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
Ashi
Candle Stick UpdateHeikin ashi chart so powerful that you can understand trend direction easily. But sometimes, this type of chart doesn't update properly and make no sense on real time. So I made this script. You can now change candle stick style default to heikin ashi (default / modified version) on the real time default chart without switching heikin ashi chart. Enjoy traders!!! And don't forget to press the like button :)
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.
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
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! :)
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.
Fusion: Heiken Ashi candlesHeiken Ashi is good for cleaning up noise but I don't want it to obscure real price action like all the ones I have come across do.
This very simple indicator just puts Heiken Ashi candles off the main chart so you can see the real price action and the Heiken Ashi version of price action at the same time. I find the dual view far more useful than completely replacing real price action with Heiken Ashi smoothing.
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
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
Trend Ribbon on Heiken AshiThis indicator shows mini trends using 2 Simple Moving Averages based on Heiken Ashi candles.
This indicator also shows overlay of Heiken Ashi candles, so you can stay on standard candles and see actual price.
This indicator helps finding entries on Heiken Ashi breaking up/down at M1-M5 timeframe.
Heikin Ashi CandlesLibrary "heikin_ashi_candles"
This library is programmed to calculate the Heikin Ashi candles using the standard formula of Heikin Ashi Candles.
Notice the Heikin Ashi chart type isn't 100% like the results from this calculation.
You can import this library in your code to use it as a smoothing method for your strategy which operates on the standard chart type.
_close()
_open()
_high()
_low()
_ohlc4()
_hlcc4()
_hlc3()
_hl2()
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!
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.
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!
Heiken Ashi Smoothed Net VolumeThis indicator attempts to use Heiken Ashi calculations to smooth the Volume net histogram indicator by RafaelZioni. Long above zero line, short below zero line.
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.
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
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!
Heikin-Ashi Trend AlertThis script:
Adds a Heikin-Ashi line to the chart (EMA-based).
Provides alerts triggered when the color goes from green to red and vice versa.
Just add the indicator to the chart, create an alert and select " Heikin-Ashi Trend Alert " from the dropdown. Profit.
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.
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.
Heikin-Ashi Candle ColoringThis script will change the color of normal candlesticks to the color that the corresponding Heikin-Ashi candles would have.
This allows to spot a trend or a trend reversal just by looking at candles, without using Heikin-Ashi candles, which distort the appearance of a typical chart.