Crypto Leverage Ratio [Market Cap / Open Interest in %]This indicator calculates what percentage of market cap data corresponds to open interest data.
Leverage Ratio = 1/(Market Cap / 100 * Open Interest)
Market Cap data comes from TradingView -> CRYPTOCAP:YOURCOINSYMBOL
Open Interest data comes from IntoTheBlock -> INTOTHEBLOCK:YOURCOINSYMBOL_PERPETUALOPENINTEREST
IntoTheBlock refresh perpetual data at the end of the day. It means there is no intraday data.
It can only be used in Daily or higher time intervals.
This indicator and any other indicator can not precisely calculate real leverage ratio except exchanges itself. This calculation is just based on assumption.
You can see the exact same result by just adding:
1/(CRYPTOCAP:BTC/100*INTOTHEBLOCK:BTC_PERPETUALOPENINTEREST)
to your symbol search, if your chart is a BTC chart.
"
The Futures Open Interest Leverage Ratio is calculated by dividing the market open contract value, by the market cap of the asset (presented as %). This returns an estimate of the degree of leverage that exists relative to market size as a gauge for whether derivatives markets are a source of deleveraging risk.
High Values indicate that futures market open interest is large relative to the market size. This increases the risk of a short/long squeeze, deleveraging event, or liquidation cascade.
Low Values indicate that futures market open interest is small relative to the market size. This is generally coincident with a lower risk of derivative led forced buying/selling and volatility.
Deleveraging Events such as short/long squeezes, or liquidation cascades can be identified by rapid declines in OI relative to market cap, and vertical drops in the metric.
-glassnode
"
says glassnode. I think it is more than that. Especially with MAs.
Cari skrip untuk "马斯克+100万"
Console📕 Console Library
🔷 Introduction
This script is an adaptation of the classic JavaScript console script. It provides a simple way to display data in a console-like table format for debugging purposes.
While there are many nice console/logger scripts out there, my personal goal was to achieve inline functionality and visual object (label, lines) logging .
🔷 How to Use
◼ 1. Import the Console library into your script:
import cryptolinx/Console/1
- or -
Instead of the library namespace, you can define a custom namespace as alias.
import cryptolinx/Console/1 as c
◼ 2. Create and init a new `` object.
The `init()` method is used to initialize the console object with default settings. It can be used to customize it.
// When using the `var` keyword in a declaration, the logs will act as ever-forwarding.
// Without `var`, the `console` variable will be redeclared every time `bar` is called.
// var console = Console.terminal.new(log_position=position.bottom_left, prefix = '> ', show_no = true)
- or -
If you has set up an alias before.
var console = c.terminal.new().init()
◼ 3. Logging
// inline ✨
array testArray = array.new(3, .0).log(console)
// basic
console.log(testArray)
// inline ✨
var testLabel = label.new(bar_index, close, 'Label Text').log(console)
// basic
console.log(testLabel)
// It is also possible to use `().` for literals ✨.
int a = 100
testCalc = (5 * 100).log(console) + a.log(console) // SUM: 600
console.
.empty()
.log('SUM' + WS + testCalc.tostring())
◼ 4. Visibility
Finally, we need to call the `show()` method to display the logged messages in the console.
console.show(true) // True by default. Simply turn it on or off
Branch CurveLibrary "branch"
Generates a branch made of segments with a starting angle
and a turning angle for each segment. The branch is generated from a starting point
and a number of nodes to generate. The length of each segment and angle of each segment
can be adjusted. The branch can be generated in 2D or 3D, render as you wish.
method branch(origin, nodes, segment_length, segment_growth, angle_start, angle_turn)
# Branch Generation.
- `origin`: CommonTypesMath.Vector3 - The starting point of the branch. If the z value is not zero, it will be used as the starting angle.
- `nodes`: int - The number of nodes to generate.
- `segment_length`: float - The length of each segment.
- `segment_growth`: float - The growth of each segment. 0 = no growth, 100 = double the length of the previous segment.
- `angle_start`: float - The starting angle of the branch in degrees.
- `angle_turn`: float - The turning angle of each segment in degrees.
Namespace types: CommonTypesMath.Vector3
Parameters:
origin (Vector3 type from RicardoSantos/CommonTypesMath/1) : The starting point of the branch. If the z value is not zero, it will be used as the starting angle.
nodes (int) : The number of nodes to generate.
segment_length (float) : The length of each segment.
segment_growth (float) : The growth of each segment. 0 = no growth, 100 = double the length of the previous segment.
angle_start (float) : The starting angle of the branch in degrees.
angle_turn (float) : The turning angle of each segment in degrees.
@return segments The list of segments that make up the branch.
[MiV] MA Screener v1.0In my trading I stick to the following strategy: I buy an asset above the 100/200 moving average and then sell it.
The most problematic thing in all this is to look for assets that are above the 100 or 200 moving average, and to assess how "far" the price is from that moving average.
In fact, to solve this problem I created this indicator.
It works with 30 different assets and displays the state of its two moving averages, whether the price is higher or not, and how much higher the price is from that level.
WillyCycle Oscillator&DoubleMa/ErkOzi/version 2This oscillator can be customized by adjusting the length of the Willy period, the length of Willy's EMA, and the upper and lower bands. The upper and lower bands help traders identify overbought and oversold conditions.
The WillyCycle Oscillator is a technical analysis tool used to measure the momentum of an asset and identify overbought and oversold conditions based on the price range of a specific period and calculating the percentage of the closing price in that range. The WillyCycle Oscillator consists of two main components: Willy and Willy's EMA. The Willy component is the percentage calculation of the asset's price range, and Willy's EMA is the exponential moving average of the Willy component. Willy's EMA is used to smooth out the Willy component and make it easier to identify trends.
*** When the oscillator is above the 80 level, it indicates that the asset is overbought, and when it is below the 20 level, it indicates that the asset is oversold. Traders can use these levels as a guide for buying and selling signals.
***Traders can also use the WillyCycle Oscillator to identify trend reversals. When the oscillator rises above the 50 level, it signals a potential uptrend, and when it falls below the 50 level, it signals a potential downtrend.
***I have added a smoothed line option to the WillyCycle Oscillator, which allows traders to see a more smoothed version of the oscillator. This option can be enabled by setting the 'smoothed' input to true. The default value for the smoothed line is 15.
***We have also changed the value range of the WillyCycle Oscillator from -100 to 100 to 0 to 100. This change was made to make the oscillator more user-friendly and easier to read.
In conclusion, the WillyCycle Oscillator is a versatile tool that can help traders identify potential trading opportunities and trend reversals. Traders can customize the oscillator to fit their trading style and preferences. Adding a smoothed line and changing the value range can enhance the user experience and make the oscillator easier to use.
Fixed Volatility OscillatorA fixed volatility plotter set to a 0-100 range - Plots the current volatility % using the formula to calculate volatility and stdev (standard deviation) based on the candle lookback.
The indicator is Fixed, which means that regardless of the chart, the volatility will be plotted on a percentage of 0% - 100% with a 101% threshold set to indicate a volatility reset. While the volume of volatility will change depending on the chart, the volatility will ALWAYS stay within this range.
if a plot exceeds 100% it should be marked as volatility reset - not an expansion
and should also be noted that the volatility spikes are also very inconsistent in volume and vary greatly.
The candle lookbacks on standard are organized be from 10 candles to 100 candles. I found the best results using the 50 candles lookback, and therefore have set it as the default value. These different values can be used to pull the information from the # of candles on the selected option - and therefore the volatility will be calculated from the number of candles selected.
// note for other people versed in pinescript
While this indicator may be useful in trading or strategies, it is more meant to incorporated into other scripts or used as a basis that can be further expanded on. The visuals are not built at all - for that purpose.
This script has not been listed as a library for the fact that it can be used as an actual indicator within a strategy - hope you enjoy.
Bulls v BearsThis script helps you identify the relative strength of bulls and bears in the market. It calculates the difference between the high and the moving average for bulls, and the difference between the moving average and the low for bears. Then it normalizes the values between -100 and 100 using the highest and lowest values of the last "bars back" periods. This allows you to compare the current strength of bulls and bears relative to their historical strength.
The output of the script is a colored column chart that represents the difference between the normalized bulls and bears values. If the chart is mostly green, it means the bulls are currently stronger than the bears, and vice versa for a mostly red chart. Additionally, the script provides bullish and bearish signals based on when the normalized bulls cross above or below the user-defined "Line Height" value.
You can use this script to help you identify potential trend changes in the market, as well as to confirm existing trends.
MomentumIndicatorsLibrary "MomentumIndicators"
This is a library of 'Momentum Indicators', also denominated as oscillators.
The purpose of this library is to organize momentum indicators in just one place, making it easy to access.
In addition, it aims to allow customized versions, not being restricted to just the price value.
An example of this use case is the popular Stochastic RSI.
# Indicators:
1. Relative Strength Index (RSI):
Measures the relative strength of recent price gains to recent price losses of an asset.
2. Rate of Change (ROC):
Measures the percentage change in price of an asset over a specified time period.
3. Stochastic Oscillator (Stoch):
Compares the current price of an asset to its price range over a specified time period.
4. True Strength Index (TSI):
Measures the price change, calculating the ratio of the price change (positive or negative) in relation to the
absolute price change.
The values of both are smoothed twice to reduce noise, and the final result is normalized
in a range between 100 and -100.
5. Stochastic Momentum Index (SMI):
Combination of the True Strength Index with a signal line to help identify turning points in the market.
6. Williams Percent Range (Williams %R):
Compares the current price of an asset to its highest high and lowest low over a specified time period.
7. Commodity Channel Index (CCI):
Measures the relationship between an asset's current price and its moving average.
8. Ultimate Oscillator (UO):
Combines three different time periods to help identify possible reversal points.
9. Moving Average Convergence/Divergence (MACD):
Shows the difference between short-term and long-term exponential moving averages.
10. Fisher Transform (FT):
Normalize prices into a Gaussian normal distribution.
11. Inverse Fisher Transform (IFT):
Transform the values of the Fisher Transform into a smaller and more easily interpretable scale is through the
application of an inverse transformation to the hyperbolic tangent function.
This transformation takes the values of the FT, which range from -infinity to +infinity, to a scale limited
between -1 and +1, allowing them to be more easily visualized and compared.
12. Premier Stochastic Oscillator (PSO):
Normalizes the standard stochastic oscillator by applying a five-period double exponential smoothing average of
the %K value, resulting in a symmetric scale of 1 to -1
# Indicators of indicators:
## Stochastic:
1. Stochastic of RSI (Relative Strengh Index)
2. Stochastic of ROC (Rate of Change)
3. Stochastic of UO (Ultimate Oscillator)
4. Stochastic of TSI (True Strengh Index)
5. Stochastic of Williams R%
6. Stochastic of CCI (Commodity Channel Index).
7. Stochastic of MACD (Moving Average Convergence/Divergence)
8. Stochastic of FT (Fisher Transform)
9. Stochastic of Volume
10. Stochastic of MFI (Money Flow Index)
11. Stochastic of On OBV (Balance Volume)
12. Stochastic of PVI (Positive Volume Index)
13. Stochastic of NVI (Negative Volume Index)
14. Stochastic of PVT (Price-Volume Trend)
15. Stochastic of VO (Volume Oscillator)
16. Stochastic of VROC (Volume Rate of Change)
## Inverse Fisher Transform:
1.Inverse Fisher Transform on RSI (Relative Strengh Index)
2.Inverse Fisher Transform on ROC (Rate of Change)
3.Inverse Fisher Transform on UO (Ultimate Oscillator)
4.Inverse Fisher Transform on Stochastic
5.Inverse Fisher Transform on TSI (True Strength Index)
6.Inverse Fisher Transform on CCI (Commodity Channel Index)
7.Inverse Fisher Transform on Fisher Transform (FT)
8.Inverse Fisher Transform on MACD (Moving Average Convergence/Divergence)
9.Inverse Fisher Transfor on Williams R% (Williams Percent Range)
10.Inverse Fisher Transfor on CMF (Chaikin Money Flow)
11.Inverse Fisher Transform on VO (Volume Oscillator)
12.Inverse Fisher Transform on VROC (Volume Rate of Change)
## Stochastic Momentum Index:
1.Stochastic Momentum Index of RSI (Relative Strength Index)
2.Stochastic Momentum Index of ROC (Rate of Change)
3.Stochastic Momentum Index of VROC (Volume Rate of Change)
4.Stochastic Momentum Index of Williams R% (Williams Percent Range)
5.Stochastic Momentum Index of FT (Fisher Transform)
6.Stochastic Momentum Index of CCI (Commodity Channel Index)
7.Stochastic Momentum Index of UO (Ultimate Oscillator)
8.Stochastic Momentum Index of MACD (Moving Average Convergence/Divergence)
9.Stochastic Momentum Index of Volume
10.Stochastic Momentum Index of MFI (Money Flow Index)
11.Stochastic Momentum Index of CMF (Chaikin Money Flow)
12.Stochastic Momentum Index of On Balance Volume (OBV)
13.Stochastic Momentum Index of Price-Volume Trend (PVT)
14.Stochastic Momentum Index of Volume Oscillator (VO)
15.Stochastic Momentum Index of Positive Volume Index (PVI)
16.Stochastic Momentum Index of Negative Volume Index (NVI)
## Relative Strength Index:
1. RSI for Volume
2. RSI for Moving Average
rsi(source, length)
RSI (Relative Strengh Index). Measures the relative strength of recent price gains to recent price losses of an asset.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length : (int) Period of loopback
Returns: (float) Series of RSI
roc(source, length)
ROC (Rate of Change). Measures the percentage change in price of an asset over a specified time period.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length : (int) Period of loopback
Returns: (float) Series of ROC
stoch(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Stochastic Oscillator. Compares the current price of an asset to its price range over a specified time period.
Parameters:
kLength
kSmoothing : (int) Period for smoothig stochastic
dSmoothing : (int) Period for signal (moving average of stochastic)
maTypeK : (int) Type of Moving Average for Stochastic Oscillator
maTypeD : (int) Type of Moving Average for Stochastic Oscillator Signal
almaOffsetKD : (float) Offset for Arnaud Legoux Moving Average for Oscillator and Signal
almaSigmaKD : (float) Sigma for Arnaud Legoux Moving Average for Oscillator and Signal
lsmaOffSetKD : (int) Offset for Least Squares Moving Average for Oscillator and Signal
Returns: A tuple of Stochastic Oscillator and Moving Average of Stochastic Oscillator
stoch(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Stochastic Oscillator. Customized source. Compares the current price of an asset to its price range over a specified time period.
Parameters:
source : (float) Source of series (close, high, low, etc.)
kLength : (int) Period of loopback to calculate the stochastic
kSmoothing : (int) Period for smoothig stochastic
dSmoothing : (int) Period for signal (moving average of stochastic)
maTypeK : (int) Type of Moving Average for Stochastic Oscillator
maTypeD : (int) Type of Moving Average for Stochastic Oscillator Signal
almaOffsetKD : (float) Offset for Arnaud Legoux Moving Average for Stoch and Signal
almaSigmaKD : (float) Sigma for Arnaud Legoux Moving Average for Stoch and Signal
lsmaOffSetKD : (int) Offset for Least Squares Moving Average for Stoch and Signal
Returns: A tuple of Stochastic Oscillator and Moving Average of Stochastic Oscillator
tsi(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet)
TSI (True Strengh Index). Measures the price change, calculating the ratio of the price change (positive or negative) in relation to the absolute price change.
The values of both are smoothed twice to reduce noise, and the final result is normalized in a range between 100 and -100.
Parameters:
source : (float) Source of series (close, high, low, etc.)
shortLength : (int) Short length
longLength : (int) Long length
maType : (int) Type of Moving Average for TSI
almaOffset : (float) Offset for Arnaud Legoux Moving Average
almaSigma : (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet : (int) Offset for Least Squares Moving Average
Returns: (float) TSI
smi(sourceTSI, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
SMI (Stochastic Momentum Index). A TSI (True Strengh Index) plus a signal line.
Parameters:
sourceTSI : (float) Source of series for TSI (close, high, low, etc.)
shortLengthTSI : (int) Short length for TSI
longLengthTSI : (int) Long length for TSI
maTypeTSI : (int) Type of Moving Average for Signal of TSI
almaOffsetTSI : (float) Offset for Arnaud Legoux Moving Average
almaSigmaTSI : (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSetTSI : (int) Offset for Least Squares Moving Average
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
Returns: A tuple with TSI, signal of TSI and histogram of difference
wpr(source, length)
Williams R% (Williams Percent Range). Compares the current price of an asset to its highest high and lowest low over a specified time period.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length : (int) Period of loopback
Returns: (float) Series of Williams R%
cci(source, length, maType, almaOffset, almaSigma, lsmaOffSet)
CCI (Commodity Channel Index). Measures the relationship between an asset's current price and its moving average.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length : (int) Period of loopback
maType : (int) Type of Moving Average
almaOffset : (float) Offset for Arnaud Legoux Moving Average
almaSigma : (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet : (int) Offset for Least Squares Moving Average
Returns: (float) Series of CCI
ultimateOscillator(fastLength, middleLength, slowLength)
UO (Ultimate Oscilator). Combines three different time periods to help identify possible reversal points.
Parameters:
fastLength : (int) Fast period of loopback
middleLength : (int) Middle period of loopback
slowLength : (int) Slow period of loopback
Returns: (float) Series of Ultimate Oscilator
ultimateOscillator(source, fastLength, middleLength, slowLength)
UO (Ultimate Oscilator). Customized source. Combines three different time periods to help identify possible reversal points.
Parameters:
source : (float) Source of series (close, high, low, etc.)
fastLength : (int) Fast period of loopback
middleLength : (int) Middle period of loopback
slowLength : (int) Slow period of loopback
Returns: (float) Series of Ultimate Oscilator
macd(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet)
MACD (Moving Average Convergence/Divergence). Shows the difference between short-term and long-term exponential moving averages.
Parameters:
source : (float) Source of series (close, high, low, etc.)
fastLength : (int) Period for fast moving average
slowLength : (int) Period for slow moving average
signalLength : (int) Signal length
maTypeFast : (int) Type of fast moving average
maTypeSlow : (int) Type of slow moving average
maTypeMACD : (int) Type of MACD moving average
almaOffset : (float) Offset for Arnaud Legoux Moving Average
almaSigma : (float) Sigma for Arnaud Legoux Moving Average
lsmaOffSet : (int) Offset for Least Squares Moving Average
Returns: A tuple with MACD, Signal, and Histgram
fisher(length)
Fisher Transform. Normalize prices into a Gaussian normal distribution.
Parameters:
length
Returns: A tuple with Fisher Transform and signal
fisher(source, length)
Fisher Transform. Customized source. Normalize prices into a Gaussian normal distribution.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length
Returns: A tuple with Fisher Transform and signal
inverseFisher(source, length, subtrahend, denominator)
Inverse Fisher Transform.
Transform the values of the Fisher Transform into a smaller and more easily interpretable scale is
through the application of an inverse transformation to the hyperbolic tangent function.
This transformation takes the values of the FT, which range from -infinity to +infinity,
to a scale limited between -1 and +1, allowing them to be more easily visualized and compared.
Parameters:
source : (float) Source of series (close, high, low, etc.)
length : (int) Period for loopback
subtrahend : (int) Denominator. Useful in unbounded indicators. For example, in CCI.
denominator
Returns: (float) Series of Inverse Fisher Transform
premierStoch(length, smoothlen)
Premier Stochastic Oscillator (PSO).
Normalizes the standard stochastic oscillator by applying a five-period double exponential smoothing
average of the %K value, resulting in a symmetric scale of 1 to -1.
Parameters:
length : (int) Period for loopback
smoothlen : (int) Period for smoothing
Returns: (float) Series of PSO
premierStoch(source, smoothlen, subtrahend, denominator)
Premier Stochastic Oscillator (PSO) of custom source.
Normalizes the source by applying a five-period double exponential smoothing average.
Parameters:
source : (float) Source of series (close, high, low, etc.)
smoothlen : (int) Period for smoothing
subtrahend : (int) Denominator. Useful in unbounded indicators. For example, in CCI.
denominator
Returns: (float) Series of PSO
stochRsi(sourceRSI, lengthRSI, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
sourceRSI
lengthRSI
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochRoc(sourceROC, lengthROC, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
sourceROC
lengthROC
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochUO(fastLength, middleLength, slowLength, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
fastLength
middleLength
slowLength
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochTSI(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
shortLength
longLength
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochWPR(source, length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochCCI(source, length, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochFT(length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochVolume(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochMFI(source, length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochOBV(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochPVI(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochNVI(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochPVT(source, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
source
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
stochVROC(length, kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD)
Parameters:
length
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
iftRSI(sourceRSI, lengthRSI, lengthIFT)
Parameters:
sourceRSI
lengthRSI
lengthIFT
iftROC(sourceROC, lengthROC, lengthIFT)
Parameters:
sourceROC
lengthROC
lengthIFT
iftUO(fastLength, middleLength, slowLength, lengthIFT)
Parameters:
fastLength
middleLength
slowLength
lengthIFT
iftStoch(kLength, kSmoothing, dSmoothing, maTypeK, maTypeD, almaOffsetKD, almaSigmaKD, lsmaOffSetKD, lengthIFT)
Parameters:
kLength
kSmoothing
dSmoothing
maTypeK
maTypeD
almaOffsetKD
almaSigmaKD
lsmaOffSetKD
lengthIFT
iftTSI(source, shortLength, longLength, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
shortLength
longLength
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT
iftCCI(source, length, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
length
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT
iftFisher(length, lengthIFT)
Parameters:
length
lengthIFT
iftMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
lengthIFT
iftWPR(source, length, lengthIFT)
Parameters:
source
length
lengthIFT
iftMFI(source, length, lengthIFT)
Parameters:
source
length
lengthIFT
iftCMF(length, lengthIFT)
Parameters:
length
lengthIFT
iftVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, lengthIFT)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
lengthIFT
iftVROC(length, lengthIFT)
Parameters:
length
lengthIFT
smiRSI(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiROC(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiVROC(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiWPR(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiFT(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiFT(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiCCI(source, length, maTypeCCI, almaOffsetCCI, almaSigmaCCI, lsmaOffSetCCI, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
maTypeCCI
almaOffsetCCI
almaSigmaCCI
lsmaOffSetCCI
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiUO(fastLength, middleLength, slowLength, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
fastLength
middleLength
slowLength
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiMACD(source, fastLength, slowLength, signalLength, maTypeFast, maTypeSlow, maTypeMACD, almaOffset, almaSigma, lsmaOffSet, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
fastLength
slowLength
signalLength
maTypeFast
maTypeSlow
maTypeMACD
almaOffset
almaSigma
lsmaOffSet
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiVol(shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiMFI(source, length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiCMF(length, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
length
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiOBV(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiPVT(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiVO(shortLen, longLen, maType, almaOffset, almaSigma, lsmaOffSet, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
shortLen
longLen
maType
almaOffset
almaSigma
lsmaOffSet
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiPVI(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
smiNVI(source, shortLengthTSI, longLengthTSI, maTypeTSI, almaOffsetTSI, almaSigmaTSI, lsmaOffSetTSI, maTypeSignal, smoothingLengthSignal, almaOffsetSignal, almaSigmaSignal, lsmaOffSetSignal)
Parameters:
source
shortLengthTSI
longLengthTSI
maTypeTSI
almaOffsetTSI
almaSigmaTSI
lsmaOffSetTSI
maTypeSignal
smoothingLengthSignal
almaOffsetSignal
almaSigmaSignal
lsmaOffSetSignal
rsiVolume(length)
Parameters:
length
rsiMA(sourceMA, lengthMA, maType, almaOffset, almaSigma, lsmaOffSet, lengthRSI)
Parameters:
sourceMA
lengthMA
maType
almaOffset
almaSigma
lsmaOffSet
lengthRSI
Colorful Moving Averageswhat is Colorful Moving Averages?
This indicator allows you to use your favorite moving averages in their advanced form.
what it does?
It gives you easy access to the following information with a single indicator: the direction and momentum of the price,
rate of change of momentum (acceleration),
time-dependent change in momentum,
and all the other information a moving average provides.
it paints the selected moving average type according to the momentum it has, and also shows the momentum and acceleration values in a table. colors are interpreted as follows: the color of the moving average is red, the momentum is negative; A green color means the momentum is positive, and a yellow color means the momentum is 0. As the momentum changes, the moving average takes on different shades of these 3 colors. how it actually works can be easily understood at a glance.
"Δ" sign indicates momentum compressed between 100 and -100.
"Γ" sign indicates the momentum of the momentum, that is the acceleration. its values are compressed between 100 and -100.
how it does it?
it uses this formulas:
how to use it?
First, select the moving average type you want to use. then set the length and source. Now, with a single indicator, you can observe both the distance of the price from the mean, its instantaneous momentum relative to the last candle by looking at the symbol "Δ", the current change of momentum by looking at the symbol "Γ", and the time-dependent change in its momentum by looking at the colors. you can also see the maximum and minimum points where the momentum is equal to 0.
Orion:SagittaSagitta
Sagitta is an indicator the works to assist in the validation of potential long entries and to place stop-loss orders. Sagitta is not a "golden indicator" but more of a confirmation indicator of what prices might be suggesting.
The concept is that while stocks can turn in one bar, it usually takes two bars or more to signal a turn. So, using a measurement of two bars help determine the potential turning of prices.
Behind the scenes, Sagitta is nothing more than a 2 period stochastic which has had its values divided into five specific zones.
Dividing the range of the two bars in five sections, the High is equal to 100 and the Low is equal to 0.
The zones are:
20 = bearish (red) – This is when the close is the lower 20% of the two bars
40 = bearish (orange) – This is when the close is between the lower 20% and 40% of the two bars.
60 = neutral (yellow) – This is when the close is between the middle 40% - 60% of the two bars.
80 = bullish (blue) – This is when the close is between the upper 60% - 80% of the two bars.
100 = bullish (green) – This is when the close is above the upper 80% of the bar.
The general confirmation concept works as such:
When the following bar is of a higher value than the previous bar, there is potential for further upward price movement. Conversely when the following bar is lower than the previous bar, there is potential for further downward movement.
Going from a red bar to orange bar Might be an indication of a positive turn in direction of prices.
Going from a green bar to an orange bar would also be considered a negative directional turn of prices.
When the follow on bar decreases (ie, green to blue, blue to yellow, etc) placing a stop-loss would be prudent.
Maroon lines in the middle of a bar is an indication that prices are currently caught in consolidation.
Silver/Gray bars indicate that a high potential exists for a strong upward turn in prices exists.
Consolidation is calculated by determining if the close of one bar is between the high and low of another bar. This then establishes the range high and low. As long as closes continue with this range, the high and low of the range can expand. When the close is outside of the range, the consolidation is reset.
Signals in areas of consolidation (maroon center bar) should be looked upon as if the prices are going to challenge the high of the consolidation range and not necessarily break through.
The entry technique used is:
The greater of the following two calculations:
High of signal bar * 1.002 or High of signal bar + .03
The stop-loss technique used is:
The lesser of the following two calculations:
Low of signal bar * .998 or Low of signal bar - .03
IF an entry signal is generated and the price doesn’t reach the entry calculation. It is considered a failed entry and is not considered a negative or that you missed out on something. This has saved you from losing money since the prices are not ready to commit to the direction.
When placing a stop-loss, it is never suggested that you lower the value of a stop-loss. Always move your stop-losses higher in order to lock in profit in case of a negative turn.
Bar Magnified Volume Profile/Fixed Range [ChartPrime]This indicator draws a volume profile by utilizing data from the lower timeframe to get a more accurate representation of where volume occurred on a bar to bar basis. The indicator creates a price range, and then splits that price range into 100 grids by default. The indicator then drops down to the lower timeframe, approximately 16 times lower than the current timeframe being viewed on the chart, and then parses through all of the lower timeframe bars, and attributes the lower timeframe bar volume to all grids that it is touching. The volume is dispersed proportionally to the grids which it is touching by whatever percent of the candle is inside each grid. For example, if one of the lower timeframe bars is interacting with "2" of the grids in the profile, and 60% of the candle is inside of the top grid, 60% of the volume from said candle will be attributed to the grid.
To make all of this magic happen, this script utilizes a quadratic time complexity algorithm while parsing and attributing the volume to all of the grids. Due to this type of algorithm being used in the script, many of the user inputs have been limited to allow for simplicity, but also to prevent possible errors when executing loops. For the most part, all of the settings have been thoroughly tested and configured with the right amount of limitations to prevent these errors, but also still give the user a broad range of flexibility to adjust the script to their liking.
📗 SETTINGS
Lookback Period: The lookback period determines how many bars back the script will search for the "highest high" and the "lowest low" which will then be used to generate the grids in-between
Number Of Levels: This setting determines how many grids there will be within the volume profile/fixed range. This is personal preference, however it is capped at 100 to prevent time complexity issues
Profile Length: This setting allows you to stretch or thin the volume profile. A higher number will stretch it more, vise versa a smaller number will thin it further. This does not change the volume profiles results or values, only its visual appearance.
Profile Offset: This setting allows you to offset the profile to the left or right, in the event the user does not appreciate the positioning of the default location of the profile. A higher number will shift it to the right, vise versa a lower number will shift it to the left. This is personal preference and does not affect the results or values of the profile.
🧰 UTILITY
The volume profile/fixed range can be used in many ways. One of the most popular methods is to identify high volume areas on the chart to be used as trade entries or exits in the event of the price revisiting the high volume areas. Take this picture as an example. The image clearly demonstrates how the 2 highest areas of volume within this magnified volume profile also line up to great areas of support and resistance in the market.
Here are some other useful methods of using the volume profile/fixed range
Identify Key Support and Resistance Levels for Setups
Determine Logical Take Profits and Stop Losses
Calculate Initial R Multiplier
Identify Balanced vs Imbalanced Markets
Determine Strength of Trends
I11L - Risk Adjusted LeveragingThis trading system, called "I11L - Risk Adjusted Leveraging", is designed to manage trades based on the current market volatility relative to its historical average. The system calculates the target number of open trades based on the ATR (Average True Range) indicator and adjusts the leverage accordingly. The system opens and closes trades using a pyramiding approach, allowing multiple positions to be opened at the same time.
Here's a step-by-step explanation of the system:
1. Calculate the ATR with a 14-day period and normalize it by dividing it by the current closing price.
2. Calculate the 100-day simple moving average (SMA) of the normalized ATR.
3. Calculate the ratio of the normalized ATR to its 100-day SMA.
4. Determine the target leverage based on the inverse of the ratio (2 / ratio).
5. Calculate the target number of open trades by multiplying the target leverage by 5.
6. Plot the target number of open trades and the current number of open trades on the chart.
7. Check if there's an opportunity to buy (if the current number of open trades is less than the target) or close a trade (if the current number of open trades is more than the target plus 1).
8. If there's an opportunity to buy, open a long trade and add the trade's name to the openTrades array.
9. If there's an opportunity to close a trade and there are trades in the openTrades array, close the most recent trade by referencing the array and remove it from the array.
This system aims to capture trends in the market by dynamically adjusting the number of open trades and leverage based on the market's volatility. It uses an array to keep track of open trades, allowing for better control over the opening and closing of individual trades.
Modified Mannarino Market Risk Indicator MMMRI MMRIModified Mannarino Market Risk Indicator MMMRI was developed by "Nobody Special Finance" as an enhancement to the original MMRI developed by Gregory Mannarino. The original and modified version were created as a way to gauge current level of risk in the market. This published indicator includes both versions along with ability to customize the symbols, denominators, and ratio factors that are used within their formulas. Additional options have been included to colorize the candles, plot, and level fills, as well as the option to show or hide a table containing the realtime values for both versions, along with the current dollar strength and 10Y yield.
Levels of market risk are denoted by dashed lines which represent the following levels: 0-50 slight risk, 50-100 low risk, 100-200 moderate risk, 200-300 high risk, 300+ extreme risk. The plot displays whichever of the following two formulas has been selected in the indicator settings, the default choice has been set to MMMRI:
MMRI = (USD Strength * USD Interest Rate) / 1.61
MMMRI = (Debt / GDP) * (USD Strength * USD Interest Rate) / 1.61
NOTICE: This is an example script and not meant to be used as an actual strategy. By using this script or any portion thereof, you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!
RSI is in Normal Distribution?Does RSI Follow a Normal Distribution?
The value of RSI was converted to a value between 0~2, 2~4, ..., 98~100, and the number of samples was graphed.
The Z values are expressed so that the values corresponding to 30 and 70 of the RSI can be compared with the standard normal distribution.
Additionally, when using the RSI period correction function of the 'RSI Candle Advanced V2' indicator that I made before, it shows no change in standard deviation.
RSI는 정규분포를 따를까요
RSI의 값을 0~2, 2~4, ..., 98~100 사이 값으로 변환하고 그 표본 갯수를 그래프로 표현하였습니다.
Z 값은 RSI의 30, 70에 해당하는 값을 표준정규분포와 비교할 수 있도록 표현하였습니다.
추가적으로 제가 예전에 만들었던 'RSI Candle Advanced V2' 지표의 RSI 기간 보정 함수를 사용할 경우 표준편차의 변화가 없음을 보입니다.
Negroni MA & RSI Strategy, plus trade entry and SL/TP optionsI will start with the context, and some things to think about when using a strategy tool to back-test ideas.
CONTEXT
FIRST: This is derived from other people's work, but I honestly hadn't found a mixed indicator MA strategy tool that does what this now does. If it is out there, apologies!!
This tool can help back-test various MA trends (SMA, EMA, HMA, VWMA); as well as factoring in RSI levels (or not); and can factor in a fixed HTF MA (or not). You can apply a 'retest entry' or a 'breakout entry', and you can also apply various risk mgt for SL/TP orders: 1) No SL/TP; or 2) a fixed %, or 3) dynamic ATR multipliers.
Find below, some details explaining what this tool is attempting to do.
Thank you, tack, salute!
THINGS TO REVIEW (it is not just about 'profitability'!!)
Whilst discretion is always highly encouraged as a trader, and a 100% indicator-driven strategy is VERY unlikely to yield sustainable results going forward, at the very least back-testing your strategies can help provide some guidance, not just on win rate Vs profit factor, but other things including:
a) Trade frequency: if a strategy has an 75% win rate and profit factor of 4, with all your parameters and confluence checks, but only triggers 3 trades every 5 years, is that realistically implementable to your trading situation if you have a $10,000 account?
b) Trade entry type: is it consistently better to wait for a retest of an 'MA zone', or is it better to market buy/sell on breakout of the 'MA zone'?
c) Risk management (SL/TP): is it consistently better to have a fixed static % for SL/TP ("I always place my stops 2% away, whether it is EURUSD or BTCUSDT"), or would you be better placed to try using an ATR multiplier of the respective assets?
d) Moving average type: is your old faithful 100 EMA really serving you well, or is the classic SMA more reliable, or how about the HMA, or the VWMA? Is the 100/200 cross holding up, or do you need something more sensitive? Is there any significant difference between a 10 EMA/20 EMA trend zone compared to a 13 EMA /25 EMA zone?
e) Confluence: Do added confluence checks (RSI, higher timeframe MA) actually improve profitability? But even if they do, is at the cost of cutting too many trades?
INPUTS AND PARAMETERS
Choice 1) Entry Strategy: Retest or Breakout - You can select both!
[ ]:
a) RETEST entry strat: price crosses UNDER FastMA INTO the 'MA trend zone'.
b) BREAKOUT entry strat: price crosses OVER FastMA OUT the 'MA trend zone'.
Choice 2) Risk Management (SL and TP) - You can select more than 1 strategy!
a) No SL/TP: Long trades are closed when the LOW crosses back UNDER the fastMA again, and shorts are closed when the HIGH crosses back OVER the fastMA again.
b) Static % SL/TP: Your SL/TP will be a fixed % away from avg. position price... WARNING: You should change this for various asset classes; FX vol is not the same as crypto altcoin vol!
c) Dynamic ATR SL/TP: Your SL/TP is a multiple of your selected ATR range (default is 50, see 'info' when you select ATR range). ATR accounts for the change in vol of different asset classes somewhat, HOWEVER... you should probably still not have the same multiplier trading S&P500 as you would trading crypto altcoins!
Then select your preferred parameters: EMA, SMA, HMA, VWMA, etc. You can mix and match, and most options have a info/tooltip guide.
RSI note: If you don't care for RSI levels, then set buy signal at 1... i.e always buys! Similarly set sell signal at 99.
ATR note: standard ATR length is usually 14, however... your SL/TP will move POST entry, and can tighten or widen your initial SL/TP... for better AND usually for worse! Go find a trade (strat 3) on the chart, look at the SL/TP lines, now change the number to 5, you'll see.
Fixed HTF MA note: If you don't care for HTF MA confluence, just change the timeframe/options to match the 'Slow MA' options you've chosen.
Smart QQE ModSmart QQE - Chart Overlay
Smart QQE shows QQE Trend and RSI plot on chart to determine the trend direction and eliminate false signals.
QQE is obtained from original code by Glaz and rescaled to fit on chart. RSI 50 level acts as Zero which is plotted as a Bollinger on chart.
This is not a Bollinger band . its an RSI channel with levels 0-100 plotted around the mid band. The RSI Mid Band is calculated based on RSI value.
Trend:
Price above RSI Mid band is uptrend
Price below RSI Mid band is Down Trend
The Green line - Discount Zone - 0-RSI level - Oversold Zone
The Red Line - Premium Zone - 100 - RSI level - Overbought Zone
Buy / Sell signals
QQE Buy and Sell signals are plotted based on crossovers of RSI and Fast RSI crossovers.
QQE trend is colored based on the crossover.
Candle color:
candle color determines the Original QQE Trend.
Blue - QQE line above Threshold level in Buy Zone
Pink - QQE line below Threshold level in Sell Zone
Entries are to be made with proper confirmation.
HULL MA is provided as a MA Ribbon for additional confirmation. This MA can be changed to various forms Like EMA , SMA , WMA , HMA , RMA the open and close of the MA are plotted so it determines the exact Trend reversal of the price.
Credits to @Glaz QQE Threshold
