High/Low Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility high/low (instead of "regular" Historical Volatility) for bands calculation. What is Historical Volatility? Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or...
Parkinson's Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Parkinson's historical volatility (instead of "regular" Historical Volatility) for bands calculation. What is Parkinson's Historical Volatility? The Parkinson's number, or High Low Range Volatility developed by the physicist, Michael...
Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility for bands calculation. What is Historical Volatility? Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this...
Smoother Moving Average w/ DSL is a Smoother Filter indicator with Discontinued Signal Lines to drastically reduce noise and improve signal quality. What is the Smoother Filter? The Smoother filter is a faster-reacting smoothing technique which generates considerably less lag than the SMMA ( Smoothed Moving Average ). It gives earlier signals but can also...
What makes this different from directional movement index? The aim is to reduce the amount of data analysis necessary before taking action; currently using DMI requires reviewing the DM+ and DM- plots, and ADX as well as review the overall trend of each one. Also there is the final analysis to determine whether a strong trend hasn’t been established at...
FDI-Adaptive, Jurik-Filtered, TMA w/ Price Zones is a Triangular Moving Average that is Fractal Dimension Index Adaptive with Jurik Smoothing. You'll notice that this combination not only smooths out the signal but also catches bottoms better than other FIR digital filters. This is a multi-layered adaptive moving average. Price zones are calculated using a...
FDI-Adaptive Supertrend w/ Floating Levels is a Fractal Dimension Index adaptive Supertrend indicator. This allows Supertrend to better adaptive to volatility of the market. This also includes floating levels that act as support and resistance, stop loss or take profit, or indication of market reversal. Additional signal types will be added in the future based...
FDI-Adaptive Fisher Transform is a Fractal Dimension Adaptive Fisher Transform indicator. What is the Fractal Dimension Index? The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of the trend. A value less than 1.5 indicates that the price series is persistent or that...
End-pointed SSA of FDASMA is a modification of Fractal-Dimension-Adaptive SMA (FDASMA) using End-Pointed Singular Spectrum Analysis. This is a multilayer adaptive indicator. What is the Fractal Dimension Index? The goal of the fractal dimension index is to determine whether the market is trending or in a trading range. It does not measure the direction of...
Fractal Dimension Index Adaptive Period is the adaptive period out of Fractal Dimension Index Adaptivity. This isn't an indicator that shows a signal, instead, it's to be used as auxiliary support and an educational tool to create other indicators. This value can be injected into other indicators to make those indicators Fractal Dimension Index Adaptive. What...
Fractal-Dimension-Adaptive SMA (FDASMA) w/ DSL is a fractal-dimension-index-adaptive SMA. The SMA is accelerated during a trend and slowed down during a sideways market, so as to avoid false signals. This indicator uses the fractal dimension to compute an ingest period length into the SMA to output the FDASMA. What is the Fractal Dimension Index? The goal of...
Velocity (which is often called a "smoother momentum" since it is much smoother than momentum without lagging at all) with an addition of ATR normalization Since velocity is (even when normalization is applied) is not an indicator with fixed bounds, this indicator is uses floating levels for what is usually called overbought and oversold levels (+ a floating...
Discretionary traders often use support and resistance zones that are based on past price action of the instrument traded. This simple script is used to plot support and resistance zones for a given instrument. The data for the zones themselves has to be determined by the past price action of the instrument and are not based on the provided data by...
SSA of Price ris an indicator that runs an SSA calculation on price to derive final output. This indicator also serves to introduce the concept of SSA to the Pine Coder community. The data returned from this algorithm is an array of modeled values on past X bars. Unlike the end-pointed SSA posted previously, this version pulls the modeled data from the output...
Variety MA Cluster Filter is one method of creating a low-lag digital filter. This is done by calculating two moving averages and then comparing their output to the past value of the combined output and then choosing the max and min between the two moving averages to then determine the combined output. I've included standard deviation filtering for smoothing. ...
█ OVERVIEW This script determines the proportion of bullish and bearish candles in a given sample size. It will produce an oscillator that fluctuates between 100 and -100, where values > 0 indicate more bullish candles in the sample and values < 0 indicate more bearish candles in the sample. Data produced by this oscillator is normalized around the 50% value,...
This indicator serves as the Tradingview equivalent of an MT4 indicator suite. It differentiates from existing TV indicators in its style and total feature set (most notably PVSRA and PVSRA Override) It was originally designed for forex markets, and it will work for crypto as well, but it has not been tested on stocks. List of Forex Market: Market boxes (NY/JP/...
End-pointed SSA of Normalized Price Oscillator is an indicator that converts source price into a normalized oscillator and runs an SSA calculation to derived a smoother final output. This indicator also serves to introduce the concept of SSA to the Pine Coder community. The data returned from this algorithm is an array of modeled values on past X bars. We could...