This script plots an expected future range estimation based on implied volatilities, using a specified volatility index as proxy for ATM implied volatilities. For example the S&P 500 could use the VIX.
ATRanger uses Average True Range plus a variety of Moving Averages of the ATR in band format. This is another way to identify overbought and oversold (poking out of the bands, or bouncing from them as support or resistance.) A variety of Time-Frames can be selected, as well as several Moving Average Types to draw the bands with. (SMA, WMA, VWMA, SMMA, HMA,...
Part of the EZ Profit Maker Suite THE 'PROBLEM' A lot of buy and sell strategies are based on price action being at a particular (support) level, crossovers of different moving averages or of price action over moving averages or trend lines. A Trader waits for price/moving averages to reach a particular level/configuration by then the STOP LOSS is too GREAT. So...
Part of the EZ Profit Maker Suite THE 'PROBLEM' A lot of buy and sell strategies are based on price action being at a particular (support) level, crossovers of different moving averages or of price action over moving averages or trend lines. A Trader waits for price/moving averages to reach a particular level/configuration by then the STOP LOSS is too GREAT. So...
THE 'PROBLEM' A lot of buy and sell strategies are based on price action being at a particular (support) level, crossovers of different moving averages or of price action over moving averages or trend lines. A Trader waits for price/moving averages to reach a particular level/configuration by then the STOP LOSS is too GREAT. So for a trade to be taken price will...
Volume Buzz/Volume Run Rate as seen on TC2000 and MarketSmith respectively. Basically, the volume buzz tells you what percentage over average(100 time period moving average) the volume traded was. You can use this indicator to more readily identify above-average trading volume and accumulation days on charts. The percentage will show up in the top left corner,...
Auto risk You are diving into a high-risk investment. We are not responsible for losses, the only certainty is that they will come, the most important thing is to manage them. Test this script on a demo account, and use the backtest. Make sure you are familiar with it before using real money. Use all your experience and other assistance for better accuracy. Do...
Volatility trading with the Bouhmidi-Bands Most known indicators such as Bollinger Bands or Keltner Channel focus only on historical volatility. Bouhmidi bands follow a different approach, namely an indicator based on implied volatility. Style tags: Implied Volatility, Volatility Trading, Trend Analysis Asset class: Equities, Futures, Commodities Dataset:...
I had searched for a proper indicator to recognize important impulses, so I just need to take a look at the indicator to quickly find them on the chart. Alexander Elder's Force is the answer, although I made a few changes to the design. First, I found more accuracy using Hull Moving Average. It steers faster making sudden spikes even more visible. Second, it is...
It is an ATR indicator which filters out outliers. Outliers are values which are higher than the standard deviation of the true range. It may be better than normal ATR for stop loss, because it does not keep large values after pump or dump. It is very useful for high volatile markets like crypto markets.
Extending the Works of Torben Mogensen, on Torben Median Median Filtering is an important technique ! The median filter is a non-linear digital filtering technique, often used to remove noise from an image or signal. Such noise reduction is a typical pre-processing step to improve the results of later processing (for example, edge detection on an image). Median...
Extending the Works of Torben Mogensen, on Torben Median Median Filtering is an important technique ! The median filter is a non-linear digital filtering technique, often used to remove noise from an image or signal. Such noise reduction is a typical pre-processing step to improve the results of later processing (for example, edge detection on an image). Median...
fake volume is not volume. This is open source. check it my source. there is no 'volume' but look at that indicator, it really looks like volume. - how is it possible? i tried to calculate volatility. and this is it. usually volatility = volume. so this is not a supprise. - how is it helpful? (how can we use this?) compare with real volume. sometime it make...
This method was pointed it out by Torben Mogensen. It is certainly not the fastest way of finding a median, but it has the very interesting property that it does not modify the input array when looking for the median. It becomes extremely powerful when the number of elements to consider starts to be large, and copying the input array may cause enormous...
Description: Plots the Weekly Expected Move (wEM) using the following week's Option Chain ATM Call+Put ask price to determine the EM for the following week The wEM is the options market pricing in the expected future volatility for the following week. The wEM is the range that the underlying price will be contained during the week 68% of the time. These levels...
An implementation of layers 1 & 2 of ACD strategy of Mark Fisher, based on the book "The Logical Trader". This implementation contains: - OR lines - A lines - C lines - Daily pivot range - N days pivot range - Customizable trading session Strategy summary (This implementation): There is 3 main concepts, each of which represented as two price levels. 1) OR...
What does it do? This indicator allows you to identify possible asset top and bottom reversals by having a prior Volatility acting among the price movement with a sequential positive (top reversal) or negative (bottom reversal) waves. How does it work? Everytime the wave starts showing a curved top movement (ascending price movment) or a curved bottom movement...
kNN-based Strategy (FX and Crypto) Description: This update to the popular kNN-based strategy features: improvements in the business logic, an adjustible k value for the kNN model, one more feature (MOM), a streamlined signal filter and some other minor fixes. Now this script works in all timeframes ! I intentionally decided to...