Simple script that calculates the normalized value of N. Rules taken from an online PDF containing the original Turtle system: "The Turtles used a volatility-based constant percentage risk position sizing algorithm. The Turtles used a concept that Richard Dennis and Bill Eckhardt called N to represent the underlying volatility of a particular market. N is simply...
This screens for Supertrend reversal's in 10 different securities. The main logic for the screener is taken from "Simple Custom Screener in Pinescript" by QuantNomad with his permission. If the label color is not visible due to the text in it being white colored, then choose a different color from settings. Also added a simple supertrend to it. Terminology...
This merges Volatility Stop & its MTF version both published by u/TradingView . Background is colored green or red when both the current timeframe Vstop and higher timeframe Vstop point in same direction. Aim is to take the standard Vstop script which differentiates market from only uptrend/downtrend to uptrend/downtrend/sideways. There is a tradeoff with this,...
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...
1) Daily high - low range as a column chart 2) If differentiates the days of the week, Wednesday - Blue, Thursday - Red
Marks out the ATR limits for your own custom selected timeframe Allows you to set an "Exact Distance" for the ATR. Note: If the "Exact Distance" is set = 0 then an ATR will be calculated for you based on an average of the "ATR Periods" i.e. By Default: atr(20) Otherwise if "Exact Distance" is not = 0 then ATR limits will be calculated using your specified...
Here is a label panel that shows the stop-loss number for Long or Short trades based on volatility using average true range and and a mult of that.
ATRCD calculates a MACD over the Average True Range, therefore helping traders to spot momentum in volatility. The Average True Range is a measurement of the average candle size over a period of time, i.e. when the candles are small, the ATR is low. ATR measures volatility . The MACD is a momentum indicator. It measures market momentum based on the average...
Script ini dibuat untuk membantu strategi trend following harian pada saham-saham di IHSG. Terdiri dari: 1. Petunjuk visual untuk area trend yang sebaiknya dihindari ( bearish trend ), berupa background berwarna merah. Dimana area bearish trend adalah ketika garis fast ema berada di bawah garis slow ema . 2. Batas stop loss / trailing stop, dengan acuan nilai...
This indicator takes risk, delta, share price/option value, and atr to adjust position size to fit risk management. For delta, put the change in position value per every dollar change in the stock price. An option delta of 0.5, would roughly mean a $50 shift for every 1 dollar movement. Thanks for reading and any feedback would be appreciated!
3つの抵抗帯 ○インプライド・ボラティリティ ○アベレージ・トゥルー・レンジ ○ピボットポイント を利用して、日単位・週単位で価格が到達するであろう境界線を表示します。 中途半端な価格帯での狼狽売買を避けて、優位性が期待できる値位置でエントリー・エグジットを検討できます。 価格がPAI bandに到達した時に、あなたが愛用している他のテクニカルのサインと合わせて使うのもいいでしょう。 3 resistance bands ○ Implied volatility ○ Average True Range ○ Pivot point Use to display the boundaries that the price will reach on a daily/weekly basis. You can...
(ENGLISH VERSION BELOW) Die richtige Auswahl von Instrumenten ist essenziell. Wir können nur dann Profite machen, wenn das Instrument sich bewegt. Bekannte Indikatoren wie der ATR (Average True Range) inkludieren hier ebenfalls Kurslücken. Das ist gut, dennoch wollen wir Volatiltät von einem anderen Standpunkt betrachten. Welche Bewegungen sind also vom Hoch zum...
Brief: Default Small Donchian period : 20 for D,W,M and 9 for smaller timeframe (1) Default Big Donchian period : 50 for all timeframe Default ATR Stop: 2ATR Settings: Donchian Settings : it does nothing but tell you that below is Donchian Settings - Show Basis: show donchian basis line or not, default is no - Background: show donchian's background or not,...
The clouds reflect a possible overextension of the trend. Traders could use it as a signal to scale out the positions in the direction of the present trend or avoid scaling in. The indicator plots the difference between ADX over the 45 level proportionate to the range between an ATR multiplier around MA. By default, the ADX is calculated with a DI length of 14...
Stop ATR focused on Bull Trend Following, therefore it is plotted only as ATR subtracted from the prices. This indicator has the correct calculation of the ATR formula.
This Indicator will give you buy and sell signal based on average true range This Indicator is modified version of Real Money Miner, which will give you fewer signals but with good accuracy. Buy and Sell only as per your Risk Appetite. Stoploss is also inbuilt. Thanks, rareme
A simple indicator of trend by using 3 EMAs of multiplies of 2, 5 and 10, filtered by standard positive/negative directional movements (DM) which are the base of Average Directional Index (ADX). The "Trend Strength" option is included to set the EMA multipliers and also the variation between DM+ and DM- which interpret the trend as a weak or a strong one. Note...
One-Stop Trading Setup: This script designed to identify up, down, and sideways trends. 200 HMA, 9 EMA, PSAR, and ATR are used to identify the strength of any instrument. Candle Colors - Simpler approach to follow: Green color indicates for up side trade signals Red color indicates for down side trade signals Yellow color can be interpreted for stop,...