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Futures

LibraryCOT█  OVERVIEW This library is a Pine programmer's tool that provides functions to access Commitment of Traders (​COT) data for futures. Four of our scripts use it:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total If you do not program in Pine and want to use ​COT data, please see the indicators linked above. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. Accessing ​COT data from a Pine script requires the generation of a ticker ID string for use with request.security() . The ticker string must be encoded in a special format that includes both CFTC and TradingView-specific content. The format of the ticker IDs is somewhat complex; this library's functions make their generation easier. Note that if you know the ​COT ticker ID string for specific data, you can enter it from the chart's "Symbol Search" dialog box. A ticker for ​COT data in Pine has the following structure: COT:__<_metricDirection><_metricType> where an underscore prefixing a component name inside <> is only included if the component is not a null string, and:        Is a digit representing the type of the COT report the data comes from: "" for legacy COT data, "2" for disaggregated data and "3" for financial data.        Is a six digit code that represents a commodity. Example: wheat futures (root "ZW") have the code "001602".        Is either "F" if the report data should exclude Options data, or "FO" if such data is included.        Is the TradingView code of the metric. This library's `metricNameAndDirectionToTicker()` function creates both     the and components of a ​COT ticker from the metric names and directions listed in the above chart.     The different metrics are explained in the CFTC's Explanatory Notes .        Is the direction of the metric: "Long", "Short", "Spreading" or "No direction".     Not all directions are applicable to all metrics. The valid ones are listed next to each metric in the above chart.        Is the type of the metric, possible values are "All", "Old" and "Other".     The difference between the types is explained in the "Old and Other Futures" section of the CFTC's Explanatory Notes . As an example, the Legacy report Open Interest data for ZW futures (options included) in the old standard has the ticker "COT:001602_FO_OI_OLD". The same data using the current standard without futures has the ticker "COT:001602_F_OI". █  USING THE LIBRARY The first functions in the library are helper functions that generate components of a ​COT ticker ID. The last function, `COTTickerid()`, is the one that generates the full ticker ID string by calling some of the helper functions. We use it like this in our example: exampleTicker = COTTickerid( COTType = "Legacy", CFTCCode = convertRootToCOTCode("Auto"), includeOptions = false, metricName = "Open Interest", metricDirection = "No direction", metricType = "All") This library's chart displays the valid values for the `metricName` and `metricDirection` arguments. They vary for each of the three types of ​COT data (the `COTType` argument). The chart also displays the ​COT ticker ID string in the `exampleTicker` variable. Look first. Then leap. The library's functions are: rootToCFTCCode(root)   Accepts a futures root and returns the relevant CFTC code.   Parameters:      root : Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".   Returns: The part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`. currencyToCFTCCode(curr)   Converts a currency string to its corresponding CFTC code.   Parameters:      curr : Currency code, e.g., "USD" for US Dollar.   Returns: The corresponding to the currency, if one exists. optionsToTicker(includeOptions)   Returns the part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.   Parameters:      includeOptions : A "bool" value: 'true' if the symbol should include options and 'false' otherwise.   Returns: The part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't. metricNameAndDirectionToTicker(metricName, metricDirection)   Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.   Parameters:      metricName : One of the metric names listed in this library's chart. Invalid values will cause a runtime error.      metricDirection : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction".       Valid values vary with metrics. Invalid values will cause a runtime error.   Returns: The part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction",     or "TC_L" for "Traders Commercial" and "Long". typeToTicker(metricType)   Converts a metric type into one component required to build a valid COT ticker ID.   See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.   Parameters:      metricType : Metric type. Accepted values are: "All", "Old", "Other".   Returns: The part of a COT ticker. convertRootToCOTCode(mode, convertToCOT)   Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`.   Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.   Parameters:      mode : A string determining how the function will work. Valid values are:       "Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.       "Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.       "Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.       "Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.      convertToCOT : "bool" value that, when `true`, causes the function to return a CFTC code.       Otherwise, the root or currency information is returned. Optional. The default is `true`.   Returns: If `convertToCOT` is `true`, the part of a COT ticker ID string.     If `convertToCOT` is `false`, the root or currency extracted from the current symbol. COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)   Returns a valid TradingView ticker for the COT symbol with specified parameters.   Parameters:      COTType : A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".      CTFCCode : The for the asset, e.g., wheat futures (root "ZW") have the code "001602".      includeOptions : A boolean value. 'true' if the symbol should include options and 'false' otherwise.      metricName : One of the metric names listed in this library's chart.      metricDirection : Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".      metricType : Type of the metric. Possible values: "All", "Old", and "Other".   Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data. █ AVAILABLE METRICS Different COT types provide different metrics. The table of all metrics available for each of the types can be found below. +------------------------------+------------------------+ | Legacy (​COT) Metric Names | Directions | +------------------------------+------------------------+ | Open Interest | No direction | | Noncommercial Positions | Long, Short, Spreading | | Commercial Positions | Long, Short | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No direction | | Traders Noncommercial | Long, Short, Spreading | | Traders Commercial | Long, Short | | Traders Total Reportable | Long, Short | | Concentration Gross ​LT 4 TDR | Long, Short | | Concentration Gross ​LT 8 TDR | Long, Short | | Concentration Net ​LT 4 TDR | Long, Short | | Concentration Net ​LT 8 TDR | Long, Short | +------------------------------+------------------------+ +-----------------------------------+------------------------+ | Disaggregated (COT2) Metric Names | Directions | +-----------------------------------+------------------------+ | Open Interest | No Direction | | Producer Merchant Positions | Long, Short | | Swap Positions | Long, Short, Spreading | | Managed Money Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Producer Merchant | Long, Short | | Traders Swap | Long, Short, Spreading | | Traders Managed Money | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-----------------------------------+------------------------+ +-------------------------------+------------------------+ | Financial (COT3) Metric Names | Directions | +-------------------------------+------------------------+ | Open Interest | No Direction | | Dealer Positions | Long, Short, Spreading | | Asset Manager Positions | Long, Short, Spreading | | Leveraged Funds Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Dealer | Long, Short, Spreading | | Traders Asset Manager | Long, Short, Spreading | | Traders Leveraged Funds | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-------------------------------+------------------------+
Pine Script® 라이브러리
TradingView의
22
Session Levels - Ultimate Range IndicatorSession Levels - Ultimate Range Indicator Primarily developed for trading the E-MINI Futures Markets like NQ or ES from the CME Group, but also more than suitable for Crypto or other instruments. This indicator highlights the chosen session, which can be Globex, Asian, London and New York. It plots the important levels and also renders the Opening Range as it forms (a.k.a. Initial Balance). After the 1st hour Opening Range is finished, it can plot the Standard Deviations / Projections. See below for a complete feature list. All Opening Ranges on chart and for the New York session the Range Projections are turned on: s3.tradingview.com How to use (example): If you are trading the Nasdaq Futures (NQ!) Enable the Globex Overnight session. Basically in the Futures Market, the Globex session is everything outside of US trading hours of Stocks. This draws the important overnight levels, like the Low, 25%, 50%, 75% and the High. Enable the New York Session with Levels and Opening Range. Generally, 70% of the time the 1st hour will put a Low or High of the day. If the price is trading above the Globex Low, most likely the Low of the Day is formed and the price target for the day will be 1.5x Standard Deviation and 2x Standard Deviation. [*} Deviation of the Initial Balance depends on the volume ad overall market structure. ** This is not financial advice or any guarantee ** Features: Show each Session Highlighted on Intraday chart in it's own color (each session can be turned off and has customizable times and color) Show Line Levels of each session: Low, 25%, 50%, 75% and the High (customizable color) Show the Opening Range (Initial Balance) of the Asian, London and New York session. Note: NY has more options. Opening Range is displayed as a box with level lines (customizable color) Levels are drawn to the end of the NY Cash session (customizable time) Show IB Standard Deviations 0.5 - 3.0. Calculated from the Opening Range (Initial Balance) Option to display Higher Timeframe levels: Previous Day Open/Close and Previous Week Open/Close All level lines and OR boxes size dynamically as the session progresses Built in Alerts for when price hits key levels. e.g. Alert when price crosses the NY Opening Range High. Or an Alert when the first STDEV is hit. Option to toggle display of drawings for Today's trading session only, or Show all recent session levels. This keeps the chart clean or not. Extras: The NY Opening Range also has a 50% level line The NY Opening Bar can be highlighted separately The Level Lines can have small labels turned on/off. Values are only shown on mouse over to keep a clean chart Keep in mind: 1) This indicator works on all instruments, but on instruments with limited market hours, your chart setting has to be set to "Extended Hours" otherwise. For example TSLA on NASDAQ. 2) The Exchange Time Zone for the CME Group is Chicago UTC-6. So the session times you configure in the settings menu are based on that timezone too. 3) Globex opens at 5pm CST and closes when the US session starts 8:30CST. 4) When enabling the Alerts in the Indicator settings, be sure to also create an alarm for this indicator using the Alarm function of Tradingview.
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ArdOfCrypto의
14
BTC Futures BasisShows various basis percentages in a table and plots historical basis. Also has an alert function for backwardation events. Useful for tracking bullish/bearish sentiment in BTC futures markets. *Currently displays March and June futures for the following exchanges: Bitmex, Binance, Deribit, Okex, and FTX Also displays CME Continuous Next Contract. All of the symbols are customizable. ----------- Market-wide backwardation usually occurs during a heavy sell-off (such as a liquidation cascade). **For getting alerts of backwardation events, I recommend creating an alert on the 1 minute chart with the condition "Any alert() function call". Alert level is customizable as well. ----------- *NOTE!! : Futures contracts expire (obviously), so the contract symbols will need to be updated periodically. I will try to keep them updated going into the future. **NOTE2!! : The alert() function does not track the CME contract. This is to avoid false triggers.
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daylad의
4
Ehler Fisher applied on distance EMAThis is an improved version of Fisher, which use as a source the distance from EMA , compared to the initial source which was on the close of a candle. It can be used in any market, any time frame . For conditions we have multiple conditions for the logic, in this case initially if our fisher is above 0 is a long direction ,if its belowe 0 its a short direction. Also we can improve this condition even further, in this case if we cross up our previous line its a buy signal, and if we cross down its a sell signal. For best usage combine the cross together with the position of fisher respecting the 0. If you have any other questions, let me know with a private message.
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SoftKill21의
4
Confluence CandlesThis indicator looks for confluence among three indicators (RSI, Stochastic, and MACD), a strategy popularized by Markus Heitkoetter in his book, “The PowerX Strategy: How to Trade Stocks and Options in Only 15 Minutes a Day”, and expands it to look for agreement on up to four symbols. Each indicator is configurable in the settings, as well as the ability to choose which of the indicators are used. Default Logic Green Candles RSI > 50 Stochastic > 50 MACD Histogram > 0 Red Candles RSI < 50 Stochastic < 50 MACD Histogram < 0 When multiple symbols are selected, the above needs to be true for all selected symbols. Example Use Cases - Setting the indicator to the Nasdaq 100 (QQQ or NQ1!) while trading a stock that is part of that index such as AAPL or TSLA - Setting the indicator to multiple indexes that tend to move together in order to trade one of them since they tend to make stronger moves when moving together (ex. SPY & QQQ, or ES1! & NQ1!) - Setting the indicator to Bitcoin while trading a smaller crypto pair that moves as a sympathy play. Tip If you have trouble finding the full name for a specific instrument from an exchange such as BTCUSD from Coinbase, you can bring up TradingView’s “Symbol Search” pop-up modal, enter your search term, use the down arrow key on your keyboard to move the focus to the symbol you want, and you will see the full name in the search field such as “COINBASE:BTCUSD”.
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TheTradeEngine의
16
vix_roll_yieldShows the roll yield of the VX futures, which is the ratio of a continuously weighted average of the front two months to the VIX. The VX (VIX futures) contract expires on the third Tuesday of each month. On the next trading day, the front month will have full weighting, and the second month will have no weight. On the expiration day, the back month will have full weighting and the front month will have no weight. In between, the weight gradually shifts. This weighted average is similar to the SPVIXSTR index that UVXY and several other funds track. When the average is below the VIX, the indicator is negative, and the front month contract will tend to gain value relatively more rapidly than the back month as it converges upward to the VIX spot price. Because funds whose NAV is tied up in VX contracts continuously roll from the (typically cheaper) front month to the back, in situations where the front month is more expensive than usual--or even more expensive than the back month--these products may have a "tailwind". In this case, they are selling expensive front month contracts to purchase cheap back month contracts. Ordinarily, VIX funds have a "headwind." The roll yield is positive, the front month is cheap, and the back month is expensive. Day by day the funds sell cheap front month contracts and buy expensive back month contracts, which, in turn and over time, become the front month and converge with the VIX, losing value rapidly. This is a brief explanation about the decay of these products.
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taylor_o의
Trend Momentum with Buyers / Sellers PowerHi there! With this indicator, you can hunt big trends before they start. This indicator is combined with RSI and Momentum indicators It can show you the power of trend and which side it wants to go It can help you to open a position at the first point of a new trend or at the safe and proven point of the trend, also it can help you to close your position before the trend change its direction (it's not recommended to use it to close your positon, but sometimes it can help you to find the ending point of big pumps) Rules: * Baseline is ZERO ( 0 ) line * When gray line crossover red line, it shows us a powerful uptrend * When the gray line crossunder the red line it shows us a powerful upward trend Signals: * Only use Buy signals(Long) when they are above or crossing-up baseline * Only use Sell signals(Short) when they are under or crossing-down baseline * If they both (red and gray lines) are too high and they suddenly starting to come back to baseline, it shows we have a range trend, the trend is weak or a reversal trend is coming!! !! WARNING: DO NOT USE THIS INDICATOR ALONE !! Suggestions : -Use 1H, 4H, daily, or Weekly timeframes -Use ADX and DI or three WMA's -Use divergence -You can use it for scalping but you need to change the inputs (not recommended) If you have any idea about making new indicators(what information do you want from the chart?), comment please, then I can research and make it for all of us! =)
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Crypto_Checkup의
5
Stock trending strategy This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well. Components: VWAP MACD histogram EMA 9 Rules for entry Long : For VWAP: close is above the vwap daily EMA: close is above the moving average MACD histogram is above 0 Short: For VWAP: close is belowthe vwap daily EMA: close is below the moving average MACD histogram is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
Pine Script™ 전략
exlux의
Ichimoku with MACD/ CMF/ TSIThis is a very powerful trend strategy designed for markets such as stocks market , stock index and crypto. For time frames I found out that 1h seems to do the trick. Components: Ichimoku full pack MACD histogram CMF oscillator TSI oscillator Rules for entry Long : For Ichimoku:Tenkan part of cloud is bigger than kijun, Chikou is above 0 , close of a candle is above the Senkou MACD histogram is above 0 CMF oscillator is positive and bigger than 0.1 TSI oscillator is above 0 Short: For Ichimoku:Tenkan part of cloud is smaller than kijun, Chikou is below 0 , close of a candle is belowthe Senkou MACD histogram is below 0 CMF oscillator is negative and below -0.1 TSI oscillator is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
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exlux의
Target Price for KuCoin FuturesWhen trading on KuCoin, it can be difficult to determine what you're exit price should be. This script solves this issue by giving you an exit price based on a given entry price, a base margin, and a target profit %. USE CASES: No Entry Price: If you have no position in KuCoin, then this use case could be more helpful. With no entry price inputted, two lines will be drawn above and below the current closing price. The blue line represents your exit price for if you were to enter into a long at the current close. The orange line represents your exit price if you were to enter into a short at the current close. With Entry Price: If you're already in a position in KuCoin, then this case might be more helpful. The green line represents your exit price for a long from your entry price The red line represents your exit price for a short from your entry price The yellow line represents your entry price itself.
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Dooson7의
5
Full CRYPTO pack macd, rsi, obv, ema alert versionThis is the indicator version of a simple, yet very efficient crypto strategy, adapted to 4h time frame, on big coins like ETH and BTC . However it can be adapted to other markets, timeframes etc For this strategy I use a combination of a trend line , an oscillator, price action and volume . This study has alert for both long and short entries/exit. The rules are the next ones: Long : we check that current candle is ascending and above the moving average, the macd is in positive range, rsi is below overbought level and volume is bigger than the moving avg of volume . For short, we have the opposite long rules. If you have any questions, please let me know !
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SoftKill21의
15
MACD oscillator with EMA strategy 4H This is a simple, yet efficient strategy, which is made from a combination of an oscillator and a moving average. Its setup for 4h candles with the current settings, however it can be adapted to other different timeframes. It works nicely ,beating the buy and hold for both BTC and ETH over the last 3 years. As well with some optimizations and modifications it can be adapted to futures market, indexes(NASDAQ,NIFTY etc), forex(GBPUSD), stocks and so on. Components: MACD EMA Time condition Long/short option For long/exit short we enter when we are above the ema, histogram is positive and current candle is higher than previous. For short /exit long , when close below ema, histo negative and current candles smaller than previous If you have any questions please let me know !
Pine Script™ 전략
SoftKill21의
4
Trend Surfers - Premium Breakout + AlertsTrend Surfers - Premium Breakout Strategy with Alerts I am happy today to release the first free Trend Surfers complete Breakout Strategy! The strategy includes: Entry for Long and Short Stoploss Position Size Exit Signal Risk Management Feature How the strategy works This is a Trend Following strategy. The strategy will have drawdowns, but they will be way smaller than what you would go through with buy and old. As a Trend Following strategy, we will buy on strength, when a breakout occurs. And sell on weakness. The strategy includes a FIX Stoploss determined by an ATR multiple and a trailing Stoploss/Takeprofit also determined by an ATR multiple. You can also manage your risk by entering the maximum % you are willing to risk on every trade. Additionally, there is an option to enter how many pairs you will be trading with the strategy. This will change your position size in order to make sure that you have enough funds to trade all your favorite pairs. Use the strategy with alerts This strategy is alert-ready. All you have to do is: Go on a pair you would like to trade Create an alert Select the strategy as a Trigger Wait for new orders to be sent to you Every Entry (Long/Short) will include: Market Entry (Enter position NOW!) Stoploss price Position Size Leverage * If you do not wish to use leverage, you can multiply the Position Size by the Leverage. But doing that, you might end up with a position greater than your equity. Trading on Futures is better in order to have accurate risk management. Exit signals: When you receive an exit signal, you need to close the position ASAP. If you want to keep your results as close as possible to the backtest results, you need to execute quickly and follow what the strategy is telling you. Do not try to outsmart the strategy Leave your emotion out of trading! If you trust the strategy, you will have way better returns than if you try to outsmart it. Follow each signal you receive even if it doesn't seem logical at the moment. Become a machine that executes. Don't look at fundamentals. Follow the trend! Trust the strategy! I hope you enjoy it!
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TrendSurfersSignals의
25
MS POIVThis indicator was introduced by Larry Williams in 2007 and is very similar to the well known OBV indicator. As such, it should be examined for convergence and divergence with the price trend. The interpretation can be done using the Wyckoff principles. * Price rises, POIV stays behind => no subsequent demand * Price meets resistance, POIV reaches new highs => supply (distribution) in the background * Price and POIV rise synchronously => price trend is intact These statements can of course be applied correspondingly to falling prices. Larry Williams wrote for explanation: Despite the problem, volume indictors have proven their worth, but while it is a good idea to watch the cumulative flow of buying and selling pressure, you should not assign all of this buying and selling to bulls and bears. Combined with other concepts, such as keying off the open, we can focus on something more germane to trading based just on volume, or what some might consider related volatility indicators, such as daily ranges. Futures traders can consider at least one solution to this problem: open interest. Open interest is the number of outstanding contracts in a particular market. (...)) The formula is calculating the cumulative sum of open interest times the net change in price, divided by the true range. We then add the OBV value to this cumulative sum. So we first take the net change in price (today’s close minus yesterday’s close) to get a percentage of where within the range the close was. Not all of the activity will be buying or selling; the market “tells” us what percentage of open interest goes to the buy or sell side. Not only that, it also means we are incorporating price and trend change into the formula. (...) One note of warning is necessary. The Williams POIV AD is a specific formula that compensates for the close within the range relationship, as well telling us how much OI to use, but it is an indicator, not a trading system. In practice, it is useful to confirm a trade or to focus attention on a potential trade. It is not intended to stand as the sole reason to initiate a position in the market.
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waynem59의
14
Keltner + RSI Bitcoin Futures Trading [luca_badoer]This indicator combines the power of the Keltner channel with the power of the Relative Strength Indicator (RSI). It can help understand when the market is entering a bullish or a bearish trend. Normally a Keltner channel would reference an Exponential Moving Average (EMA) of the price. In this case the Keltner Channel in the "Keltner + RSI Bitcoin Futures Trading " references the EMA of the 14-day RSI (white line). On top of that it overlays a 7-day RSI line (blue line). This produces some signals that are particularly useful in 2h, 4h and 1 day charts. The signals consist in the 7-day RSI line (blue line) crossing the upper (green) or lower (red) Keltner channels as well as the middle (white) line. Depending on the direction of the crossing (up or down) and the RSI level (from 0 to 100) at which the crossing takes place this produces bullish or bearish signals. Examples: - Bullish crossing: 7-day RSI (blue) crosses both the lower (red) and middle (white) lines upwards at a low to neutral RSI level (<70%) - Bearish crossing: 7-day RSI (blue) cross both the upper (green) and middle (white) lines downwards at a high to neutral RSI (>30%) Recommendations: - Better to use it in 2h, 4h, and 1-day charts, thought it can also be used in lower timeframes. Confirmations of crossings in higher time-frames provide more certainty about the direction of the move. - Use in combination with Heikin Ashi candles and volume indicators.
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luca_badoer의
31
ADX Momentum cross + MacD + HH LL + Buy/Sell Signals and alerts Hello, This is the first indicator I have made and would like to contribute to the community. This strategy came from trying to replicate a previous ADX Cross Indicator that I loved on MT4 which I used successfully on EUR/USD on high and low time frames. Through the process of trying to replicate it I failed, I decided to take what I had written so far and create my own ADX cross strategy using the combination of 3 ADX's, their lag. Then also using Higher highs and lower lows with the MacD to further filter the signals. There are two buy and two sell conditions , the difference between these are just the order in which the ADX crossing determines the entry. The MacD and higher highs and lower lows are the same for filtering the signal. You can change the look back for HH and LL look back range, along with the DI Length & ADX Smoothing for all ADX's. The lag used for either the buy or sell strategy with the Lag_Buy/Lag_Sell inputs. Lag_mid setting will affect all 4 conditions. From testing and based on the ADX cross logic you should follow this structure when changing the inputs for: DI Length: Lowest DI value (I.E. 1) DI Lengtha: Middle DI value (I.E. 2) DI Lengthb: Highest DI value (I.E. 3) ADX Smoothing: Lowest Smoothing value (I.E. 1) ADX Smoothinga: Middle Smoothing value (I.E. 2) ADX Smoothingb: Highest Smoothing value (I.E. 3) I tested this on the EUR/USD, but mainly I have been using it on BTC/USDT(binance) and BTC/USDT Perpetual futures(binance) with the 5 minute chart. I suggest playing around with the settings depending on the Symbol and timeframe you use because the default settings are what I last found to be optimal for my self on the 5min BTC/USDT Perpetual futures(binance) chart. A good starting point I found when using the indicator on other charts is to use the below values: DI Length: 7 DI Lengtha: 14 DI Lengthb: 21 ADX Smoothing: 7 ADX Smoothinga: 14 ADX Smoothingb: 21 If you have any questions, suggestions, or requests for this indicator feel free contact me. You can either comment on here or Message me If you like this indicator please like and comment where you found it useful.
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Exmodaus의
18