ATR Table (SMA)ATR table for select time frames.
Using Simple Moving Average (SMA) to get ATR.
MA periods is based on numbers suggested by Saeed Khakestar (Trigger Price Action)
You can change them in code
5m => 12
15m => 16
1H => 24
4H => 42
1D => 30
1W => 52
RSI is calculated the same way
애버리지 트루 레인지 (ATR)
ADR - Average Daily Range With ForecastI always liked the MT4 ADR indicator that was going around but never found a decent port of it in tradingview. I also noticed that the way most people were doing the ADR calculation using SMA was not always accurate and that bothered me so I decided to write one from scratch which gave a very specific ADR calculation.
On the MT4 version it would project ADR targets on the high and low side. While I liked that I thought it could be improved upon by determining orderflow and anchoring to the perceived low of day to give you a more realistic target.
I also included a percentage of current ADR as well as changed the color to red once ADR was hit.
Configuring is very simple:
Max Timeframe To Display: you can set what timeframes to show adr (I know tradeingview lets you set this now but I still like it here)
Display Average Range As FOREX pips: Some Instruments use whole numbers so you can toggle if you need too
ADR Length Parameter: Sets Number of Days Lookback to Calculate ADR
I hope you enjoy it.
Configurable Multi MA Crossover Voting SystemThis strategy goes long when all fast moving averages that you have defined are above their counterpart slow moving averages.
Long position is closed when profit or loss target is hit and at least one of the fast moving averages is below its counterpart slow moving average.
The format of the config is simple. The format is : FASTxSLOW,FASTxSLOW,...
Example : If you want 2 moving averages fast=9,slow=14 and fast=20,slow=50 you define it like this : 9x14,20x50
Another example : 5x10,10x15,15x20 => means 3 moving average setups : first wih fast=5/slow=10, second with fast=10/slow=15, last with fast=15/slow=20
You can chose the type of moving average : SMA, WMA, VWMA (i got issues with EMA/RMA so i removed them)
You can chose the source of the moving average : high, close, hl2 etc.
You can chose the period on which ATR is calculated and ATR profit/loss factors.
Profit is calculated like : buy_price + atr_factor*atr
Loss is calculated like : buy_price - atr_factor*atr
Performance in backtest is variable depending on the timeframe, the options and the market.
Performance in backtest suggests it works better for higher timeframes like 1d, 4h etc.
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.
[AXSUSDT] Multi signal Autotrade Binance* Commission: 0.06 and Autotrades Binance setting:
* Risk: 1%/trades and Stoploss moving formular:
1. H4 timeframe: Supertrend indicator
...Uptrend when closes candles is above the green line.
...Downtrend when closes candles is below the red line.
2. Pivot H/L:
- UPTREND:
... HH (Higher High) - HL (Higher Low)
... HH (Đỉnh sau cao hơn) - LH (Đáy sau cao hơn)
- DOWNTREND:
... LL (Lower Low) - LH (Lower High)
... LL (Đáy sau thấp hơn) - LH (Đỉnh sau thấp hơn)
3. Keltner Channels for detemined a trend & open trades: No repainting by checking previous closes candles.
* KELTNER BASIS = EMA(50)
- Zone for UPTREND: closes candle crossover Keltner Channels Upper 1, 2, 3
- Zone for DOWNTREND: closes candle crossunder Keltner Channels Lower 1, 2, 3
- Zone for opentrades: Keltner Channels Lower 1, Basis, Upper 1.
a. Open trades at Basis:
b. Open trades at Upper 1/Lower 1:
c. Open trades at SELL Upper 1/ BUY Lower 1:
ATR Bands with QQE [LM]Hello traders,
I would like to present you ATR Bands with QQE. This indicator is different than my other indicators I used QQE oscillator as an entry indicator, and atr bands I have used as an exit indicator.
You can see 2 set of bands with different multiplicator, first is used as first target profit, stop loss and second as a second target
There are two modes that takes, first is static mode that gives you lines with 1st, 2nd target profit and in red color stop loss.
Second mode has static first target and trailing stop loss
Settings:
Genreal settings - basic setting of source for atr bands, line settings,
First atr bands setting
Second atr bands setting
QQE settings
Cheers,
Lukas
Stochastic + Keltner Channels for ScalpingSimple arrow indicator, indicating the direction go the next slight movement. This indicator will work on any time frame or market.
How does this indicator work?
It will use Stochastic and Keltner Channels to detect potential reversals depending on the frequency you choose in the indicator's settings. The higher the frequency, the fewer candles will be used in the calculation.
When to use this indicator?
It will work better in higher time frames for low volatility indicators. You can mix with other indicators like RSI or ADX. This way, you will be able to check if the time selected frame has enough volatility to move the price enough to cover the spreads and fees of your broker.
When to exit the trade after the signal from this indicator?
A good target would be for 1x ATR value and stop-loss 2x the ATR value. Doing trailing stop will reduce your risk and secure some profits, but make sure to use values for possible fakeouts
Can this indicator be used alone as the main source of entry signal for the trades?
You can use it alone, but I recommend mixing with other trend-based indicators, like Moving Averages, so you get the best results. Since it's for scalping purposes, small moments, and reversals, it doesn't have the trend filter, but it can work trading in favor of a significant trend as well
this is a better version of my other script Scalping Arrows
Lot Size by doclribeiroThis script calculate which values should LOT, SL and TP be to trade the pair selected on TM
By default SL and TP are calculated using ATR: timeframe 1H for SL and timeframe 15min for TP.The user can also specify the SL and also the TP, or the amount of pipets to calculate SL or TP.
Kind Regrads
Miguel Campos
Heikin Ashi Trailing Stoploss ActivationThe Basics
This indicator should be used on regular candle sticks. It is possible to trigger an alert, when the block flips from red to green bar. Or vice versa.
Red block represents a red Heikin Ashi candle.
Green block for green Heikin Ashi candle.
It can be used as a trailing stoploss for (DCA/ TV) bots, when riding trends.
What Makes It Different
The user can preset the price (of the asset e.g. BTC), where it will start looking for Heikin Ashi flips. Every Heikin Ashi flip before this preset price will be ignored. Preset prices could be chosen tactically at resistance levels.
Different time frames of Heikin Ashi flips can be used together. E.g. 10 min, 3 hour or 2 Day time frames. If this is possible within your Tradingview subscription.
Example
The user has a long position (bought at the green arrow.) The user wants to start trailing at price 88 USDT (blue line).
The indicator will only trigger when the following conditions are met:
Cross of red block on the indicator (representing red Heikin Ashi candle)
Price has crossed 88 USDT
If the candlestick turns from a green to a red block, before crossing 88 USDT. It will NOT trigger the alert. Visible as the orange down arrows. In the indicator below it is displayed as a red block.The alert will go off at the red down arrow on 10th Nov (if chosen for Once per bar close). The price condition of 88 USDT was already met at 7th Nov.
Final Words
Disclaimer: Please use it with care and at own risk. The owner of this indicator is not liable for any financial losses.
Past performance is no guarantee of future returns.
Trailing Stop AlertsThis script is designed as an ATR-based trailing stop tool to assist in managing open positions.
Once you're involved in a profitable trade, if you add this script to your chart you'll be prompted to select a bar to begin trailing from.
You can then adjust the candle lookback distance for swing high/lows (7 by default), the ATR multiplier (1.0 by default), and the direction to trail (Long/Short).
You can also adjust the ATR period in the settings menu if you want to (14 period by default).
Once the script is added to your chart, it will begin drawing your trailing stop and you can then set up alerts.
Alert Options:
Any alert() function call : Will trigger an alert for both conditions (trailing stop updated, trailing stop hit)
Alert Conditions : Trailing Stop Update will trigger whenever the stop is updated, Trailing Stop Hit will trigger whenever the stop is hit.
Note: the alerts will only fire once per bar close and the trailing stop will not update on realtime bars.
ATR Bands with vortex indicator [LM]Hello traders,
I would like to present you ATR Bands with vortex indicator. This indicator is different than my others I used not that known vortex indicator as a entry indicator, and atr bands I have used as a exit indicator.
You can see 2 set of bands with different multiplicator, first is used as first target profit, stop loss and second as a second target
There are to modes that takes, first is static mode that gives you lines with 1st, 2nd target profit and in red color stop loss
In the static mode you can also turn off extending line he price reach the level:
Second mode is tracking atr first band with candle offset of your choosing:
The trailing functionality is not working 100% but I as thinking to share it anyway and see maybe some feedback and meantime I will fix the trailing behavior.
Settings:
Genreal settings - basic setting of source for atr bands, line settings,
First atr bands setting
Second atr bands setting
Vortex setting
Cheers and Happy Xmas,
Lukas
WMA ATR CHECK V2.0 [2022] 3 Levels WMA ATR Version V2.0 Check 3 Levels indicator information:
------------------------------------
***We added an option that can increase the number and decrease the number of WMA ATR CHECK processing.
Then add another line to support heavy volatility by using WMA ATR x15 x2 x4 to support heavy volatility market.
------------------------------------
With my knowledge of MOVING AVERAGE, I created a new average of ATR by dividing the average by the number of days or the number of candles I have.
It can indicate the possibility of support and resistance in the market or even a market reversal point.
It is very useful for people looking for support or resistance or selling points to buy.
The green line indicates the average ATR rate, processed with MOVING AVERAGE, can understand the market where it can go down.
The red line indicates the average ATR rate, processed by MOVING AVERAGE, can understand the market where it can go up.
By taking ATR *6 * 4 / MOVING AVERAGE *4 along the lines that everyone can see.
ด้วยความรู้ที่ผมมีเกี่ยวกับ MOVING AVERAGE ผมได้สร้างค่าเฉลี่ยใหม่ของ ATR โดยเอาไปมาหารค่าเฉลี่ยด้วยจำนวนวันหรือจำนวนแท่งเทียนที่มี
มันสามารถบอกถึงความเป็นไปได้ของแนวรับแนวต้านในตลาดหรือแม้แต่จุดกลับตัวของตลาด
มันมีประโยชน์มากสำหรับคนที่มองหาแนวรับหรือมองหาแนวต้านหรือจุดขายจุดซื้อ
เส้นสีเขียว บอกถึงอัตราค่าเฉลี่ยของ ATR ประมวลผลด้วย MOVING AVERAGE สามารถเข้าใจตลาดได้ว่าจะสามารถลงมาได้ถึงไหน
เส้นสีแดงบอกถึงอัตราค่าเฉลี่ยของ ATR ประมวลผลด้วย MOVING AVERAGE สามารถเข้าใจตลาดได้ว่าจะสามารถขึ้นไปได้ถึงไหน
โดยเอา ATR *6 * 4 / MOVING AVERAGE *4 ออกมาตามเส้นที่ทุกคนเห็น
Release Notes: We can use ATR to read price frames. and plan in trading
We've adjusted the color to make it look a bit lighter. for easy viewing of graphs
Supertraders ATR-RangeThis script calculates the ATR 5 periods daily of previous day and various percentages (5%, 7,5% and 10%) of it that we use to evaluate a possibility to try a break-in of a level. This percentages are expressed in points, ticks and a value in dollars for every contract.
Questo script calcola l'ATR daily 5 periodi del giorno precedente. Calcola anche varie percentuali di esso, in particolare 5%, 7,5% e 10%, utily per verificare lo sforamento in caso di break-in di un livello. Questi valori sono espressi in punti, ticks e valore in dollaro per contratto.
[Crypto] Dow theory strategy - Commission: 0.06 = Binance future fee.
- Autotrade by webhook to Binance future options:
1. Trend Identification:
a. UPTRENDTREND:
- HH_Trend: Higher High trend.
- HL_Trend: Higher Low trend.
b. DOWNTREND:
- LL_Trend: Lower Low trend.
- LH_Trend: Lower Low trend.
2. Open trades conditions:
a. LONG OPEN CONDITION: Điều kiện MUA.
- HH_E: Higher High entries.
- HL_E: Higher Low entries.
b. SHORT OPEN CONDITION: Điều kiện BÁN.
- LL_E: Lower Low entries.
- LH_E: Lower Low entries.
3. Stop loss and Take profit:
Stoploss, Profit = Entry Price +- ATR(20) * 5
4. Summary every year:
- 2021 to 15 Dec, 2021
- 2020 to 2021:
- 2019 to 2020:
- 2018 to 2019:
- 2017 to 2018:
- 2016 to 2017:
- 2015 to 2016:
- 2014 to 2015:
- 2013 to 2014:
5. Summary long-range:
- 2019 to 15 Dec, 2021:
- 2016 to 2019:
- 2013 to 2016:
6. List of other pairs:
ATR %plot ATR as percentage relative to close price and also shows normal ATR value in datawindow without printing it
Smart Swing Strategy for StockSpecial indicator for stock but you can try another instrument.
Trend determination and buy/sell signals are using the Alligator system from Bill Williams .
To get maximum profit, the system uses the trailing stop technique using Average True Range (ATR) with 4 moving average options (RMA, SMA , EMA , WMA ).
Please leave comments if any opinions.
Disclaimer
The content is in any event provided with the intention of being for general circulation and availability only. As such it is not intended to and does not form part of any offer or recommendation directed at you specifically, or have any regard to your investment objectives, financial situation, or needs of yourself or any other specific person. Before committing to a trade or investment, please seek advice from financial or other professional advisers regarding the suitability of the trade for you. If you do not wish to seek such financial advice, please consider carefully whether the product is suitable for you as you alone remain responsible for your trading gains and losses.
Impulse levelsThe indicator detects impulses based on an increase in ATR and volume, and also plots levels based on these impulses.
ATR vs Daily DeltaThis indicator follows the idea of the average true range indicator, but splits red candles from green candles. It also displays daily deltas as a histogram chart. Finally, it allows you to "normalize" the indicator, which displays period percentage moves (shown in decimal form) instead of period deltas, and calculates the ATR from those percentages instead of period deltas.
Average Gain/LossThe Average Gain/Loss indicator adds rays to show what the average trade range might be for a given ticker based on historical data.
Green lines are the average gain, red lines are the average loss and black are the overall average.
Darker lines are the average of close to close and lighter lines are the candle averages.
Default average is set to 50 bars but is adjustable in settings.
Have modification ideas for this indicator? Just let me know and I will gladly consider them!
RT - GANNGann relied heavily on geometrical and numerical relationships
and created several tools to help with his work. Among these
tools are the Square of Nine, Square of 144, and the Hexagon.
The Square of Nine, or Square as we will refer to here, can be
constructed in at least two ways. The static Square has the
number 1 at the center and the dynamic Square has the historic
low of the time series in the center.
EVERY 1 HOUR GANN CHANGE THE LAVELS ,ITS BASED ON CLOSE PRICE
Supertrend - Ladder ATRThis is a supertrend with slight twisted concept which can be very benefecial in strong trending markets to reduce stop loss distance and exit slightly quicker.
⬜ Concept
▶ When the instrument is trending up, regular ATR shows high values if there are big green candles. This affect the stoploss distance in regular supertrend which leads to wide stops or delayed lagging. When you are in long trade, what matters for stoploss is how much a negative candle can move within bar. Hence, using ATR derived only based on red candles is more beneficial for trailing stops on long signals. Same applies to short trades where using ATR derived from only green candles is more efficient than overall ATR.
▶ ATR will be minimal when the volatility is less and ATR will increase with volatility. That means, once you are in trade, the trailing of stoploss also will vary based on ATR (or volatility). With regular ATR and supertrend, chances of stop loss distance widening is high with increased volatility even though stoploss levels will not move down. This again poses the risk of higher drawdown during trade closure and also keeps in the trade during ranging market. To avoid this, the second trick we are using here is only to reduce the atr stoploss difference when in trade. That is, when in long trade and negative candles ATR is increasing, we will not consider that. We will consider the new ATR only if it is lesser than previous bar ATR.
Effect of these changes on the trending market is quite visual. Lets take example of USDTRY
Settings are quite simple and does not vary much from regular supertrend settings.
Outside DayThis strategy is taken from Perry Kaufman's book "Trading System and Methods".
You can enter on the direction of the candle, or opposite to it. I find that the opposite tends to yield better results in volatile assets, allowing a better reward to risk ratio. There is no stop loss in this strategy, only a fixed take profit and a time limitation.
Hull MA TimeFrame CrossOverHello traders,
Although this strategy is configured on BTCUSDT , with a changing of settings, it can be used on any trading instrument.
Here it is seen, on the 2 hour chart. With Trading Fees included in result (adjust to suit your exchange fees).
The candle crossover is set to Daily timeframe.
That means that the Candle crossover is going to see if todays price is higher than yesterdays price.
If user sets this to 4 hour timeframe, the candle crossover would be when price is higher than the the price 4 hours ago...
The rest is simple, a moving average to detect direction, and an ATR StopLoss (if activated).
There is StopLoss and Take Profit settings which work by percentage.
The periods of the moving average and the ATR can be adjusted, as can the TP % and SL %.
The price is taken from the CLOSE or the OPEN or OHLC4 etc... which can be changed in the settings. OPEN is recommended to avoid repainting.
The moving average also has selectable types (ALMA,SMA,EMA,WMA,HMA)
So if the Price is above the Moving average, and the moving average is above the alternate timeframe value, then a buy is activated
if the Price is below the Moving average, and the moving average is below the alternate timeframe value, then a sell is activated
if OPEN is selected as Price source, then the alternate timeframe value would be the OPEN of the alternate timeframes candle.
the values are all plotted on chart so user can see what is happening when what crosses over what, and then what changes when settings are adjusted.
Have FuN!
if this strategy brings you the epik win......
.... dont forget about me
seaside420 ❤️
Double SupertrendThis strategy is based on a custom indicator that was created based on the Supertrend indicator. At its core, there are always 2 super trend indicators with different factors to reduce market noise (false signals).
The strategy/indicator has some parameters to improve the signals and filters.
TECHNICAL ANALYSIS
☑ Show Indicators
This option will enable/disable the Supertrend indicators on the chart.
☑ Length
The length will be used on the Supertrend Indicator to calculate its values.
☑ Dev Fast
The fast deviation or factor from one of the super trend indicators. This will be the leading indicator for entry signals, as well as for the exit signals.
☑ Dev Slow
The slow deviation or factor from one of the super trend indicators. This will be the confirmation indicator for entry and exit signals.
☑ Exit Type
It's possible to select from 4 options for the exit signals. Exit signals always take profit target.
☑ ⥹ Reversals
This option will make the strategy/indicator calculate the exit signals based on the difference between the given period's highest and lowest candle value (see Period on this list). It's displayed on the chart with the cross. As it's possible to verify in the image below, there are multiple exit spots for every entry.
☑ ⥹ ATR
Using ATR as a base indicator for exit signals will make the strategy/indicator place limit/stop orders. Candle High + ATR for longs, Candle Low - ATR for shorts. The strategy will show the ATR level for take profit and stick with it until the next signal. This way, the take profit value remains based on the candle of the entry signal.
☑ ⥹ Fast Supertrend
With this option selected, the exit signals will be based on the Fast Supertsignal value, mirrored to make a profit.
☑ ⥹ Slow Supertrend
With this option selected, the exit signals will be based on the Slow Supertsignal value, which is mirrored to take profit.
☑ Period
This will represent the number of candles used on the exit signals when Reversals is selected as Exit Type. It's also used to calculate the gradient used on the Fills and Supertrend signals.
☑ Multiplier
It's used on the take profit when the ATR option is selected on the Exit Type.
STRATEGY
☑ Use The Strategy
This will enable/disable the strategy to show the trades calculations.
☑ Show Use Long/Short Entries
Option to make the strategy show/use Long or Short signals. Available only if Use The Strategy is enabled
☑ Show Use Exit Long/Short
Option to make the strategy show/use Exit Long or Short signals (valid when Reversals option is selected on the Exit Type). Available only if Use The Strategy is enabled
☑ Show Use Add Long/Short
Option to make the strategy show/use Add Long or Short signals. With this option enabled, the strategy will place multiple trades in the same direction, almost the same concept as a pyramiding parameter. It's based on the Fast Supersignal when the candle fails to cross and reverses. Available only if Use The Strategy is enabled
☑ Trades Date Start/End
The date range that the strategy will check the market data and make the trades
HOW TO USE
It's very straightforward. A long signal will appear as a green arrow with a text Long below it. A short signal will appear as a red arrow with a text Short above it. It's ideal to wait for the candle to finish to validate the signal.
The exit signals are optional but give a good idea of the configuration used when backtesting. Each market and timeframe will have its own configuration for the best results. On average, sticking to ATR as an exit signal will have less risk than the other options.
☑ Entry Signals
Follow the arrows with Long/Short texts on them. Wait for the signal candle to close to validate the entry.
☑ Exit Signals
Use them to close your position or to trail stop your orders and maximize profits. Select the exit type suitable for each timeframe and market
☑ Add Entries
It's possible to increase the position following the add margin/contracts based on the Add signals. Not mandatory, but may work as reentries or late entries using the same signal.
☑ What about Stop Loss?
The stop-loss levels were not included as a separated signal because it's already in the chart. There are some possible ideas for the stop loss:
☑⥹ Candle High/Low (2nd recommend option)
When it's a Long signal from the entry signal candle, the stop loss can be the Low value of the same candle. Very tight stop loss in some cases, depending on the candle range
☑⥹ Local Top/Bottom
Selecting the local top/bottom as stop loss will give the strategy more room for false breakouts or reversals, keeping the trade open and minimizing noises. Increases the risk
☑⥹ Fast Supertrend (1st recommend option)
The fast supertrend can be used as stop-loss as well. making it a moving level and working close to trail stop management
☑⥹ Fixed Percentage
It's possible to use a fixed risk percentage for the trades, making the risk easier to control and project. Since the market volatility is not fixed, this may affect the accuracy of the trades
☑⥹ Based on the ATR (3rd recommend option)
When the exit type option ATR is selected, it will display the take profit level for that entry. Just mirror that value and put it as stop-loss, or multiply that amount by 1.5 to have more room for market noise.
EXAMPLE CONFIGURATIONS
Here are some configuration ideas for some markets (all of them are from crypto, especially futures markets)
BTCUSDT 15min - Default configuration
BTCUSDT 1h - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
BTCUSDT 4h - Length 10 | Dev Fast 2 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
ETHUSDT 15min - Length 20 | Dev Fast 1 | Dev Slow 3 | Exit Type Fast Supertrend | Period 50 | Multiplier 1
IOTAUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 2 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
OMGUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
VETUSDT 15min - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
HOW TO FIND OTHER CONFIGURATIONS
Here are some steps to find suitable configurations
select a market and time frame
enable the Use This Strategy option on the strategy
open the strategy tester panel and select the performance summary
open the strategy configuration and go to properties
change the balance to the same price of the symbol (example: BTCUSDT 60.000, use 60.000 as balance)
go back to the inputs tab and keep changing the parameters until you see the net profit be positive and bigger than the absolute value of the drawdown
in case you can't find a suitable configuration, try other timeframes
Since the tester reflects what happened in the past candles, it's not guaranteed to give the same results. However, this indicator/Strategy can be used with other indicators as a leading signal or confirmation signal.
