지금 시작

Ashi

Variety Moving Averages w/ Dynamic Zones [Loxx]Variety Moving Averages w/ Dynamic Zones contains 33 source types and 35+ moving averages with double dynamic zones levels. What are Dynamic Zones? As explained in "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl" Most indicators use a fixed zone for buy and sell signals. Here’ s a concept based on zones that are responsive to past levels of the indicator. One approach to active investing employs the use of oscillators to exploit tradable market trends. This investing style follows a very simple form of logic: Enter the market only when an oscillator has moved far above or below traditional trading lev- els. However, these oscillator- driven systems lack the ability to evolve with the market because they use fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market. And therein lies the problem. Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system’s mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market — bull or bear. Dynamic zones offer a solution to the problem of fixed buy and sell zones for any oscillator-driven system. An indicator’s extreme levels can be quantified using statistical methods. These extreme levels are calculated for a certain period and serve as the buy and sell zones for a trading system. The repetition of this statistical process for every value of the indicator creates values that become the dynamic zones. The zones are calculated in such a way that the probability of the indicator value rising above, or falling below, the dynamic zones is equal to a given probability input set by the trader. To better understand dynamic zones, let's first describe them mathematically and then explain their use. The dynamic zones definition: Find V such that: For dynamic zone buy: P{X <= V}=P1 For dynamic zone sell: P{X >= V}=P2 where P1 and P2 are the probabilities set by the trader, X is the value of the indicator for the selected period and V represents the value of the dynamic zone. The probability input P1 and P2 can be adjusted by the trader to encompass as much or as little data as the trader would like. The smaller the probability, the fewer data values above and below the dynamic zones. This translates into a wider range between the buy and sell zones. If a 10% probability is used for P1 and P2, only those data values that make up the top 10% and bottom 10% for an indicator are used in the construction of the zones. Of the values, 80% will fall between the two extreme levels. Because dynamic zone levels are penetrated so infrequently, when this happens, traders know that the market has truly moved into overbought or oversold territory. Calculating the Dynamic Zones The algorithm for the dynamic zones is a series of steps. First, decide the value of the lookback period t. Next, decide the value of the probability Pbuy for buy zone and value of the probability Psell for the sell zone. For i=1, to the last lookback period, build the distribution f(x) of the price during the lookback period i. Then find the value Vi1 such that the probability of the price less than or equal to Vi1 during the lookback period i is equal to Pbuy. Find the value Vi2 such that the probability of the price greater or equal to Vi2 during the lookback period i is equal to Psell. The sequence of Vi1 for all periods gives the buy zone. The sequence of Vi2 for all periods gives the sell zone. In the algorithm description, we have: Build the distribution f(x) of the price during the lookback period i. The distribution here is empirical namely, how many times a given value of x appeared during the lookback period. The problem is to find such x that the probability of a price being greater or equal to x will be equal to a probability selected by the user. Probability is the area under the distribution curve. The task is to find such value of x that the area under the distribution curve to the right of x will be equal to the probability selected by the user. That x is the dynamic zone. Included Bar coloring Alerts Channels fill Loxx's Expanded Source Types 35+ moving average types
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loxx의
2
Smoothed RSI Heikin Ashi Oscillator w/ Expanded Types [Loxx]Smoothed RSI Heikin-Ashi Oscillator w/ Expanded Types is a spin on Heikin Ashi RSI Oscillator by @JayRogers. The purpose of this modification is to reduce noise in the original version thereby increasing suitability of the signal output. This indicator is tuned for Forex markets. Differences: 35+ Smoothing Options for RSI 35+ Smoothing Options for HA Candles Heiken-Ashi Better Expanded Source input. This source input is use for the RSI calculation only. Signals Alerts What are Heiken-Ashi "better" candles? The "better formula" was proposed in an article/memo by BNP-Paribas (In Warrants & Zertifikate, No. 8, August 2004 (a monthly German magazine published by BNP Paribas, Frankfurt), there is an article by Sebastian Schmidt about further development (smoothing) of Heikin-Ashi chart.) They proposed to use the following : (Open+Close)/2+(((Close-Open)/( High-Low ))*ABS((Close-Open)/2)) instead of using : haClose = (O+H+L+C)/4 According to that document the HA representation using their proposed formula is better than the traditional formula. What are traditional Heiken-Ashi candles? The Heikin-Ashi technique averages price data to create a Japanese candlestick chart that filters out market noise. Heikin-Ashi charts, developed by Munehisa Homma in the 1700s, share some characteristics with standard candlestick charts but differ based on the values used to create each candle. Instead of using the open, high, low, and close like standard candlestick charts, the Heikin-Ashi technique uses a modified formula based on two-period averages. This gives the chart a smoother appearance, making it easier to spots trends and reversals, but also obscures gaps and some price data. Future updates Expand signal options to include RSI-, Zero-, and color-crosses
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loxx의
3
VHF-Adaptive T3 w/ Expanded Source Types [Loxx]VHF-Adaptive T3 w/ Expanded Source Types is a T3 moving average with expanded source types and adaptive period inputs using a vertical horizontal filter What is T3? Developed by Tim Tillson, the T3 Moving Average is considered superior to traditional moving averages as it is smoother, more responsive and thus performs better in ranging market conditions as well. What is VHF Adaptive Cycle? Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length. Included Bar coloring Alerts Loxx's Expanded Source Types
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loxx의
1
Heiken Ashi All TFI have always fighted to understand the market direction because it looks different on different timeframes. I wanted an indicator where I can see all the different timeframes at once. This indicator shows the Heiken Ashi candle colors for different time frames at once. Use it on the 5 Minute timeframe. 4 colors: dark green: bullis green HA candle with no low shadow. green: green HA candle. red: red HA candle datk red: bearish red HA candle with non existing upper shadow. the timeframes are by default: 5m 15m 30m 1H 4H 1D can be adjusted if needed. signals: in the top line the Buy / Shell Signals are shown when the selected timeframes are all changed. for example after a buy signal a sell signal will be printend when all the selected timeframes are turned into red or dark red. Do not use it as a tranding signal, us it for confirmation. It doesn't predict. it shows the market's current state. Don't forget that the latest candles are based on the current value. The higher timeframe candle color depends on the current price. If the higher timeframe close price so different that the HA candle color changes it reprins for all the affected 5m dots.
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engemcsakugyhoztak의
1
Stepped Heiken Ashi Moving Average w/ Jurik Filtering [Loxx]Stepped Heiken Ashi Moving Average w/ Jurik Filtering is a Heiken Ashi moving average with Jurik Filtering and stepping by pips. This can be used as a moving average channel. What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is the Jurik Moving Average? Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines. Included: Toggle fill color Toggle bar color Toggle candles
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loxx의
2
Heikin Ashi Volatility Percentile - TraderHalaiThe Heikin Ashi Volatility Percentile (HAVP) Oscillator was inspired by the legendary Bollinger Band Width Percentile indicator(known as BBWP), written by Caretaker, and made famous by Eric Krown, a famous influencer. This script borrows aspects of the BBWP indicator which enables the HAVP oscillator to visually match the look and feel of BBWP and allows similar configuration functions (such as colouring function, smoothing MAs and alerts) The fundamentals of this script are however different to BBWP. Instead of Bollinger band width, this script uses a reverse function of Heikin Ashi close (implemented in my Smoothed Heikin Ashi Trend indicator, linked below). 

The reverse Heikin Ashi close is smoothed using Ehler's SuperSmoother function, providing smooth oscillation and earlier signals of volatility tops and bottoms. From an automated backtest that I have conducted on the BTCUSD index pair, I have observed comparable performance to BBWP across multiple timeframes when combining with stochastic direction to give a bias on overall direction. Using parameters I have tested, it performs better on mid-term timeframes such as 3h,4h and 6h. BBWP outperforms on 1h and 1d, with lower timeframes being comparable. From the results, using HAVP over BBWP tends to result in reduced holding time and more frequent trades, which may or may not be desirable, although the behaviour can be adjusted using the parameters provided. For instance, the smoother oscillation provided by HAVP provides a great predictability factor and earlier confirmation signals, which is something that Ehler emphasised in his trading style, and something which I agree with personally. I would encourage you to try out both HAVP and BBWP and see which fits your trading style. Releasing this as open source allows for the betterment of the community and further development, criticism and discussion. Thanks and enjoy! :)
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TraderHalai의
4
Chandelier Exit - Heikin AshiThis is a redesign of the Chandelier Exit indicator. It removes stupid transitions between Chandelier Exit' states and highlights initial points for both lines. This indicator was originally developed by Charles Le Beau and popularized by Dr . Alexander Elder in his book "Come Into My Trading Room: A Complete Guide to Trading" (2002). In short, this is a trailing stop-loss based on the Average True Range (ATR). If "Heikin Ashi for calculation" is checked, then ATR and buy/sell signals are calculated based on heikin ashi candles. You don't need to change bar style to heikin ashi. Thanks to everget for the initial version.
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mpeick의
12
loxxexpandedsourcetypesLibrary "loxxexpandedsourcetypes" Expanded source types used in Loxx's indicators and strategies. rclose()   rClose: regular close   Returns: float ropen()   rClose: regular open   Returns: float rhigh()   rClose: regular high   Returns: float rlow()   rClose: regular low   Returns: float rmedian()   rClose: regular hl2   Returns: float rtypical()   rClose: regular hlc3   Returns: float rweighted()   rClose: regular hlcc4   Returns: float raverage()   rClose: regular ohlc4   Returns: float ravemedbody()   rClose: median body   Returns: float rtrendb()   rClose: trend regular   Returns: float rtrendbext()   rClose: trend extreme   Returns: float haclose(haclose)   haclose: heiken-ashi close   Parameters:      haclose : float   Returns: float haopen(haopen)   haopen: heiken-ashi open   Parameters:      haopen : float   Returns: float hahigh(hahigh)   hahigh: heiken-ashi high   Parameters:      hahigh : float   Returns: float halow(halow)   halow: heiken-ashi low   Parameters:      halow : float   Returns: float hamedian(hamedian)   hamedian: heiken-ashi median   Parameters:      hamedian : float   Returns: float hatypical(hatypical)   hatypical: heiken-ashi typical   Parameters:      hatypical : float   Returns: float haweighted(haweighted)   haweighted: heiken-ashi weighted   Parameters:      haweighted : float   Returns: float haaverage(haweighted)   haaverage: heiken-ashi average   Parameters:      haweighted : float   Returns: float haavemedbody(haclose, haopen)   haavemedbody: heiken-ashi median body   Parameters:      haclose : float      haopen : float   Returns: float hatrendb(haclose, haopen, hahigh, halow)   hatrendb: heiken-ashi trend   Parameters:      haclose : float      haopen : float      hahigh : float      halow : float   Returns: float hatrendbext(haclose, haopen, hahigh, halow)   hatrendext: heiken-ashi trend extreme   Parameters:      haclose : float      haopen : float      hahigh : float      halow : float   Returns: float habclose(smthtype, amafl, amasl, kfl, ksl)   habclose: heiken-ashi better open   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habopen(smthtype, amafl, amasl, kfl, ksl)   habopen: heiken-ashi better open   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habhigh(smthtype, amafl, amasl, kfl, ksl)   habhigh: heiken-ashi better high   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float hablow(smthtype, amafl, amasl, kfl, ksl)   hablow: heiken-ashi better low   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habmedian(smthtype, amafl, amasl, kfl, ksl)   habmedian: heiken-ashi better median   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habtypical(smthtype, amafl, amasl, kfl, ksl)   habtypical: heiken-ashi better typical   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habweighted(smthtype, amafl, amasl, kfl, ksl)   habweighted: heiken-ashi better weighted   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habaverage(smthtype, amafl, amasl, kfl, ksl)   habaverage: heiken-ashi better average   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habavemedbody(smthtype, amafl, amasl, kfl, ksl)   habavemedbody: heiken-ashi better median body   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habtrendb(smthtype, amafl, amasl, kfl, ksl)   habtrendb: heiken-ashi better trend   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float habtrendbext(smthtype, amafl, amasl, kfl, ksl)   habtrendbext: heiken-ashi better trend extreme   Parameters:      smthtype : string      amafl : int      amasl : int      kfl : int      ksl : int   Returns: float
Pine Script™ 라이브러리
loxx의
3
Better Heiken-Ashi Candles w/ Expanded Source Types [Loxx]Better Heiken-Ashi Candles w/ Expanded Source Types is an indicator to compare regular candles to traditional Heiken-Ashi candles to "better" Heiken Ashi candles. This indicator and comparison study appears an oscillator. The purpose of this indicator is to demonstrate a better way to calculate HA candles and also to demonstrate expanded source types. This indicator is meant to be used by advanced Pine Coders who wish to add fine-tuning to their indicators and strategies. What are Heiken Ashi "better" candles? The "better formula" was proposed in an article/memo by BNP-Paribas (In Warrants & Zertifikate, No. 8, August 2004 (a monthly German magazine published by BNP Paribas, Frankfurt), there is an article by Sebastian Schmidt about further development (smoothing) of Heikin-Ashi chart.) They proposed to use the following : (Open+Close)/2+(((Close-Open)/(High-Low))*ABS((Close-Open)/2)) instead of using : haClose = (O+H+L+C)/4 According to that document the HA representation using their proposed formula is better than the traditional formula. What are traditional Heiken-Ashi candles? The Heikin-Ashi technique averages price data to create a Japanese candlestick chart that filters out market noise. Heikin-Ashi charts, developed by Munehisa Homma in the 1700s, share some characteristics with standard candlestick charts but differ based on the values used to create each candle. Instead of using the open, high, low, and close like standard candlestick charts, the Heikin-Ashi technique uses a modified formula based on two-period averages. This gives the chart a smoother appearance, making it easier to spots trends and reversals, but also obscures gaps and some price data. What's going on with this indicator? - First, we have the options to select the candlestick type: Regular, HA, HA Better - Next, and to demonstrate the expanded source types, I've added a simple moving average. In the drop down for the SMA source you'll notice something very different from the typical TradingView source selector. Here's how to decode the new names for the sources: Close = close Open = open High = high Low = low Median = hl2 Typical = hlc3 Weighted = hlcc4 Average = ohlc4 Average Median Body = (open+close)/2 Trend Biased = (see code, too complex to explain here) Trend Biased (extreme) = (see code, too complex to explain here) ... for HA and HA better, see the same set up as above but with different open and close values to calcualate the other source types - For the HA better calculations, we run the close value through either an Adaptive, Kaufman, or T3 smoothing filter. The length for these smoothing filters, either 2 or 3, can be found in the code and is a constant value that shouldn't be changed. This smoothing is in inline with what is described in the article mentioned above - Lastly, I've placed an SMA over the oscillator so that the user can test out the various sources explained above Included: - Toggle on/off bar coloring
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loxx의
4
Smoothed Heikin Ashi Trend on Chart - TraderHalaiThis indicator is a predictive tool using Heikinashi to calculate shifts in trade direction. It works by reverse-engineering the regular candle stick closing price required, to flip the Heiken Ashi candle from Red to Green and vice-versa. Below, is an earlier indicator that I released and created. This plots this price as an oscillator, which allows traders to get a predictive indicator of a trend change. This indicator extends upon this functionality by adding a smoothing function to the reverse-engineered regular candle stick closing price, to reduce the choppiness of signals. It also plots the indicator on the chart to allow for easier visual confirmation. How to use 1) As a directional bias - Bullish or bearish 2) Volatility expansion/contraction - further distance from line means volatility expansion - am planning to release an oscillator version also 3) Trailing stop loss - once you are in a trade Other Features Select a moving average period and smoothing calculation method (e.g. SMA / EMA) Non-repaint mode for backtesting and use/integration with higher timeframes Final note - Open Source I am releasing this as open-source for the benefit of the community and to allow further development, scrutiny and criticism. Please feel free to use this indicator as you see fit. If you do use this indicator to create another script, feel free to drop me a note, as I would be highly interested in your idea. Thanks, and Enjoy!
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TraderHalai의
5
Heikin Ashi OscillatorThis indicator plots a delta between the Heiken Ashi close price and the regular candlestick closing price as a histogram, which allows you to quickly analyse changes in trend direction. It also provides a reverse-engineered closing price for regular candlesticks, to reach in order to maintain the momentum, which allows you to be forewarned of potential pivot points to change in bias in direction. Feel free to use this indicator to modify and add to your charts as you wish.
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TraderHalai의
5
Heikin-Ashi Candle ColorOne of the biggest complaints about Heikin Ashi is the lack of real price data you receive. This attempts to give you as much information as possible by displaying both the candle color and the Heikin Ashi color. The wick takes on the original color while the body of the candle gets the Heikin Ashi color. The only downside to this method is that you do not get to see candle patterns. As always I hope you enjoy this release!
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The_Peaceful_Lizard의
Market Bias (CEREBR)Hello Everyone. I hope you are all doing great. It's been a long time since I posted my first script here, and I got a lot of response from that. So, I thought I should share this script also to everyone, and anyone that may find it useful. Personally, I use it to tell the general market conditions. Here's how I works : The script tries to determine the overall direction of the market, using smoothed Heiken Ashi candles. The coloring system (using bright and dark colors) is an attempt to detect strong market and weak market conditions. There's also an oscillator within the script, but for now it isn't plotted. Credits to @jackvmk, I used part of his open-script code in this indicator.\ I have considered using the slope of the indicator plot as a filter for ranging market conditions. The plot goes relatively flat in 'flat' markets. However, I have not done anything about that yet. Maybe some other time. I hope you find this useful. If you find a way to use this, please share it with the community in the comment section. NOTE: THIS IS BY NO MEANS FINANCIAL ADVICE. You'll have to make your studies and come up with a way to apply this indicator to your trading style and strategy. By the way, I would be going with the name 'CEREBR' for any subsequent scripts I release from now on. Happy Trading, guys.
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Professeur_X의
83
HARSI[Rex version]This indicator based on Heikin Ashi RSI Oscillator The indicator like a plugin of Heikin Ashi RSI Oscillator At the line NO.1 the (the red candle turn into green) ,but price sitll bumpy . At the line NO.2 after the mark and long signal appears and price goes up And the Vegas tunnel could be TPｏｔSL 一號線的位置出現了Heikin Ashi RSI Oscillator 多方進場訊號但是價格還是持續震盪 二號線位置出現了上升箭頭後價格才開始慢慢向上走
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Rex_yang의
4
Heikin Multi Time Frame// How it Works \\ This script calculates the open and close prices of Heikin Ashi candles across multiple timeframes, If the candle formed on that timeframe is green it will display in the table a green square, If the candle is red, the square will display red. // Settings \\ You can change the colours of the plots You can also Change any of the timeframes which the Heikin Ashi candles are being calculated on // Use Case \\ Heikin Ashi candles are often used to give a smoother trend direction and help cancel out some of the noice/consolidation. It can also be use as trend detection for multiple timeframes at once / / Suggestions \\ Happy for anyone to make any suggestions on changes which could improve the script, // Terms \\ Feel free to use the script, If you do use the scrip please just tag me as I am interested to see how people are using it. Good Luck!
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TradingWolf의
4
Heikin Ashi CountObjective: This indicator aims to obtain an oscillator indicating the trend of a market by minimizing noise through the use of Heikin Ashi candles. The idea is to make the oscillator tend towards 100 at each bullish Heikin Ashi candle, and inversely towards 0 when bearish. The advantage is that this indicator has little noise compared to the RSI, but also little lag compared to the Schaff Trend Cycle, which are the two indicators that inspired me to create this one. Usage: As a general rule, below 15, HA Count indicates an oversell and above 85 an overbuy. Setting the length for the candle count results in an indicator that is less sensitive when close to 1 and more sensitive when it is at 2 or higher. Chosen as the default value, 1.15 seems to give the best indications, regardless of the market or time period. Also it looks very similar to the values that the RSI could give set over 14 periods, so it can be used in the same way. Especially with regard to divergences. ---- FR ---- Objectif : Cet indicateur vise à obtenir un oscillateur indicant la tendance d'un marché en minimisant le bruit grace à l'utilisation des bougies Heikin Ashi. L'idée est de faire tendre l'oscillateur vers 100 à chaque bougie Heikin Ashi haussière, et inversement vers 0 lorsque baissière. L'avantage est que cet indicateur a peu de bruit comparé au RSI, mais peu de lag aussi comparé au Schaff Trend Cycle, qui sont les deux indicateurs qui m'ont inspiré pour la création de celui-ci. Utilisation : En régle général, en dessous de 15 HA Count indique une sur-vente et au-dessus de 85 un sur-achat. Le paramétrage de la longueur pour le comptage de bougie permet d'obtenir un indicateur moins sensible lorsque proche de 1 et plus sensible lorsqu'il est à 2 ou supérieur. Choisie comme valeur par défaut, 1.15 semble donner les meilleures indications, peu importe le marché ou la période de temps. En outre cela ressemble beaucoup aux valeurs que pourrait donner le RSI régler sur 14 périodes, ainsi il peut être utilisé de la même manière. Notamment pour ce qui est des divergences.
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Julien-PH의
1
SuperJump Multi Time Frame Heiken Ashi ColorThis is my first public simple script. It expresses the color of Heiken ashi Candle on a different time chart. As you already know about it, If you change your chart directly to Heiken ashi, the value of candle changes. For eaxmple, moving average lines change little by little from Non Heiken ashi Candle. I was very uncomfortable with this. If you use this, you can check the Heiken ashi color while using a Non Heiken ashi Candle.
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SuperJump의
4