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ATR

UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included. I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script: UT Bot
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QuantNomad의
44
BEST Supertrend MAHello traders, That one is an experiment I was curious to see what a supertrend based on moving average cross could give How does it work? Bull event: fast moving average crossing over the slow moving average Bear event: fast moving average crossing under the slow moving average When the event is triggered, the script will plot the Supertrend as follow UP Trend = ohlc4+ ATR * Factor DOWN Trend = ohlc4- ATR * Factor Interesting to see the results given by ohlc4 vs hl2 and hl3 Documentation: www.tradingview.com This is an alternative of the classical Supertrend based on candle close being above/beyond the previous Supertrend level. Hope you'll enjoy it and it will improve your trading making you a better trader Dave
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Daveatt의
9
BEST Supertrend CCIHello traders Today I present you a Supertrend not based on candle close but based on a CCI (Commodity Channel Index) How does it work? Bull event: CCI crossing over the 0 line Bear event: CCI crossing below the 0 line When the event is triggered, the script will plot the Supertrend as follow UP Trend = High + ATR * Factor DOWN Trend = Low - ATR * Factor This is an alternative of the classical Supertrend based on candle close being above/beyond the previous Supertrend level. Hope you'll enjoy it and it will improve your trading making you a better trader Dave
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Daveatt의
45
Average True Range Percentage (ATRP)ATR measures volatility, but you can't compare one instrument vs. another with it because the ATR value will be different depending on the price of the instrument. I went searching for something like ATR but with percentages, so you could compare one stock vs. another to find who is more volatile and found this . It was exactly what I was looking for, so decided to re-create it in TradingView. Enjoy! Description Average True Range Percent (ATRP) expresses the Average True Range (ATR) indicator as a percentage of a bar’s closing price. How this indicator works ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not. ATR measures volatility at an absolute level, meaning lower priced stock will have lower ATR values than higher price stocks. ATRP displays the indicator as a percentage, to allow for securities trading at different prices per share to be compared. Calculation ATRP = (Average True Range / Close) * 100
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millerrh의
29
Uber Baseline [UTS]Uber Baseline is a highly customizable Baseline component for any trading system. Different strategies can be applied making it a powerful tool for every trader. General Usage The Baseline is used as an indication of the prevailing trend and helps keeping the trader out of bad trades. Price above the Baseline only allows for LONG trades and below Baseline only allows for SHORT trades. On price cross upwards from below Baseline and and candle close above Baseline the movement can be considered as bullish. Controversy if price crosses Baseline downwards from above and and candle closes below the baseline the movement can be considered as bearish. Hence, ENTRY Signals for LONG or SHORT can be derived from those Baseline crosses. Furthermore, any Baseline cross can also be treated as valid EXIT signal for an open position as the movement indicates a possible shift in trend. Price that moves with unusual high volatility into one direction often tends to not trend but instead pulls back. Overshoot of the base line (default setting: 1x ATR) is recognized but does not produce an ENRTY signal, only an EXIT signal. Advanced techniques can incorporate the one-candle-rule waiting for pullbacks after Baseline overshot following a possible ENTRY in direction of the new trend. Trend traders can also look for Baseline bounces after an ENTRY signal for confirmation and better trade entries. Moving Averages 16 different Moving Averages are available: ALMA (Arnaud Legoux Moving Average) DEMA (Double Exponential Moving Average) EMA (Exponential Moving Average) FRAMA (Fractal Adaptive Moving Average) HMA (Hull Moving Average) JURIK (Jurik Moving Average) KAMA (Kaufman Adaptive Moving Average) Kijun (Kijun-sen / Tenkan-sen of Ichimoku) LSMA (Least Square Moving Average) RMA (Running Moving Average) SMA (Simple Moving Average) SuperSmoothed (Super Smoothed Moving Average) TEMA (Triple Exponential Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average) ZLEMA (Zero Lag Moving Average) A freely determinable length allows for sensitivity adjustments that fits your own requirements. Trend Visualization If the predominant trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is gray. Alerts Traders can utilize the following signals to trigger alerts from: Bull Cross Bear Cross Overshoot Up Overshoot Down Those values are > zero if a condition is triggered. Alert condition example: "Bear Cross" - "GreaterThan" - "0"
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UberTradingSystems의
6
Uber ATR [UTS]Uber ATR is a customizable ATR indicator that measures volatility within a given time frame. The indicator tells about how much price fluctuates but does not say anything about how much it actually moves into one direction. Use trend following indicators for that purpose. Option: Exclude Unfinished Candle Option to exclude the current unfinished candle from price calculation to ignore sudden spikes in price action. Default caluclation based on candle close: Exclude unclosed candle option: Option: Display "Old" Values Option to step back by candle and display old ATR values in a human readable fashion. Option: Smoothing Types NONE (Raw ATR value, no smoothing is applied) ALMA (Arnaud Legoux Moving Average) DEMA (Double Exponential Moving Average) EMA (Exponential Moving Average) FRAMA (Fractal Adaptive Moving Average) HMA (Hull Moving Average) JURIK (Jurik Moving Average) KAMA (Kaufman Adaptive Moving Average) Kijun (Kijun-sen / Tenkan-sen of Ichimoku) LSMA (Least Square Moving Average) RMA (Running Moving Average) SMA (Simple Moving Average) SuperSmoothed (Super Smoothed Moving Average) TEMA (Triple Exponential Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average) ZLEMA (Zero Lag Moving Average)
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UberTradingSystems의
(17) Trade Risk Management VS-427)Trade Risk Management is an Average True Range (ATR) indicator and a Risk Management Worksheet combined. Think widget, spreadsheet or worksheet that calculates how much you should invest in any equity.   This enables the trader to very quickly determine the level of volatility of any equity, allowing them to adjust their entry position size based on current and historical volatility . This is a simple and effective risk management tool. The trader only needs to enter the first three label values through the input/styles panel. Historical Volatility is determined via a 60 day/bar look-back for the highest high and the lowest low of the ATR. These two figures are utilized to stratify three background bands (Red = High Volatility; Blue = Median Volatility; and Green = Low Volatility.) The labels are then plotted on the center-line value representing the historical volatility of the equity in question. The label color represents the current volatility of the equity. This indicator is free to any subscriber of any Genie indicator package.   Enter the total value of all of your investments (stocks, cryptos, cash) in input #1 which will then be displayed in Label #1.   You enter the percentage of your account value you are willing to risk on any trade in input #2 which is then displayed in Label #2.   Input #3 allows you to override the built-in risk evaluation based on ATR. Label #3.    Label #4 shows the current equity trading price.   Label #5 shows the current ATR of the equity.   Label #6 shows three levels of historical volatility reflected in the three bands (RED, BLUE, GREEN) shown on the chart.   Label #7 shows the adjusted equity price based on current ATR.  If the current ATR is High; Top Red Band, the amount is increased by the (ATR * Risk Factor) Adjustment.  Because this increases you're calculated cost basis the number of shares you are indicated to buy is decreased, reducing your exposure to risk in a high volatility/risk environment.  If the ATR is Low: Bottom Green Band, the amount is decreased by the (ATR * Risk Factor) Adjustment.  Because this decreases your calculated cost basis the number of shares you are indicated to buy is increased because you are in a low volatility/risk environment. If the ATR is neutral: Middle Blue Band, the actual equity cost is utilized and no risk weighting based on ATR is incorporated.    Label #8 shows the resulting change in the price that the risk weighting calculation above had on current price.    Label #9 indicates the recommended number of Risk-Managed-Shares the trader should purchase.   Label #10 indicates the suggested Stop Loss levels and Label #11 shows the suggested Profit Exits Levels.    To further emphasize that the Labels are the Indicator, they get plotted on a line that plots at the center of the current volatility level.  If you bring up this indicator and run through one of your trading symbol list, it will enable you to immediately determine exactly what the level of current and historical volatility each of the equities in your list is experiencing.     Additionally, the color of the text on all of the descriptive labels plotted above the center line change color based on the current level of volatility.  Access this Genie indicator for your Tradingview account, through our web site. (Links Below) This will provide you with additional educational information and reference articles, videos, input and setting options and trading strategies this indicator excels in.
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StockSwinger의
(15) Trade Risk Reduction VS-132TRR calculates the volatility of your stock.  This is just the magnitude of each days price fluctuations, or what technicians refer to as the True Range.  TRR averages the True Range (ATR) over three different time periods.   Why three?  You want a sensitive indicator that reflect both the long term historical volatility of the equity as well as what that volatility is right now. Obviously the most recent trading days are  the most important. The three ATR periods and their weighting factors are: 1) We use a 251 day period which equates to 1 trading year because we want to know what the historical volatility is. This one year period is not weighted. 2) We utilize a 21 day period because the most recent weeks tells us what the stock volatility has been over the previous calendar month. This is weighted by a factor of 2. 3) Finally, we utilize the last weeks data, Last 5 days, (L5D) to provide us with the stocks movement in the most recent trading days.  This is weighted by a factor of 4. The total of ATR251*(1) + ATR21*(2) + ATR5*(4) is then divided by the total of all factors (7).   This results in the Weighted Average True Range that the Trade Risk Reduction utilizes to produce the dynamic bands on your charts as well as power the Risk and Stop loss calculators.  These indicate where this indicator is currently recommending you place stops.  In the Format options of the application you are provided with the ability to adjust these band. Keep in mind that each stock will act in it's own unique and characteristic way. Looking closely at the stock's historical data, both in longer and shorter time periods should provide you with some insight into the normal variations and fluctuations of this particular equity. Below EBAY provides an example of this. Access this Genie indicator for your Tradingview account, through our web site. (Links Below) This will provide you with additional educational information and reference articles, videos, input and setting options and trading strategies this indicator excels in.
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StockSwinger의
Trailing ATR StopsThis script plots a trailing stop of the ATR multiplied by a user-defined number. Since it is meant to be used as a trailing stop, the value doesn't fluctuate with the price as a normal ATR indicator does, but stays fixed unless price moves away from it. In that case it follows the price. If price crosses the stop level, it resets itself based on current price and starts trailing all over again. User Settings: Support - Use for a trailing stop while long Resistance - Use for a trailing stop while short Both - Acts like a channel and can spot periods of lower volatility
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millerrh의
3
Fibonacci BandsFibonacci Bands are derived from Fibonacci ratios expansion from a fixed moving average. These bands help traders find key areas of support and resistance . "Fibonacci bands" are computed by adding a Fibonacci ratio distance (Up and Down) from a "key moving" average (21, 34, 89 periods). An 8 period average of "True range" is computed. The multiples of Fibonacci ratios of this range are added to the fixed moving average to compute Fibonacci Bands One of the best ways to find trend reversals is to watch the price action near the extreme bands (both lower and higher). Markets tend to reverse when prices trade outside of the band for a few bars and again trade inside the bands. After reversals, markets also tend to trade from one extreme band to the other end (opposite) of the extreme bands.
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DarkSideTrader의
Relative Strength Index With Signals [ChuckBanger]Every developer should have there own Relative Strength Index indicator. This is my version. Relative Strength Index or RSI is the most used indicator. It is an momentum based oscillator which is used to measure the velocity as well as the change of direction of price action. Essentially RSI provides a visual mean to monitor both the current, as well as historical, strength and weakness of the market you trade. RSI is calculated as folowing: RSI = 100 – 100/ (1 + RS) where RS = Average Gain of n days UP / Average Loss of n days DOWN. In this study RSI is weighted with ether VWAP (volume-weighted average price) or ATR (Average True Range) . The user can select that through the menu. RSI can have a reading from 0 to 100. The values of 70 or above indicate that an instrument is becoming overbought or overvalued and may be primed for a trend reversal or corrective pullback in price. The values of 30 or below indicates an oversold or undervalued condition. The other significant signals are divergences with price and middle line crossovers. This version also has a signal line witch can be used as a signal when RSI crossover
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ChuckBanger의
UT Bot StrategyUT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script:
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QuantNomad의
79
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
Baseline-C [ID: AC-P]The "AC-P" version of jiehonglim's NNFX Baseline script is my personal customized version of the NNFX Baseline concept as part of the NNFX Algorithm stack/structure for 1D Trend Trading for Forex. Everget's JMA implementation is used for the baseline smoothing method, with optional ATR bands at 1.0x and 1.5x from the baseline. NNFX = No Nonsense Forex Baseline = Component of the NNFX Algorithm that consists of a single moving average Baseline ---> Meant to be used in conjunction with ATR/C1/C2/Vol Indicator/Exit Indicator as per NNFX Algorithm setup/structure. C1 is 1st Confirmation Indicator, C2 is 2nd Confirmation Indicator. JMA (Jurik Moving Average) is used for the baseline and slow baseline. A slow baseline option is included, but disabled by default. The faint orange/purple lines are 1.0x/1.5x ATR from the Baseline, and are what I use as potential TP/SL targets or to evaluate when to stay out of a trade (chop/missed entry/exit/other/ATR breach), depending on the trade setup (in conjunction with C1/C2/Vol Indicator/Exit Indicator) This script is heavily based upon jiehonglim's NNFX Baseline script for signaling, barcoloring, and ATR. SSL Channel option included but disabled by default (Erwinbeckers SSL component) POC (Point of Control) from Volume Profile is included/enabled by default for both the current timeframe and 12HR timeframe 03.freeman's InfoPanel Divergence Indicator was used a reference to replace the current/previous ATR information infopanel/info draw from jiehonglim's script. I'm not sure whether I like the previous way ATR info was displayed vs how I have it currently, but it's something that is completely optional: Specifically: I am tuning this baseline/indicator for 1D trading as part of the NNFX system, for Forex. DO NOT USE THIS INDICATOR WITHOUT PROPER TUNING/ADJUSTMENT for your timeframe and asset class. Note about lack of alerts: Alerts for baseline crosses (and other crosses) have been purposefully omitted for this version upon initial publication. While getting alerts for baseline crosses under certain conditions/filtered conditions that eliminate low-importance signals and crossover whipsaw would be great, it's something I'm still looking into. SPECIFICALLY: There are entry, exit, take profit, and continuation signal components in relation to the Baseline to the rest of the NNFX Algorithm stack (ATR/C1/C2/Vol Indicator/Exit Indicator), including but limited to the "1 candle rule" and the "7 candle rule" as per NNFX. Implementing alerts that are significant that also factor in these rules while reducing alert spam/false signals would be ideal, but it's also the HTF/Daily chart - visually, entry/exit/continuation signal alignment is easy to spot when trading 1D - alerts may be redundant/a pursuit in diminishing returns (for now). //------------------------------------------------------------------- // Acknowledgements/Reference: // jiehonglim, NNFX Baseline Script - Moving Averages // // Fractured, Many Moving Averages // // everget, Jurik Moving Average/JMA // // 03.freeman, InfoPanel Divergence Indicator // // Ggqmna Volume stops // // Libertus RSI Divs // // ChrisMoody, CM_Price-Action-Bars-Price Patterns That Work // // Erwinbeckers SSL Channel //
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auroagwei의
9