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Adaptive

[LunaOwl] 11 kinds of Adaptive MA Model作品: 11種自適應性平滑模型 It integrates eleven kinds of adaptive moving average method. At first, I just wanted to make a ATR. Later, the price series ±N*ATR mult, to form two series. Then use the concept of support/resistance breakthrough to design it, and then two adaptive series formation channels were formed. Take the average of the two series as the signal. When the price crosses the signal, it's judged to be long or short. 整合了十一種能夠自適應性的移動平均模型。起初只是想要做一個基本款ATR指標，後來將價格加減N個ATR倍數，形成兩條序列形成通道，再使用支撐阻力突破的概念去設計它，再形成兩條自適應性的序列形成通道，再取中間值當成信號。當價格與信號交叉，則判斷作多或者作空。 --------------------------* Parameter 設置參數 Resolution: The default is "the same as the variety". Is a named constant for resolution input type of input function. 商品分辨率：預設與品種相同。是input函數的時間周期輸入類型的命名常量。 Smoothing: The default is Recursive Moving Average(RMA). It can choose other methods, the table is as follows. 平滑類型：預設是「遞回平均」，可以選擇其它方法，列表如下。 列表 / The table of moving averages is as follows: //****中英對照表*****##______________________________________ 1. 遞回平均 || Recursive Moving Average 2. 簡單平均 || Simple Moving Average 3. 指數平均 || Exponential Moving Average 4. 加權平均 || Weighted Moving Average 5. 船體平均 || Hull Moving Average 6. 成交量加權 || Volume Weighted Moving Average 7. 對稱加權 || Symmetric Weighted Moving Average 8. 雙重指數 || Double Exponential Moving Average 9. 三重指數 || Triple Exponential Moving Average 10. 高斯分佈 || Arnaud Legoux Moving Average 11. 提爾森T3 || Tillson T3 Moving Average //##_________________________________________________________ Candle Mode: There are three versions, original, two-color and four-color. 燭台模式：預設模式只區分趨勢，可以改成原版蠟燭或四種顏色版本。 Length: The default is 14, usually no need to adjust. 平滑期數：預設值是14，基本上不用理它。 Occurrence: The default is 1. The range is 0~10. The larger the value, the more delayed. If zero will become too sensitive and noise. 滯後性：預設值是1。調整範圍是0~10，數值愈大信號愈延遲，如果值為0，會變得過於敏捷，那將會失去平滑的意義。 N multiple: The default is 0.618, can be set to 1. The range is 0.382~3.000. 倍數N：預設值是0.618，也可以設定1，最低是0.382，最大是3。 --------------------------* 1. Candle Mode can set the original candle, cancel candle trend color changes. However, the background will still be filled. 可以設定顯示原版的蠟燭線，背景與線並不會消失。 2. Four-color version of candles. It shows changes in trends and prices. 四色版本的蠟燭線，可以顯示趨勢與每日收盤價的變化。
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LunaOwl의
17
Vicious Cycle by Cryptorhythms [CR]Vicious Cycle by Cryptorhythms Intro I have been working on this one for a few months now, bringing our flagship indicator Bull Bear Filter up to date with new ideas and algorithms to clarify cyclical trend components in any time series data. Description This indicator has no settings that the user needs to change. It is completely adaptive and dynamic to any market, timeframe, or time series data. The goal was to create a tool that isolated cyclical waveforms, making it easier to follow a noisy market. Keep in mind, its not RSI, Stoch, Ehlers or anything else - its a completely new DSP method that I created myself. You can only get the Vicious Cycle from CR! Private This indicator is reserved for our members only to prevent the alpha decay as long as possible. You can view my signature at the bottom of this post for more information on membership. Examples Here I will list a number of examples screenshots across markets and timeframes. Remember, NO SETTINGS WERE CHANGED at all for these screenshots. As you can see its quite a versatile tool! BITCOIN XBTUSD 20Min XBTUSD 4H XBTUSD 6H GOLD XAUUSD 2D XAUUSD 4H FOREX EURUSD 3 Min EURUSD 30 Min GBPJPY 1H USDJPY 12H STOCKS TSLA 1D AMD 1D SPY 1D VIX 12H OIL USDWTI 3D USDWTI 2H USOIL 15 Min
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theheirophant의
6
MAMA (Ehlers) MESA Adaptive Moving AverageMAMA ( Ehlers ) MESA Adaptive Moving Average: What it is and how it works MESA Phasor is the most advanced futures trading program on the market! MESA Phasor derives its name from the sinewave generator you probably recall from your high school trigonometry class. As you can see in the diagram, the rotating phasor generates a sine wave in the time domain, visualized as a shadow from the arrow tip of the phasor on the vertical axis. A cycle is completed on each full rotation of the phasor. The angle of the phasor increases at a constant rate, and is reset to zero when 360 degrees of rotation have been achieved. The idea of the trading system is to buy low at the valley of the sine wave , when phasor passes the lower angle, and to sell short at the crest of the sine wave , when the phasor passes the upper angle. Now the trade entries and exits are defined in terms of angles, which are in the frequency domain. Therefore, trading decisions are removed from waveform vagaries in the time domain. This means that the trading decisions are robust across various futures contracts and across all kinds of market conditions.
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dongyun의
1
Ehler's Ideal RSI with EMAThis is a modification of the 'Ehlers Ideal RSI' script to include an EMA of the RSI, which acts as a follower! The idea was a user suggestion and if you would like your suggestion made into an indicator, check the FAQ! If you've never encountered the iRSI before, then you're in for a treat. This RSI will calculate the best period to use by itself. The theory behind this math is called "Instantaneous Frequency Measurement" and is a big component of making terrible indicators (see RSI, Stoch, ADX) into usable ones! No longer will you have to swap between different periods for different Stocks, Pairs, or Cryptos. Compare it to the normal RSI and you'll see the underlying calculation is the same, but the period changes automatically. The EMA provides an earlier indicator of breakouts. You don't need to wait for this RSI to become "overbought" or "oversold" by crossing the typical 80/20 levels. Simply observing when the RSI crosses the EMA line can act as confirmation for your other indicators much faster than typical momentum-based indicators. FAQ Why is your script Protected? Users like to take my open-source code and charge to use it without my permission. How do I use this to trade? Add it to your chart and see what stacks up with your current setup. I trade Forex, so what looks bad on my charts might look golden on yours. How long have you been doing this? I've been coding for about 8 years and actively trading for 2 years. My degree is in Robotics Engineering and I became obsessed with investing at 22. How do you trade? Hurst + SNR + MESA MAMA + ATR + LSTM + Pure Grid. You can't completely code this setup using Pinescript, but if you learn C++ or Python you're there! Are your returns good? I average 0.68% every weekday or 22.65% monthly, using the method above. Can you build my indicator or strategy? Absolutely! If it hasn't been done before and it improves our community, then consider it done. But can you build an indicator or strategy for me ? Citing the house rules, I cannot solicit for any purpose. So saying "PM me" would be a grievous violation of said rules, obviously.
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DasanC의
2
Ehler's Reflex Indicator ( + MTF & Adaptive )Implementation of Ehler's Reflex Indicator from TASC Feb 2020. Optional MTF and fixed/adaptive length based on one of Ehler's cycle measurements. Optional settings for his recommended 2 bar averaging, can apply the averaging to either/and source ie (close + close ) / 2, the output of the smoothing filter portion of the calculation or the final indicator output. Green/Red : Reflex/Cycle Aqua/Purple : Trend
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rumpypumpydumpy의
6
Adaptive Price Zone Backtest The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. WARNING: - For purpose educate only - This script to change bars colors.
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HPotter의
3
Adaptive Price Zone Strategy The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. Green color is long. Red color is short. WARNING: - For purpose educate only - This script to change bars colors.
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HPotter의
13
Adaptive Price Zone Indicator The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets.
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HPotter의
2
Efficient Trend Step ChannelIntroduction The efficient trend-step indicator is a trend indicator that make use of the efficiency ratio in order to adapt to the market trend strength, this indicator originally aimed to remain static during ranging states while fitting the price only when large variations occur. The trend step indicator family unlike most moving averages has a boxy appearance and could therefore not be classified as smooth, this makes it an indicator relatively uninteresting to use as input for other non-trending indicators such as oscillators. Today a channel indicator making use of the efficient trend-step is proposed, the indicator has an upper and a lower extremity who can be used for breakout or support and resistance methodologies, however we will see that the indicator is sometimes able to return accurate support and resistance levels. The Indicator The indicator has the same settings has the efficient trend step indicator, length control the period of the efficiency ratio, fast control the period of the rolling standard deviation used for trending states, slow control the period of the rolling standard deviation used for ranging states, fast should be lower than slow , if both are equal then the indicator is equal to the classical trend step indicator and length does no longer affect the indicator output. Lower values of fast/slow will make the indicator more reactive to small variations thus changing direction more often. The color changes you can see on the indicator are changed depending on the prior direction took by the indicator output, if the indicator where higher than its precedent value, then the color will be blue until the indicator is lower than its precedent value. Those colors help you have an estimate of the current trend direction. Channel Calculation And Role The extremities made from the efficient trend step allow for more advanced trading rules, they can act as stop/target level and can also give a rough estimate of the current market volatility, with wider extremities indicating a more volatile market. The extremities are made directly from the dev element used by the efficient trend-step, the upper extremity is made by summing the efficient trend step with the value of dev when the efficient trend step change, the lower extremity is made the same way but the value is subtracted instead. Is it a weird choice ? It sure is strange to see such approach, the absolute rolling average error between the price and the efficient trend step could have been a logical measure but using dev instead is more efficient and also allow for a more adaptive approach which can benefit the support and resistance methodology, the last reason is because i didn't wanted to "denature" the trend-step signature of the indicator. The figure above represent the measurement used for making the extremities (in green). Since the previously described measure change only when the efficient trend step change, we can conclude that such measure is representative of a relatively large variation, since the efficient trend step aim to only change when a large variations appear. We can see that the upper extremity acted as an accurate resistance in this upper variation of AMD, Here as well, however like other bands indicators it is safer to take into account the current trend direction, a strong uptrend will have less difficulties crossing the upper extremity, therefore it might be better to rely on the support (lower extremity) on an up-trending market (indicator in blue), and on the resistance (upper extremity) on an down-trending market (indicator in orange). The figure above show support and resistances signals, a cross represent a false signal, while green arrows represent correct ones with their respective direction. Conclusion The presented indicator add more possibilities to the interpretation of the efficient trend step, the extremities can act as stop/target level, however this use has to be controlled, and the level should be in accordance to your risk/reward ratio. Showcasing another trend-step indicator was a real pleasure. Thanks for reading :)
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alexgrover의
5
Minkowski Distance Factor Adaptive Period MACDHi, this script comes from the idea that Ricardo Santos' Minkovski Distance Function is transferred to the period as a factor. Minkowski distance is used as a percentage factor with the help of Relative Strength Index function. Minkowski Distance Function Script : And thus an adaptive MACD was created. This script can give much better results in more optimized larger periods. I leave the decision to determine the periods and weights. I used the weights of 9,12,26 and periods created with multiplied by factor. Regards.
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Noldo의
3
Bar Strength Index (BSI) by CryptorhythmsBar Strength Index (BSI) by Cryptorhythms Intro BSI is an totaly new and original indicator derived from Internal Bar Strength. It can be classified as similar to an RSI, but its method of calculation is very different so it sometimes gives an edge where RSI does not. In the chart I have included RSI (red line) as a comparison for you to contrast BSI with. Description The formula for Internal Bar Strength is: IBS = (close - low) / (high - low) * 100 The original IBS and thus this derivitive (BSI) are meant for higher timeframe analysis. Working best on daily, weekly or monthly charts. I take that original IBS formula and create something smoother and easier to understand - The Bar Strength Index ! Options 💠There is an option for smoothing which I recommend using. 💠Also options to make the scaling adaptive, or to leave it static. 💠A normalization option is available to create a bounded oscillator (easier for alerts/algos). 💠You can choose an MA type and length to create a signal line for it as well. 💠Lastly I also included the ability to setup overbought and oversold zones for better alert creation possibilities (crossovers / crossunders). 👍 We hope you enjoyed this indicator and find it useful! We post free crypto analysis, strategies and indicators regularly. This is our 77th script on Tradingview!
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theheirophant의
3
Trend WaveHello Traders! You know, I can sill remember the first time I started tinkering with Pinescript. As I had no prior programming experience, I learned by experimenting with other open-source scripts on TradingViews Marketplace. Tearing apart and combining interesting scripts to see what the output would be. @ChrisMoody was a huge source of inspiration for learning, and I wanted to thank him, as well as @TheLark for the concept behind this script. The Trend Wave is based on @ChrisMoody's PPO-PercentileRank-Mkt-Tops-Bottoms , which also happens to be based on @TheLark's TheLark-Laguerre-PPO/ . Within my experimentation, I found that if I isolate the ppoT & ppoB variables and plot them calculated from extremely small decimals, you can get an extremely fast reacting, mirroring trend detector. Within the script, you have the ability to plot the background colors based on trend to make it easier to see where crossovers occured, as well as a Mirror Input to view the mirrored version of the script. -@DayTradingOil
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DrCatherineHalsey의
20
Relativity Autonomous Distribution Blocks The relativity method is a method of trade inspired by the Theory of Relativity of Albert Einstein , which argues that trade is a relative concept and, according to the case it advocates, creates the values ​​to be evaluated relatively by using various engineering methods, and converts these values ​​to factors to ensure the highest efficiency. Many layers are common with Autonomous LSTM. For more information about Autonomous LSTM : But there are additional layers that are much higher than that. These systems use COT (Commitment of Traders) data positively in trade and significantly increase the hit rate compared to conventional methods. And in all traded instruments, it decides the degree of scoring by linking with global markets. The more liquidity of the selected parities, the higher the success rate, the higher liquidity in the markets. ***STRUCTURE Feature Layer 1 : Formulation : Common Layer with Autonomous LSTM Feature Layer 2: Forecast Algorithm : Common Layer with Autonomous LSTM Feature Layer 3 : Composite of Two Layers : Adaptive Period (Length) Algorithm : Common Layer with Autonomous LSTM Feature Layer 4 : High - Low Selection Algorithm : Common Layer with Autonomous LSTM Feature Layer 5 : Volume (Ticker ) - Open Interest (Global Market) Power Factor according to Global Markets and Related instrument (Ticker) Feature Layer 6 : Quantum Equations including COT Commercial Positions (Communicate with layer 5) Feature Layer 7 : World's Price/Earnings Ratio (This layer is automatically added to layer 6 as a factor each week.) Feature Layer 8 : Distribution Blocks : The design of script as a histogram, with distributional buying and selling points and positive/negative zone coloring, with alerts. Uses the relativity algorithm. This will contribute not only to leveraged transactions but also to portfolio management and will give a more realistic perspective. Informs the trading points within the regions. In this way, it allows for gradual buying and selling and reduces the risk to a much lower level. These feature allows a difference perspective especially for traders who act with portfolio logic and / or add regular income. The educational idea I shared in order to set an example for this logic: ***SETTINGS Menu 1. * Market Type The menu is divided into 5 different algorithms and covers all instruments around the world. For example: Futures : XAUUSD , GC , XAGUSD , SUGARUSD , SB1! , XAGUSD Stocks : All Stocks and Modified Parities (Example : AAPL/EUR , XAU/XAG , AAPL , MT , BAC) Forex Excluding USD/X : CHFUSD , EURUSD , EURJPY , AUDNZD Forex USD/X : USDJPY , USDTRY , USDMXN Crypto : BTCUSD , ETHUSD , ADAUSD or BTCETH , ETHBTC 2. * Barcolor Barcolor Plotting Rules : On / off section with these rules when barcolor on : Orange : Distributional Sell Signal ( Not Short ) Blue : Distributinaol Buy Signal *** FEATURES Indicator Features : Red Background with Cross : Short Signal Green Background with Cross : Buy Signal Blue Histogram Color : Distributional Buy Signal Orange Histogram Color : Distributional Sell Signal Alerts Long Alert Short Alert Distributional Buy Alert Distributional Sell Alert *** USAGE Since the script uses various Commitment of Traders data, it is designed only for the weekly time frame. ( TF = 1W ) Script does not repaint 1 Week and above time frames . (Source = close ) NOTE : The script design was inspired by one of RafaelZioni's script : Best regards.
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Noldo의
5
Autonomous LSTM Stop-LossStructure Autonomous LSTM Stop-Loss is a stop-loss technique that uses the Autonomous LSTM algorithm. For detailed info about Autonomous LSTM : *** Features This structure is different from standard stop-losses. The base frame is based on "Market Adaptive Stop-Loss" script. For detailed information about Market Adaptive Stop-Loss: This script uses the Autonomous LSTM as cross method. Tradeable / Non Tradeable Region Detector : This script separates tradeable and non-tradeable regions with a coloring method. Plotting Rules : * Maroon : Uncorfirmed Short Positions * Teal : Unconfirmed Long Positions * Green : Confirmed Long Positions * Red : Confirmed Short Positions This script can be used in all time frames. Does not repaint. ( Source = close ) *** Settings : The only option here is the ATR multiplier. The default use value of this ATR multiplier, which is of the standard of stop-loss, is 2.You can set it from the menu. No alert is set. Because the positive and negative regions are the same as Autonomous LSTM. Since the traders can trade according to the support and resistance outside the definite regions, the unnecessary signal was confused and the alerts were removed. *** Usage The Stop-Loss indicator can slide on the chart. So you have to make sure you put it in place. Since this is a region scan from the OHLC levels, indicator contains small blue dots to the ohlc levels and made it serve as a guide. However, since we cannot know the OHLC values ​​precisely, it is best to use them as follows: Because it is often forgotten to put it in place: (OHLC : Average of Open, High, Low, and Closing prices for each period) Using this script in a new pane below will radically solve slip problems. Stop-Loss values do not slip definitely.The values ​​are selected from the alignment. NOTE : Some structures (Market Adaptive Stop-Loss) and design in this script are inspired by everget's Chandelier Exit script : Best regards.
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Noldo의
41
Market Adaptive Stop-LossI realized that the zone changes in the stoploss remained slow, so I couldn't make enough use of the characteristics of technical indicators when opening positions. This pushed me to keep stop-loss under the influence of a dependent variable. This script helped me a lot (everget) : I've redesigned the stop-loss to be affected by intersections. Therefore, this script is also suitable for adaptive moving averages, fractional periods. Script features: 1.You can select calculation methods created by using various technical analysis methods from the scripts' settings: -Moving Average Convergence Divergence ( Macd ) -Stochastic Oscillator ( Stoch ) -Stochastic Relative Strength Index (StochRSI) -Stochastic Money Flow Index (StochMFI ) (More info : ) -Know Sure Thing ( KST ) -OBV ( On Balance Volume ) -SMA ( Simple Moving Average ) -EMA ( Exponential Moving Average ) -FISHERTRANSFORM ( Fisher Transform ) -AWESOMEOSCILLATOR( Awesome Oscillator ) -PSAR ( Parabolic Stop and Reverse - Parabolic SAR ) -HULLMA( Hull Moving Average ) -VWMA ( Volume Weighted Moving Average ) -RMA (Moving Average using in Relative Strength Index calculations.) -COG (Center of Gravity ) -ACC-DIST ( Accumulation / Distribution Index ) 2 - The region is determined according to the above calculation methods and if it is larger or smaller than the previous stop loss level. And if the price in the negative zone is lower than the stoploss, it is the exact signal and is shown with more highlighted colors. And, in the positive zone, where the price is greater than the stoploss, the trade zones are certain. Shown with more highlighted colors. If the zones are correct but stop-loss is not suitable for opening positions: In other words, if the stop-loss is above/under the highest-lowest levels in the positive zone or if the stop loss is located in the lower zone in the negative zone, these zones are shown to be darker and dimmed so that they do not cause false movements. *** SUMMARY : As a result, you can use this script with support and resistances,and trend lines to get good results. I hope it helps in your analyzes. Best regards.
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Noldo의
10
Adaptive Pivot (HLC3)SUMMARY: Standard Pivot (HLC3) with ATR leeway added to make it adaptive to market volatility. DESCRIPTION: Adaptive Pivot is an indicator utilizing the simplicity of HLC3 Pivots as a turning point (and sometimes a trend indicator) while addressing it's fixed and inflexible nature. Because the indicator is just a single line in the chart, the price may go near it but never touch it. Or it can go pass through it and never retest it again. In an attempt to lessen these from occurring, we can combine pivots with average true range (ATR). This is the specific formula I applied in this indicator: >Upper Pivot = HLC3 + ATR >Lower Pivot = HLC3 - ATR This creates a kind of a range or cloud around the Pivot, making it possibly a more accurate indicator for market turning points. ADJUSTABLE PARAMETERS: The usual ATR parameters are included in this indicator: >ATR_Length = input(14, title="ATR Length", minval=1) >ATR_Smoothing = input(title="ATR Smoothing", defval="RMA", options="RMA", "SMA", "EMA", "WMA") Added to the usual ones is this: >ATR_Multiplier = input(1, title="ATR Multiplier", minval=0.1) which modifies the extent of the ATR (similar to Chandelier Exit) as it is added/subtracted from the pivot values. Pivot’s timeframe is also adjustable: >Pivot_Timeframe = input("3M", title='Pivot Resolution') Note: I did not lock the type to input.resolution to allow for more possible timeframes. OTHER PARAMETERS Indicator color will change to green when the open is above the HLC3 Pivot and change to red when the reverse is true.
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reimadara의
1