) plot(efi_scaled, color=color.red, title="EFI (Scaled)", linewidth=2) hline(0, color=color.gray, title="Zero Line", linestyle=hline.style_dashed) - Lines 4-6: Define input parameters for CMF length, EFI length, and EFI scaling factor. - Lines 9-11: Calculate the CMF. - Lines 14-16: Calculate the EFI. - Line 19: Scale the EFI by the scaling factor. - Lines 22-24: Plot the CMF, scaled EFI, and zero line. Feedback and Support Suggestions: If you have ideas for improvements or additional features, please share your feedback. Support: For assistance or questions regarding this indicator, feel free to contact the author through TradingView. --- By combining the CMF and scaled EFI into a single overlay, this indicator provides a powerful tool for traders to analyze market dynamics more comprehensively. Adjust the parameters to suit your trading style, and always practice sound risk management.
مؤشرات Pine Script™
من ‎Rashino‎
Supertrend StrategyThe Supertrend Strategy was created based on the Supertrend and Relative Strength Index (RSI) indicators, widely respected tools in technical analysis. This strategy combines these two indicators to capture market trends with precision and reliability, looking for optimizing exit levels at oversold or overbought price levels. The Supertrend indicator identifies trend direction based on price and volatility by using the Average True Range (ATR). The ATR measures market volatility by calculating the average range between an asset’s high and low prices over a set period. It provides insight into price fluctuations, with higher ATR values indicating increased volatility and lower values suggesting stability. The Supertrend Indicator plots a line above or below the price, signaling potential buy or sell opportunities: when the price closes above the Supertrend line, an uptrend is indicated, while a close below the line suggests a downtrend. This line shifts as price movements and volatility levels change, acting as both a trailing stop loss and trend confirmation. To enhance the Supertrend strategy, the Relative Strength Index (RSI) has been added as an exit criterion. As a momentum oscillator, the RSI indicates overbought (usually above 70) or oversold (usually below 30) conditions. This integration allows trades to close when the asset is overbought or oversold, capturing gains before a possible reversal, even if the percentage take profit level has not been reached. This mechanism aims to prevent losses due to market reversals before the Supertrend signal changes. ### Key Features 1. **Entry criteria**: - The strategy uses the Supertrend indicator calculated by adding or subtracting a multiple of the ATR from the closing price, depending on the trend direction. - When the price crosses above the Supertrend line, the strategy signals a long (buy) entry. Conversely, when the price crosses below, it signals a short (sell) entry. - The strategy performs a reversal if there is an open position and a change in the direction of the supertrend occurs 2. **Exit criteria**: - Take profit of 30% (default) on the average position price. - Oversold (≤ 5) or overbought (≥ 95) RSI - Reversal when there is a change in direction of the Supertrend 3. **No Repainting**: - This strategy is not subject to repainting, as long as the timeframe configured on your chart is the same as the supertrend timeframe . 4. **Position Sizing by Equity and risk management**: - This strategy has a default configuration to operate with 35% of the equity. At the time of opening the position, the supertrend line is typically positioned at about 12 to 16% of the entry price. This way, the strategy is putting at risk about 16% of 35% of equity, that is, around 5.6% of equity for each trade. The percentage of equity can be adjusted by the user according to their risk management. 5. **Backtest results**: - This strategy was subjected to deep backtesting and operations in replay mode, including transaction fees of 0.12%, and slippage of 5 ticks. - The past results in deep backtest and replay mode were compatible and profitable (Variable results depending on the take profit used, supertrend and RSI parameters). However, it should be noted that few operations were evaluated, since the currency in question has been created for a short time and the frequency of operations is relatively small. - Past results are no guarantee of future results. The strategy's backtest results may even be due to overfitting with past data. Default Settings Chart timeframe: 2h Supertrend Factor: 3.42 ATR period: 14 Supertrend timeframe: 2 h RSI timeframe: 15 min RSI Lenght: 5 min RSI Upper limit: 95 RSI Lower Limit: 5 Take Profit: 30% BYBIT:1000000MOGUSDT.P
استراتيجيات Pine Script™
من ‎felipemiransan‎
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