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Volatility Index of Range Verification█  OVERVIEW This is a volatility indicator created by extending concepts from Tushar Chande's Range Action Verification Index (RAVI). █  CONCEPTS This indicator constructs range of the RAVI indicator. It uses this range to build a histogram that represents how fast the range is changing, or a measure of volatility. A line is then constructed, either from a moving average or standard deviation depending on the settings that can serve as an action trigger. █  INPUTS  • Fast MA Period: the period of the quickest moving average that is used to build the RAVI indicator line  • Slow MA Period: the period of the slowest moving average that is used to build the RAVI indicator line  • MA Type: the type of moving average to use, either Simple or Exponential  • Price Source: the type of price source to use; close, high, low, hlc3, etc.  • Lookback Period: how far back to construct the minimum and maximum of the range  • Standard Range: the standard range of the indicator. a smaller range will exaggerate differences in the columns, and vice-versa  • Volatility Period: the period used for the trigger line moving average  • Std. Deviation Mode?: Whether the trigger line will plot using a moving average or a multiple of Standard Deviation.  • Deviation Multiplier: How many deviations to use if the trigger line is in Std. Deviation Mode
مؤشر Pine Script®
من ‎jwammo12‎
7
(FINNIFTY) NIFTY Financial Service FreeFloat VolumeThis indicator is build keeping in mind how the Indian Market is formed - the free-float market capitalization concept 1) Considered new FINNIFTY - Nifty Financial Service index stocks according to NSE 2) Multiplied each stock Volume by its Weightage given in NSE Site every month End - means giving importance to volume by its weightage 3) Green Candle - Considered as +Ve Volume , Red Candle - Considered as -Ve Volume 4) Diff of +Ve Volume & -Ve Volume give clear picture market will go up or down Note:- This Indicator work only for 15 Min time frame Gives better results good Risk Reward used near Supp/Resistance Combine with FINNIFTY Advance-Decline Ratio give confidence on the move Eg:- Bullish Scenario Near Support, Volume Turned -Ve to +Ve, Adv /Dec of Fin Nifty >11/15 or combine any candle patterns( Pin Bar ) at Sup/Res or combine with Chart Pattern(Triangle/ Rectangle ) Bearish Scenario - Vice Versa to above
مؤشر Pine Script®
من ‎SharemarketRaja‎
5
Equity Index Overnight FakeoutThis script highlights when price violates the highest high or lowest low within the user's selected lookback period, with the caveat that it occurs during the GLOBEX session. The script is designed to work exclusively with the trading hours for CME and CBOT Equity Index futures. I'm planning to make a more customizable version down the line. My reasoning behind this very simple script is that the low liquidity and participation of the overnight session creates a tendency for moves at extremes to mean revert. Let me know what you think.
مؤشر Pine Script®
من ‎CSC1‎
Probability of ATR Index (On-chart) [racer8]This indicator is an on-chart version of my other indicator called Probability of ATR Index (PAI) that was published on October 16th 2020. PAI is an indicator I created that tells you the probability of current price moving a specified ATR distance over a specified number of periods into the future. It takes into account 4 variables: the ATR & the standard deviation of price, and the 2 parameters: ATR distance and # bars (time). The formula is very complex so I will not be able to explain it without confusion arising. The reason I created this PAI was because the other PAI does not show you levels. This one plots the price levels that correspond to your specified ATR distance. So it makes it easier for options traders to set their strangle or condor. Enjoy 😀
مؤشر Pine Script®
من ‎racer8‎
2
[blackcat] L2 Ehlers Adaptive Relative Strength IndexLevel: 2 Background John F. Ehlers introuced Adaptive Relative Strength Index in his "Rocket Science for Traders" chapter 21 on 2001. Function The concept of taking a difference of lagging line from the original function to produce a leading function suggests extending the concept to moving averages. There is no direct theory for this, but it seems to work pretty well. If taking a 7-bar WMA of prices, that average lags the prices by 2 bars. If taking a 7-bar WMA of the first average, this second average is delayed another 2 bars. If taking the difference between the two averages and add that difference to the first average, the result should be a smoothed line of the original price function with no lag. Sure, Dr. Ehlers tried to use more lag for the second moving average, which should produce a better predictive curve. However, remember the lesson of Chapter 3 of the book. An analysis curve cannot precede an event. You cannot predict an event before it occurs. If then taking a 4-bar WMA of the smoothed line to create a 1-bar lag, this lagging line becomes a signal when the lines cross. This is as close to an ideal indicator as we can get. Key Signal Predict ---> moving average fast line Trigger ---> moving average slow line Pros and Cons 100% John F. Ehlers definition translation of original work, even variable names are the same. This help readers who would like to use pine to read his book. If you had read his works, then you will be quite familiar with my code style. Remarks The 17th script for Blackcat1402 John F. Ehlers Week publication. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
مؤشر Pine Script®
من ‎blackcat1402‎
Delorean TDI - Traders Dynamic IndexTraders Dynamic Index (for the Delorean Strategy) =============================================================== This indicator helps to decipher and monitor market conditions related to trend direction, market strength, and market volatility. TDI has the following components: * Green line = RSI Price line * Red line = Trade Signal line * Blue lines = Volatility Bands * Yellow line = Market Base Line Trend Direction - Immediate and Overall: ---------------------------------------------------- * Yellow line trends up and down generally between the lines 32 & 68. Watch for Yellow line to bounces off these lines for market reversal. Trade long when price is above the Yellow line, and trade short when price is below. Market Strength & Volatility - Immediate and Overall: ---------------------------------------------------- * Immediate = Green Line -> Strong = Steep slope up or down. * Immediate = Green Line -> Weak = Moderate to Flat slope. * Overall = Blue Lines -> When expanding, market is strong and trending. * Overall = Blue Lines -> When constricting, market is weak and in a range. * Overall = Blue Lines -> When the Blue lines are extremely tight in a narrow range, expect an economic announcement or other market condition to spike the market. Note Credit: LazyBear - altered for the Delorean Strategy
مؤشر Pine Script®
من ‎eldindidic‎
5
Ehlers Adaptive Commodity Channel Index V1 [CC]The Adaptive Commodity Channel Index V1 was created by John Ehlers (Rocket Science For Traders pgs 236-237) and this is the typical Commodity Channel formula with the introduction of adaptive lengths based on his earlier work with indicators such as the Mother of Adaptive Moving Averages. For longer term signals you would get a bullish signal when CCI is above 0 and a bearish signal when CCI falls below 0. For shorter term signals you would get a bullish signal when crosses over it's overbought level or when it crosses above it's oversold level or vice versa. I have included both signals to make it easier. Let me know if you want a custom script written or if you have a special request for me
مؤشر Pine Script®
من ‎cheatcountry‎
8
Ehlers Adaptive Relative Vigor Index [CC]The Adaptive Relative Vigor Index was created by John Ehlers (Cybernetic Analysis For Stocks And Futures pgs 140-141) and it does a pretty good job of capturing the peaks and valleys of the underlying data. There are several ways to read this particular indicator so for long term trades then buy when it goes above 0 and sell when it falls below 0 or for shorter term trades then buy when the indicator line turns green and sell when it turns red. Let me know if there are other indicators you would like to see me publish or if you want something custom done!
مؤشر Pine Script®
من ‎cheatcountry‎
7
[blackcat] L3 Price Positioning IndexLevel: 3 Background Are you tired of traditional Japanese candlesticks? Do you want to try a new type of candle master chart? Function L3 Price Positioning Index is totally brand-new candle chart invented by myself. This main chart can provide effective resistance and support levels, and you can see where the price is running at any time. There are 3 key circle lines. Green circle line is used to indicate oversold support or breakthrough support levels; yellow circle line indicates the midline position where prices may pause; and red circle line indicates overbought resistance or breakthrough resistance levels. There are two types of candlestick charts. The first type candles are mid-to-long-term trend candles, navy represents an uptrend and the length of the candle represents a change in intensity; maroon represents a downward trend and the length of the candle represents a change in intensity. This trend candle is the effective support and resistance level of the second type short-term swing candle. The second type candles are short-term candles fluctuate around the first medium- and long-term trend candles. The second short-term candle is divided into five colors: green means pump; fuchsia means retracement in the ascending process; yellow means bullish reversal signal; red means dump; blue means price rebound in the descending process. Key Signal THREE KEY LINES: htop --> red circle line, overbought resistance or pump breakout threshold hmid --> yellow circle line, price pause zone, sideways may happen here hbot --> green circle line, oversold support or dump breakout threshold MID-LONG TERM CANDLES: x22,x33 --> navy for up and maroon for down trend, they are important support or resistance for short term price movements SHORT TERM CANDLES: 1. bearreboun --> rebounce in down trend candle with blue color 2. pump --> up trend pump candle with green color 3. bullreversal --> bullish reversal candle with yellow color 4. dump --> bearish dump candle with red color 5. bullretra --> retracement in up trend candle with fuchsia Pros and Cons Pros: 1. Long term trend identification by three lines for overbought, oversold and breakouts 2. Mid term trend support and resistance with navy and maroon candles 3. Short term price behaviors are classified into 5 types of candles in blue, green, yellow, red and fuchsia Cons: I invent this to solve traditional JP candlestick shortcomings. If you find anything on Cons, just feedback to me for improvements. Remarks Brand-new Candle System invented by myself Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
مؤشر Pine Script®
من ‎blackcat1402‎
14
BTC Volume Contango IndexBased on my previous script "BTC Contango Index" which was inspired by a Twitter post by Byzantine General: This is a script that shows the contango between spot and futures volumes of Bitcoin to identify overbought and oversold conditions. When a market is in contango, the volume of a futures contract is higher than the spot volume. Conversely, when a market is in backwardation, the volume of the futures contract is lower than the spot volume. The aggregate daily volumes on top exchanges are taken to obtain Total Spot Volume and Total Futures Volume. The script then plots (Total Futures Volume/Total Spot Volume) - 1 to illustrate the percent difference (contango) between spot and futures volumes of Bitcoin. This data by itself is useful, but because aggregate futures volumes are so much larger than spot volumes, no negative values are produced. To correct for this, the Z-score of contango is taken. The Z-score (z) of a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): Z-score = (x - U) / StDev A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above or below the mean (x Values of +2 and -2 show that the data item is two standard deviations above or below the chosen mean, respectively, and over 95.5% of all data items are contained within these two horizontal references). We substitute x with volume contango C, the mean U with simple moving average ( SMA ) of n periods (50), and StdDev with the standard deviation of closing contango for n periods (50), so the above formula becomes: Z-score = (C - SMA (50)) / StdDev(C,50). When in contango, Bitcoin may be overbought. When in backwardation, Bitcoin may be oversold. The current bar calculation will always look incorrect due to TV plotting the Z-score before the bar closes.
مؤشر Pine Script®
من ‎MartinShkreIi‎
6
ATR Pivot Point Index [racer8]Description: ATR Pivot Point Index (ATR_PPI) is based on the theory of mean reversion. I was inspired to create this indicator after watching a particular YouTube video on the UKspreadbetting channel. In this video, the trader being interviewed mentioned that he would exit when price is too far from the moving average. In other words, he exits when he thinks price will revert back to the moving average (mean reversion). I'm not sure what period moving average he used, so I set it to the standard 14 periods. I wanted to quantify his strategy so that the user can consistently exit a trade at a fixed distance away from the moving average. For this indicator, this distance is in ATR units. This strategy of exiting is known as the mean reversion exit strategy. Alternatively, if the user wishes to, this indicator can also be used as an entry indicator (Trend entry strategy). --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Parameters: 1. Sma Period - controls length of moving average (Affects histogram). 2. Atr Period - controls length of Atr, doesn't have much affect on indicator (Affects histogram). 3. Atr Pivot Point Level - controls horizontal line, it determines how far away in Atr units you want to exit/enter from the sma for every trade. --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Interpreting signals: (Trend entry strategy) When histogram is... Green - enter long Red - enter short Purple - No signal (Mean reversion exit strategy) When histogram is... Green - exit long Red - exit short Purple - No signal --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Calculation: Distance = Absolute value of (current close - moving average(14)) ATR_units = Distance / ATR(14) ...........Plot as histogram. Add horizontal line set at (2)*ATR .......Plot line. Is histogram > line? Yes, histogram color is green/red. No, histogram color is purple. Note: For mean reversion exit strategy, I recommend HIGHER Atr Pivot Point Level values. Vice versa for trend entry strategy. Enjoy :)
مؤشر Pine Script®
من ‎racer8‎
6
Riley's Movement IndexBrief Description: Riley's Movement Index is a new indicator developed and named after me. RMI is quite interesting in that uses two lines to cross each other. One line represents the bullish side of the market, and the other line represents the bearish side of the market. A signal occurs when the two lines cross each other. ------------------------------------------- Calculation: Up 1. high > prev high? 2. If yes, then Up = (high - prev high) 3. If no, then Up = 0 Dn 1. low < prev low? 2. If yes, then Dn = (prev low - low) 3. If no, then Dn = 0 SumUp (n) = Sum of Up over n periods SumDn (n) = Sum of Dn over n periods Plot SumUp & SumDn lines. ------------------------------------------- How to interpret a signal: When SumUp > SumDn, market is bullish. When SumUp < SumDn, market is bearish. ------------------------------------------- Recommended setting: I would suggest a setting of 10, the default setting. ------------------------------------------- Enjoy, and smash that follow button!
مؤشر Pine Script®
من ‎racer8‎
4
Directional Volume IndexA new idea of mine that I am presently experimenting on for my trades. The Directional Volume Index (DVI) is defined as follows: DVI = VWMA(len1) - SMA(len2), where by default, len1==len2 The sign of the DVI provides volume confirmation of the direction of the price trend. The magnitude of the DVI provides the volume confirmation of the strength of the price trend. The novel aspects and principles of this indicator and this source code are the property of © cybernetwork. This indicator and script is free for the TV community to use.
مؤشر Pine Script®
من ‎cybernetwork‎
2
FauxLife EFIModification to Elder's Force Index (EFI) Ability to change calculation from standard EMA to your choice of SMA, EMA, WMA, or HMA. Very interesting results! Adjust lookback from standard/suggested 13 candlesticks Added a color indication to positive or negative force reading Added background color tint for an easier read on dashboard setups Suggested pair with my On Balance Volume with Cross to use as a filter & entry/exit setup. Enter or exit trades when the two indicators switch at the same time or within 1-2 candlesticks of each other.
مؤشر Pine Script®
من ‎fauxlife‎