According to Daryl Guppy's website, the degree and nature of separation between the Guppy Multiple Moving Averages define the character of a trend. This script calculates the degree of separation of the CM SuperGuppy and plots it in histogram form. "Degree and nature of separation in the long term group define trend strength and weakness. Degree and nature of...
This is a modification to the Built-In Average True Range Indicator that uses the last close to calculate the range as a percentage.
This Script is mostly aiming on scalping 5-15 Minute Charts (you can also use it higher TFs, but its not designed for) It combines Countertrend Signals and Trendcontinuation Signals !!! READ THE DESCRIPTION BELOW !!! Long/Short Signals showing up on open! (thats to make sure the signal is true) every other signals are live (so they could change till...
Fama-French 3 Factor Model Extension of the Capital Asset Pricing Model (CAPM) CAPM Ra = Rfr + where, Ra = Return of the Asset Rfr = Risk-Free Rate βa = Beta Coefficient of the Asset Rm - Rfr = Market Risk Premium Fama-French 3 Factor r = rf + β1*(rm - rf) + β2(smh) +β3(hml) r = Expected rate of return rf = Risk-free rate ß = Factor’s coefficient...
These variables can be used in comparison with the implied volatility of options. Variables: Realized Volatility mathematical notation lowercase 'sigma' Realized Variance mathematical notation lowercase 'sigma' squared Realized Beta mathematical notation lowercase 'beta' Timeframes: Yearly = 250 or 365 Quarterly = 50 or 90 Monthly = 20 or...
This script plots the high/low of any custom session and extends it until the daily close. It does not show on the timeframe higher than the length of custom opening session by default. The time period of opening range & the max timeframe to display it on can be adjusted from the settings. So for eg. if want to use 5m ORB to trade, then set "ORB total time"...
The DSMA by John Ehlers is an adaptive moving average that features rapid adaptation to volatility in price movement. It accomplishes this adaptation by modifying the alpha term of an EMA by the amplitude of an oscillator scaled in standard deviations from the mean When the color Is blue buy. Red sell.
The Elder MACD Impulse (IMCAD) System is a combination of momentum and trend. when IMACD is flat the market is accumulating. There are two MACDs, one white short IMACD and a larger one that changes color long MACD. Bu y when white IMCAD short is above 0 IMCAD Long is also above 0. Sell when white IMCAD short is below 0 and IMCD long is also below 0. Find...
Plots the daily ATR on the chart as upper and lower levels. It can be use to adapt your trading in high and low periods of market volatility, determine reasonable target or take profit, entry at likely mean reversion, stop loss beyond normal flows etc... More on the script behavior: - Daily ATR upper/lower levels are applied on the current day low/high; - The...
Price Expansion and Contraction is basic calculation of Candles High-Low and it is average of previous 5 High-Low. Which will help to analyse volatility of running situation. This can be used for analysis purpose only not as buy/sell signals. How to use this? Ranges of candles may increase on lower value of PEC. Ranges of candles may decrease on high of...
SuperBars is a script that helps define trends within a stock. While SuperBars can be used on any time frame it really shines on the Daily due to the larger price fluctuation. It was designed to keep winning positions big and losing positions small. However, trading the reversals on this indicator can be detrimental please keep tight stop losses when trading the...
This is an indicator for swing trading which allows you to build your own strategies, backtest and alert. This version is the alertsetup which allows to create automated alerts hosted on TradingView servers that will trigger in form of emails, SMS, webhooks, notifications, and more. The backtest version can be found in my profile scripts page. The particularity...
This shows killzone sessions for London NY, Asia sessions. In addition to the opening hours of session, the pre-market and closing time periods are also marked with a grey color Generally these are consided period of high activity and can experience more volatility in these periods I also have enabled it to display the session times even on weekends. There...
Risk Metrics for Crypto. Market can be set to BTCUSD, BTCEUR, BTCCHF, BTCGBP, BTC1!, BTC2!, SPX, and DTB3 Beta Correlation Standard Deviation Variance R-squared
This Indicator Merges The Best Parts Of The Macd, Vortex, Volume, Ichimoku Cloud, Bollinger Bands, Atr, And Rsi Indicators. The Idea Is To Signal Important Sectors Of The Chart Were All Or Some Of These Indicators Are Giving The Same Signals. This Indicator Consist Of 3 Parts The Signaling Indicator Which Goes On As A Layout On Top On The Price Action...
Indicator idea based on classic Bollinger bands and Telson T8 moving average. The indicator detects Bollinger bands narrowing which should predict a move to a direction. NOTE: You need to define in the indicator settings (Narrow percentage) the percentage between the upper and lower bands that would be highlighted. For example: if you set 5%, the indicator...
% X Change Over Y Amount of Time AKA "ChangeTrend" Published by user Eric Thies on 9/3/2020 Description Relatively simple script that is measuring the performance of the input over the previous y # bars. The EMA appears to make troughs and peaks easy to see coming / look at as they happen. Interpretation: Orange Histogram Represents the immediate...