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AM_ZLWMA Crossover_xDear All, Please find updated version of Zero lag WMA crossover. In addition to this added 20/50 EMA to get better results. Settings: ZLWMA = 8 identified by Blue line Fast WMA = 21 identified by Red line EMA Period 20/50 How to Trade: Buy: Wait for positive crossover (Blue cross above Red) to happen trade can be taken there but to get better results post crossover once price move above EMA 20 then buy can be initiated. Sell: Wait for negative crossover (Blue cross below Red) to happen trade can be taken there but to get better results post crossover once price move below EMA 20 then sell can be initiated. Reason to wait for confirmation of price action above / Below moving average is most of the time it happens that even after crossover happens sometimes it was just a pull back and from there it could be a possibility for reversal. Once price action confirms moving above / below EMA20 then trade will be initiated. Please comment and ask for any doubt
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happyTacos의
3
DMI-ADX HistogramThe Average Direction Index (ADX) coupled with the Direction Movement Index (DMI), developed by J. Welles Wilder, is a popular indicator that measures trend direction and strength. The AX line (blue) is used to show the strength of the current trend. It does not tell you the trend direction. The under laid histogram shows relative movements of the price with green showing positive momentum and red showing negative momentum. Use these ADX and DMI together to find trend strength and direction. - ADX line below 20 indicates that the underlying is in accumulation/distribution. - ADX line above 20 mean that the underlying is trending with over 60 being very strong. *When the ADX line is below 20 it is likely to see many reversal signals on the DMI Histogram. It is best to use the DMI signals when the ADX line is above 20 or higher. This is also a good level to play around with. Motivation Normally the direction movements are plotted as lines with the DI+ being green and the DI- being red. When the DI+ (green) crosses over DI- (red) this may indicate a buy signal, and vice versa. I found this visual representation made it difficult to see signals as well as lacked the ability to easy see the relative strength of other moves. I have also noticed that the histogram values will periodically cross the ADX line, but not for very long periods. This could be a useful signal to explore further in the future. In this image the top indicator is using the normal DI+/- lines, where the bottom indicator is using an absolute histogram.
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Rave444의
2
ADX + DI x Upgraded to Pine v4 x KingThiesAverage Directional Movement Index Momentum based tool to measure trend strength on scale of 1-100 Similar to the aroon but incorporates a 3rd measure, while aroon uses two The majority of these calculations were pre-existing in older pine scripts but have since been updated signals are given when -DI and +DI cross, ADX illustrates corresponding strength at time of cross Full Intro ADX can help investors to identify trend strengths, as di - di determines the trend direction, while d - d is an impulse indicator. If the ADX is below 20, it can be considered impulsive, while it is above 25 on a trend line. A trading signal can be generated when the di - DI line is switched to d - d and vice versa. If the di-line crosses and the ADX is above 20 (ideally 25), a potential buy signal could ebb away. If the ADX is above 20, there is the possibility of potential short selling if the DI crosses over DI. You can also use crosses to get out of the current deal if you need it for a long time. If the di-line is crossed and the Adx is below 20 (or 25), there may be opportunities to enter the potential for short trading, but only if di are above or below DI or if the price is trendy and may not prove to be the ideal time to start trading.
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kingthies의
2
Weeknights Donchian CloudDonchian Channel Trading system visualised as a cloud. Regular/Quick inputs; Length: 20 Entry Length: 20 Stop Length: 10 Alternate/Slower Inputs; Length: 55 Entry Length: 55 Stop Length: 20 For a more in-depth review, look up "Turtle Trading" rules The simplest way to use the cloud; -When the cloud flips from above to below (support), close any shorts and open a long -When the cloud flips from below to above (resistance), close any longs and open a short -Cloud is flipped based on a breakout on the high / low -Most effectively used on the daily, but can be used on any time frame -For traditional markets, an input of 20 is most commonly used -For 24/7 markets, an input of 28 is most commonly used -Find an input that makes the most sense to you! I appreciate any feedback, feel free to message me on twitter / comment! Twitter ; @ImWeeknight Credit to user KivancOzbilgic for helping with the script
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w33kn1ght의
Trend QualityThe quality of the current trend is calculated by adding or subtracting one point to the total value depending on the following criteras: 1. EMA-8, MA-20, MA-50, MA-100, MA-200 , each get a point if they are increasing. 2. EMA-8 > MA-20 > MA-20 > MA-50 > MA-100 > MA-200 , each condition that is true gets one point. On top of the Trend Quality value we apply a "weekly" (5 periods) and a "monthly" (22 periods) moving average. When above a value of 5, a strong trend is indicated and hence a trend following strategy should be used. Use this to Buy when bouncing back from e.g MA-20 or a confirming consolidation/candlestick/trendline pattern. When the trend decreases below Zero a trend shift may have occured. Idea, curtesy: Tobbe Rosèn
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kruskakli의
16
Simple Moving Average Double HelixThis one is a mix of colour-coded moving averages and Ichimoku. It features two pairs of SMAs--default values of 9/20 and 50/200. Each SMA will be green when it rises and red when it falls. The spaces between each pair will fill with green or red depending on which line is on top. 9 over 20 or 50 over 200 makes a green cloud; if 9 or 50 falls below, the cloud will switch to green. There's also the Ichimoku lagging span and a 35-period SMA (grey) that can be used as a trailing stop loss guideline. Ideal long setup: 9, 20, 50, and 200 SMA are all green both clouds are green lagging span is above historic price action Ideal short setup: 9, 20, 50, and 200 SMA are all red both clouds are red lagging span is below historic price action
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stvch의
TA Basics: further "Steps" with our Moving AverageSo far in this series of posts, we have worked thru creating a basic zero-lag moving average, then moved forward all the way to coding a "Fibonacci" Weighted Moving Average. in this post we take a look at a technique that can help traders minimize noise in the underlying data and get better insight on the changes that are happening in the data series represented by the moving average. we'll look at adding "stepping" to our Fibonacci Moving Average as an example. we introduce the Stepping Fibonacci Moving Average , or Step_FiMA note that you can use the same technique with any plot you may have. feel free to copy or leverage the relevant parts of the script - the script is commented to make this easier. How is this useful? ================== with "stepping", you get your indicator to "round" the outcome into pre-specified bands or ranges. this works very similar to how, for example, range or Renko charts work. you can easily see the difference in the chart above once we look at a non-stepped and a stepping moving average of the same length side-by-side the more granular your timeframe is, you will see the effect of the stepping clearer - here's how the same chart looks when we go into the 1-hr aggregation Notes about this script ==================== there are couple of pieces i wanted to highlight in the script if you plan to use some of it : 1 - the step(x) function is meant to try to automatically pick the best "suitable" step size based on the range of the underlying series (for example, the closing price). these ranges i included here in the code are just my own "best choices" - you are totally welcome to adjust these ranges and the resulting step size to your own preference 2 - we applied the stepping as a user-choice. user can choose a manual entry, or "0" to get the code to automatically pick the step size, or enter -1 (or actually any value below zero) to cancel the stepping option altogether - this gives us some flexibility on how to use the stepping in an indicator 3 - very important (and somehow confusing): on the "rounding" approach: the magic math formula that actually creates the stepping is this one result = round(input / step) * step now, this tells the script to "round" the result up or down (the basic rounding) -- so for example, a price of 17 with a step of 5 would be rounded (down) to 15, where as a price of 18 would be rounded "up" to 20 -- this is not the way some of us would expect or want, cause the price never reached 20 and they would want an 18 to still be rounded to 15 - and the stepping line not to show 20 *until* the price actually hits or exceeds 20 -- in that case, you would need to replace the function "round" with the function "floor" -- so the new formula becomes: floor(input / step) * step -- in an ideal world, we can make this rounding choice a user-option in the settings -- maybe in an improved version 4 - we kept the smoothing option, and it takes place before the stepping is applied - we continue to use that smoothing to further minimize the level changes in the FiMA line. I hope you find this script useful in your journey with technical analysis and DIY scripting, and good luck in your trading.
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RedKTrader의
BTC and ETH Long strategy - version 1I will start with a small introduction about myself. I'm now trading cryto currencies manually for almost 2 years. I decided to start after watching a documentary on the TV showing people who made big money during the Bitcoin pump which happened at the end of 2017. The next day, I asked myself "Why should I not give it a try and learn how to trade". This was in February 2018 and the price of Bitcoin was around 11500USD. I didn't know how to trade. In fact, I didn't know the trading industry at all. So, my first step into trading was to open an account with a broken. Then I directly bought 200$ worst of BTC . At that time, I saw the graph and thought "This can only go back in the upward direction!" :) I didn't know anything about Stop loss, Take profit and Risk management. Today, almost 2 years after, I think that I know how to trade and can also confirm that I still hold this bag of 200$ of bitcoin from 2018 :) I did spend the 2 last years to learn technical analysis , risk management and leverage trading. Today (14/05/2020), I know what I'm doing and I'm happy to see that the 2 last years have been positive in terms of gains. Of course, I did not make crazy money with my saving but at least I made more than if I would have kept it in my bank account. Even if I like trading, I have a full time job which requires my full energy and lots of focus, so, the biggest problem I had is that I didn't have enough time to look at the charts. Also, I realized that sometimes, neither technical analysis , nor fundamentals worked with crypto currency (at least for short time trading). So, as I have a developer background I decided to try to have a look at algo trading. The goal for me was neither to make complex algos nor to beat the market but just to automate my trading with simple bot catching the big waves. I then started to take a look at TV pine script and played with it. I did my first LONG script in February 2020 to Long the BTC Market. It has some limitations but works well enough for me for the time being. Even if the real trades will bring me half of what the back testing shows, this will still be a lot more than what I was used to win during the last 2 years with my manual trading. So, here we are! Below you will find some details about my first LONG script. I'm happy to share it with you. Feel free to play with it, give your comments and bring improvements to it. But please note that it only works fine with the candle size and crypto pair that I have mentioned below. If you use other settings this algo might loose money! - Crypto pairs : XBTUSD and ETHXBT - Candle size: 2 Hours - Indicator used: Volatility , MACD (12, 26, 7), SMA (100), SMA (200), EMA (20) - Default StopLoss: -1.5% - Entry in position if: Volatility < 2% AND MACD moving up AND AME (20) moving up AND SMA (100) moving up AND SMA (200) moving up AND EMA (20) > SAM (100) AND SMA (100) > SMA (200) - Exit the postion if: Stoploss is reached OR EMA (20) crossUnder SMA (100) Here is a summary of the results for this script: XBTUSD : 01/01/2019 --> 14/05/2020 = +107% ETHXBT : 01/01/2019 --> 14/05/2020 = +39% ETHUSD : 01/01/2019 --> 14/05/2020 = +112% It is far away from being perfect. There are still plenty of things which can be done to improve it but I just wanted to share it :) . Enjoy playing with it....
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philipina의
10
BO - Bar M15 2/3 SignalBO - Bar M15 2/3 Signal show the signal to trade Binary Option with rule below: A. Indicator * Bollinger Band (20,2): avoid waterfall B. Rule of Signal 1. Rule1: Split Bar M15 to 3 part and load them on M5 chart (recommend use M5 IDC chart) 2. Rule 2: Delay 10' after bar M15 open => wait for price's pattern 3. Rule 3: Put Signal row 30-32 * Delay 10' after bar M15 open. * Direction of 1/3 and 2/3 Bar M15 is upward * close of 2/3 Bar M15 below upper band Bb(20,2) on M5 chart => avoid strong buy 4. Rule 4: Call Signal row 36-38 * Delay 10' after bar M15 open. * Direction of 1/3 and 2/3 Bar M15 is downward * close of 2/3 Bar M15 above lower band Bb(20,2) on M5 chart => avoid strong sell C. Recommend Expiry time: Bar M15 close * We try to catch the shadow of Bar M15 but dont trade when price run on the upper or lower band of BB(20,2,M5)
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inno14의
Pivot trend indicatorThis is a LAGGING indicator which can provide a good indication of trend. It require a certain (configurable) number of candles to have closed before it can determine whether a pivot has formed. It provides a 20 period SMA for the timeframe of your choice which is color coded to show the trend according to confirmed pivots. Anticipated usage: Long / Short bias is determined by pivot trend Trader seeks entries according to their strategy Black consolidation areas may trigger a re-evaluation of the trade and can serve as good profit taking areas The SMA colors: Green -> Higher highs & Higher lows Red -> Lower highs & Lowers lows Black -> No clear trend from the pivots Why the 20 SMA? Feel free to adjust it for your purposes. I personally find that using a higher time frame 20 SMA is a better indication of trend than longer period MAs on shorter time frames. This can be seen from comparing the 20 daily SMA and 200 hourly SMA. Pivot adjustment The pivots use the selected time frame (not) the MA trend time frame. You can specify the left and right candles required to confirm a pivot
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mgibson91의
VIX reversion-Buschi English: A significant intraday reversion (commonly used: 3 points) on a high (over 20 points) S&P 500 Volatility Index (VIX) can be a sign of a market bottom, because there is the assumption that some of the "big guys" liquidated their options / insurances because the worst is over. This indicator shows these reversions (3 points as default) when the VIX was over 20 points. The character "R" is then shown directly over the daily column, the VIX need not to be loaded explicitly. Deutsch: Eine deutliche Intraday-Umkehr (3 Punkte im Normalfall) bei einem hohen (über 20 Punkte) S&P 500 Volatility Index (VIX) kann ein Zeichen für eine Bodenbildung im Markt sein, weil möglicherweise einige "große Jungs" ihre Optionen / Versicherungen auflösen, weil das schlimmste vorbei ist. Dieser Indikator zeigt diese Umkehr (Standardwert: 3 Punkte), wenn der VIX vorher über 20 Punkte lag. Der Buchstabe "R" wird dabei direkt über dem Tagesbalken angezeigt, wobei der VIX nicht explizit geladen werden muss.
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MagicEins의
3
Triple Moving Average HeatmapHi everyone I didn't publish on Friday because I was working on an Expert Advisor in MT4. The day I don't publish, some scripts spamming guys published many (not useful) scripts the same to kick me out of the TOP #1 ranking. So what I'm going to do about it? crying or sharing more quality scripts than before? :) I guess you know the answer :) I'm gonna share a few quality scripts that I have in my library. I noticed that you guys tend to like more the scripts useful for your trading actually making you money rather than a copy-paste (of another copy-paste) Alright, enough for the trolling now let's introduce the Three MA heatmap which is an upgrade of that script : MA-heatmap-Double-cross-edition/ The challenge was to keep the heatmap not rolling and to make it match with the MA cross. I did it using this ``` since_ma_buy = barssince(macrossover) since_ma_sell = barssince(macrossunder) heatmap_color() => since_ma_buy < since_ma_sell ? color.new(color.green, 20) : since_ma_buy > since_ma_sell ? color.new(color.red, 20) : na ``` This is a technique that I found after drinking three glasses of red wine (#french) to keep the heatmap stable and not rolling. To get what I'm saying I invite you to replace the piece of code above by what everyone would normally do ``` heatmap_color() => macrossunder() ? color.new(color.green, 20) : macrossover() ? color.new(color.red, 20) : na ``` Ah and I'm not done sharing for the day, a few scripts are coming also after that one and tonight !!!!! I want to live in a world where you guys can enjoy quality scripts (mostly) :) PS ____________________________________________________________ Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future. - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
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Daveatt의
6
Palex 2.0Atualização do SETUP do saudoso Professor Alexandre Fernandes "Palex" - Bandas de Bolliger (Standard) = *Banda Superior = Média Móvel Simples (20 dias) + (2 x Desvio Padrão de 20 dias) *Banda Inferior = Média Móvel Simples (20 dias) – (2 x Desvio Padrão de 20 dias) - EMA 9 (Média Móvel Exponencial) - SMA 21 (Média Móvel Simples) - SMA 200 (Média Móvel Simples) Clássica MA 200 períodos - SMA 400 (Média Móvel Simples) - EMA 400 (Média Móvel Exponencial) - WILD (Média Móvel Welles Wilder) O mesmo usado pelo nosso grande Mestre PALEX!
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ferGOD의
1
The 6 Line Death PunchIf you are looking to discover what trend you are in, you need to first what direction the price is going in... I've been using and testing a mixture of EMA's and SMA's for a long time and I've found that these ones are by far the best. EMA 3 EMA 8 MA 20 EMA 55 MA 100 MA 200 EMA 3 & 8 Crossover is a good method for confirming a coin going to the upside or to the downside. EMA 8 is known as the Trigger Line (trademarked brand) as one of the fib numbers it shows good support or resistance of a trend. MA 20 universal way of seeing trend direction in the stock market, works well with crypto too. EMA 55, another trusty fib number. Works very well and could trade off that alone as support and resistance. MA 100 and MA 200. Long ranged moving averages which govern the overall longer-term trend. LONG ENTRY Option 1 - 3/8 crossover Option 2 - Candles above EMA 8 Option 3 - Candles above MA 20 Option 4 - Candles Above EMA 55. SHORT ENTRY Option 1 - 3/8 crossover Option 2 - Candles below EMA 8 Option 3 - Candles below MA 20 Option 4 - Candles below EMA 55.
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CryptoMobster의
3
Signals for call and putSorry for the Google Translate English Indicator for signals of call and put, using Bollinger bands (period 20, standard deviation 2.5), market trend of (sma, períod 100) and stochastic (period 20, %D 3). I was overthrown but in pine scrip, the function "stoch()" no way to smooth (3). If anyone knows how to smooth inside the script, help me! Please. With smoothed stochastic the hit rate grows a lot. Português (Pt-Br) Indicador de sinais de compra e venda, usando bandas de Bollinger (período de 20, desvio de 2,5), tendencia de mercado com (sma período 100) e estocástico (período 20, %D de 3). Eu travei porque no pine script, a função "stoch()" não tem como aplicar a suavização (3). Se alguem souber como suavizar dentro do script, me ajude! Por favor.
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borest5543의
1
MG - Multiple Moving Averages & Candle Wick Alerts - 1.0Features: - Each moving average has customizable length, type and source - The ability to change the source of all moving averages with one input (changing an individual MA source will override the general for that MA) - At a glance comparison of 20 SMA and 20 VWMA to gauge volume trend - Wick alerts which can be toggled for each moving average. - Bullish wick alerts are when the wick is the only part of the candle to drop below the moving average - Bearish wick alerts are when the wick is the only part of the candle to reach above the moving average - Simple candle closed alert if you want a notification, for example each hour. Defaults: Four SMAs (20, 50, 100, 200) and a 20 VWMA . Recommended Usage: - Set the general source (sets the source of all moving averages) to 'low' when in an uptrend and 'high' in a downtrend to maximize Risk : Reward. - Use Fibonacci levels, oscillators .etc for confluence NOTE: The moving average component of this indicator is the same as the previous indicator ()
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mgibson91의
2
Indicator - Multiple Moving Averages 1.0Features: - Each moving average has customizable length, type and source - The ability to change the source of all moving averages with one input (changing an individual MA source will override the general for that MA) - At a glance comparison of 20 SMA and 20 VWMA to gauge volume trend Defaults: Four SMAs (20, 50, 100, 200) and a 20 VWMA. Usage: - Use Fibonacci levels, pivots .etc for confluence - Personally, I like to set overall source to low in uptrends, to high in downtrends and then set alerts for when the price crosses any of the averages. Then pay particular attention to the candlesticks and other indicators. TODO: - Add alerts option so that it send alert on crossing up or down any alert lines.
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mgibson91의
XPloRR MA-Trailing-Stop StrategyXPloRR MA-Trailing-Stop Strategy Long term MA-Trailing-Stop strategy with Adjustable Signal Strength to beat Buy&Hold strategy None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy. Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. My buy strategy is triggered by the fast buy EMA (blue) crossing over the slow buy SMA curve (orange) and the fast buy EMA has a certain up strength. My sell strategy is triggered by either one of these conditions: the EMA(6) of the close value is crossing under the trailing stop value (green) or the fast sell EMA (navy) is crossing under the slow sell SMA curve (red) and the fast sell EMA has a certain down strength. The trailing stop value (green) is set to a multiple of the ATR(15) value. ATR(15) is the SMA(15) value of the difference between the high and low values. The scripts shows a lot of graphical information: The close value is shown in light-green. When the close value is lower then the buy value, the close value is shown in light-red. This way it is possible to evaluate the virtual losses during the trade. the trailing stop value is shown in dark-green. When the sell value is lower then the buy value, the last color of the trade will be red (best viewed when zoomed)(in the example, there are 2 trades that end in gain and 2 in loss (red line at end)) the EMA and SMA values for both buy and sell signals are shown as a line the buy and sell(close) signals are labeled in blue How to use this strategy? Every stock has it's own "DNA", so first thing to do is tune the right parameters to get the best strategy values voor EMA , SMA, Strength for both buy and sell and the Trailing Stop (#ATR). Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters) Then keep using these parameters for future buy/sell signals only for that particular stock. Do the same for other stocks. Important : optimizing these parameters is no guarantee for future winning trades! Here are the parameters: Fast EMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 10-20) Slow SMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 30-100) Minimum Buy Strength: minimum upward trend value of the Fast SMA Buy value (directional coefficient)(use values between 0-120) Fast EMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 10-20) Slow SMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 30-100) Minimum Sell Strength: minimum downward trend value of the Fast SMA Sell value (directional coefficient)(use values between 0-120) Trailing Stop (#ATR): the trailing stop value as a multiple of the ATR(15) value (use values between 2-20) Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now) compared to the Buy&Hold Strategy(=do nothing): BEKB(Bekaert): EMA-Buy=12, SMA-Buy=44, Strength-Buy=65, EMA-Sell=12, SMA-Sell=55, Strength-Sell=120, Stop#ATR=20 NetProfit: 996%, #Trades: 6, %Profitable: 83%, Buy&HoldProfit: 78% BAR(Barco): EMA-Buy=16, SMA-Buy=80, Strength-Buy=44, EMA-Sell=12, SMA-Sell=45, Strength-Sell=82, Stop#ATR=9 NetProfit: 385%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 55% AAPL(Apple): EMA-Buy=12, SMA-Buy=45, Strength-Buy=40, EMA-Sell=19, SMA-Sell=45, Strength-Sell=106, Stop#ATR=8 NetProfit: 6900%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 2938% TNET(Telenet): EMA-Buy=12, SMA-Buy=45, Strength-Buy=27, EMA-Sell=19, SMA-Sell=45, Strength-Sell=70, Stop#ATR=14 NetProfit: 129%, #Trade
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XPl0RR의
8
Smart MACD Volume Trader# Smart MACD Volume Trader ## Overview Smart MACD Volume Trader is an enhanced momentum indicator that combines the classic MACD (Moving Average Convergence Divergence) oscillator with an intelligent high-volume filter. This combination significantly reduces false signals by ensuring that trading signals are only generated when price momentum is confirmed by substantial volume activity. The indicator supports over 24 different instruments including major and exotic forex pairs, precious metals (gold and silver), energy commodities (crude oil, natural gas), and industrial metals (copper). For forex and commodity traders, the indicator automatically maps to CME and COMEX futures contracts to provide accurate institutional-grade volume data. ## Originality and Core Concept Traditional MACD indicators generate signals based solely on price momentum, which can result in numerous false signals during low-activity periods or ranging markets. This indicator addresses this critical weakness by introducing a volume confirmation layer with automatic institutional volume integration. **What makes this approach original:** - Signals are triggered only when MACD crossovers coincide with elevated volume activity - Implements a lookback mechanism to detect volume spikes within recent bars - Automatically detects and maps 24+ forex pairs and commodities to their corresponding CME and COMEX futures contracts - Provides real institutional volume data for forex pairs where spot volume is unreliable - Combines two independent market dimensions (price momentum and volume) into a single, actionable signal - Includes intelligent asset detection that works across multiple exchanges and ticker formats **The underlying principle:** Volume validates price movement. When institutional money enters the market, it creates volume signatures. By requiring high volume confirmation and using actual institutional volume data from futures markets, this indicator filters out weak price movements and focuses on trades backed by genuine market participation. The automatic futures mapping ensures that forex and commodity traders always have access to the most accurate volume data available, without manual configuration. ## How It Works ### MACD Component The indicator calculates MACD using standard methodology: 1. **Fast EMA (default: 12 periods)** - Tracks short-term price momentum 2. **Slow EMA (default: 26 periods)** - Tracks longer-term price momentum 3. **MACD Line** - Difference between Fast EMA and Slow EMA 4. **Signal Line (default: 9-period SMA)** - Smoothed average of MACD line **Crossover signals:** - **Bullish:** MACD line crosses above Signal line (momentum turning positive) - **Bearish:** MACD line crosses below Signal line (momentum turning negative) ### Volume Filter Component The volume filter adds an essential confirmation layer: 1. **Volume Moving Average** - Calculates exponential MA of volume (default: 20 periods) 2. **High Volume Threshold** - Multiplies MA by ratio (default: 2.0x or 200%) 3. **Volume Detection** - Identifies bars where current volume exceeds threshold 4. **Lookback Period** - Checks if high volume occurred in recent bars (default: 5 bars) **Signal logic:** - Buy/Sell signals only trigger when BOTH conditions are met: - MACD crossover/crossunder occurs - High volume detected within lookback period ### Automatic CME Futures Integration For forex traders, spot FX volume data can be unreliable or non-existent. This indicator solves this problem by automatically detecting forex pairs and mapping them to corresponding CME futures contracts with real institutional volume data. **Supported Major Forex Pairs (7):** - EURUSD → CME:6E1! (Euro FX Futures) - GBPUSD → CME:6B1! (British Pound Futures) - AUDUSD → CME:6A1! (Australian Dollar Futures) - USDJPY → CME:6J1! (Japanese Yen Futures) - USDCAD → CME:6C1! (Canadian Dollar Futures) - USDCHF → CME:6S1! (Swiss Franc Futures) - NZDUSD → CME:6N1! (New Zealand Dollar Futures) **Supported Exotic Forex Pairs (4):** - USDMXN → CME:6M1! (Mexican Peso Futures) - USDRUB → CME:6R1! (Russian Ruble Futures) - USDBRL → CME:6L1! (Brazilian Real Futures) - USDZAR → CME:6Z1! (South African Rand Futures) **Supported Cross Pairs (6):** - EURJPY → CME:6E1! (Uses Euro Futures) - GBPJPY → CME:6B1! (Uses British Pound Futures) - EURGBP → CME:6E1! (Uses Euro Futures) - AUDJPY → CME:6A1! (Uses Australian Dollar Futures) - EURAUD → CME:6E1! (Uses Euro Futures) - GBPAUD → CME:6B1! (Uses British Pound Futures) **Supported Precious Metals (2):** - Gold (XAUUSD, GOLD) → COMEX:GC1! (Gold Futures) - Silver (XAGUSD, SILVER) → COMEX:SI1! (Silver Futures) **Supported Energy Commodities (3):** - WTI Crude Oil (USOIL, WTIUSD) → NYMEX:CL1! (Crude Oil Futures) - Brent Oil (UKOIL) → NYMEX:BZ1! (Brent Crude Futures) - Natural Gas (NATGAS) → NYMEX:NG1! (Natural Gas Futures) **Supported Industrial Metals (1):** - Copper (COPPER) → COMEX:HG1! (Copper Futures) **How the automatic detection works:** The indicator intelligently identifies the asset type by analyzing: 1. Exchange name (FX, OANDA, TVC, COMEX, NYMEX, etc.) 2. Currency pair pattern (6-letter codes like EURUSD, GBPUSD) 3. Commodity identifiers (XAU for gold, XAG for silver, OIL for crude) When a supported instrument is detected, the indicator automatically switches to the corresponding futures contract for volume analysis. For stocks, cryptocurrencies, and other assets, the indicator uses the native volume data from the current chart. **Visual feedback:** An information table appears in the top-right corner of the MACD pane showing: - Current chart symbol - Exchange name - Currency pair or asset name - Volume source being used (highlighted in orange for futures, yellow for native volume) - Current high volume status This provides complete transparency about which data source the indicator is using for its volume analysis. ## How to Use ### Basic Setup 1. Add the indicator to your chart 2. The indicator displays in a separate pane (MACD) and overlay (signals/volume bars) 3. Default settings work well for most assets, but can be customized ### Signal Interpretation ### Visual Signals **Visual Signals:** - **Green "BUY" label** - Bullish MACD crossover confirmed by high volume - **Red "SELL" label** - Bearish MACD crossunder confirmed by high volume - **Green/Red candles** - Highlight bars with volume exceeding the threshold - **Light green/red background** - Emphasizes signal bars on the chart **Information Table:** A detailed information table appears in the top-right corner of the MACD pane, providing real-time transparency about the indicator's operation: - **Chart:** Current symbol being analyzed - **Exchange:** The exchange or data feed being used - **Pair:** The currency pair or asset name extracted from the ticker - **Volume From:** The actual symbol used for volume analysis - Orange color indicates CME or COMEX futures are being used (automatic institutional volume) - Yellow color indicates native volume from the chart symbol is being used - Hover tooltip shows whether automatic futures mapping is active - **High Volume:** Current status showing YES (green) when volume exceeds threshold, NO (gray) otherwise This table ensures complete transparency and allows you to verify that the correct volume source is being used for your analysis. **Volume Analysis:** - Gray histogram bars = Normal volume - Red histogram bars = High volume (exceeds threshold) - Green line = Volume moving average baseline **MACD Analysis:** - Blue line = MACD line (momentum indicator) - Orange line = Signal line (trend confirmation) - Gray dotted line = Zero line (bullish above, bearish below) ### Parameter Customization **MACD Parameters:** - Adjust Fast/Slow EMA lengths for different sensitivities - Shorter periods = More signals, faster response - Longer periods = Fewer signals, less noise **Volume Parameters:** - **Volume MA Period:** Higher values smooth volume analysis - **High Volume Ratio:** Lower values (1.5x) = More signals; Higher values (3.0x) = Fewer, stronger signals - **Volume Lookback Bars:** Controls how recent the volume spike must be **Direction Filters:** - **Only Buy Signals:** Enables long-only strategy mode - **Only Sell Signals:** Enables short-only strategy mode ### Alert Configuration The indicator includes three alert types: 1. **Buy Signal Alert** - Triggers when bullish signal appears 2. **Sell Signal Alert** - Triggers when bearish signal appears 3. **High Volume Alert** - Triggers when volume exceeds threshold To set up alerts: 1. Click the indicator name → "Add alert on Smart MACD Volume Trader" 2. Select desired alert condition 3. Configure notification method (popup, email, webhook, etc.) ## Trading Strategy Guidelines ### Best Practices **Recommended markets:** - Liquid stocks (large-cap, high daily volume) - Major forex pairs (EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD) - Exotic forex pairs (USDMXN, USDRUB, USDBRL, USDZAR) - Cross pairs (EURJPY, GBPJPY, EURGBP, AUDJPY, EURAUD, GBPAUD) - Precious metals (Gold, Silver with automatic COMEX futures mapping) - Energy commodities (Crude Oil, Natural Gas with automatic NYMEX futures mapping) - Industrial metals (Copper with automatic COMEX futures mapping) - Major cryptocurrency pairs - Index futures and ETFs **Timeframe recommendations:** - **Day trading:** 5-minute to 15-minute charts - **Swing trading:** 1-hour to 4-hour charts - **Position trading:** Daily charts **Risk management:** - Use signals as entry confirmation, not standalone strategy - Combine with support/resistance levels - Consider overall market trend direction - Always use stop-loss orders ### Strategy Examples **Trend Following Strategy:** 1. Identify overall trend using higher timeframe (e.g., daily chart) 2. Trade only in trend direction 3. Use "Only Buy" filter in uptrends, "Only Sell" in downtrends 4. Enter on signal, exit on opposite signal or at resistance/support **Volume Breakout Strategy:** 1. Wait for consolidation period (low volume, tight MACD range) 2. Enter when signal appears with high volume (confirms breakout) 3. Target previous swing highs/lows 4. Stop loss below/above recent consolidation **Forex Scalping Strategy (with automatic CME futures):** 1. The indicator automatically detects forex pairs and uses CME futures volume 2. Trade during active sessions only (use session filter) 3. Focus on quick profits (10-20 pips) 4. Exit at opposite signal or profit target **Commodities Trading Strategy (Gold, Silver, Oil):** 1. The indicator automatically maps to COMEX and NYMEX futures contracts 2. Trade during high-liquidity sessions (overlap of major markets) 3. Use the high volume confirmation to identify institutional entry points 4. Combine with key support and resistance levels for entries 5. Monitor the information table to confirm futures volume is being used (orange color) 6. Exit on opposite MACD signal or at predefined profit targets ## Why This Combination Works ### The Volume Advantage Studies consistently show that price movements accompanied by high volume are more likely to continue, while low-volume movements often reverse. This indicator leverages this principle by requiring volume confirmation. **Key benefits:** 1. **Reduced False Signals:** Eliminates MACD whipsaws during low-volume consolidation 2. **Confirmation Bias:** Two independent indicators (price momentum + volume) agreeing 3. **Institutional Alignment:** High volume often indicates institutional participation 4. **Trend Validation:** Volume confirms that price momentum has "conviction" ### Statistical Edge By combining two uncorrelated signals (MACD crossovers and volume spikes), the indicator creates a higher-probability setup than either signal alone. The lookback mechanism ensures signals aren't missed if volume spike slightly precedes the MACD cross. ## Supported Exchanges and Automatic Detection The indicator includes intelligent asset detection that works across multiple exchanges and ticker formats: **Forex Exchanges (Automatic CME Mapping):** - FX (TradingView forex feed) - OANDA - FXCM - SAXO - FOREXCOM - PEPPERSTONE - EASYMARKETS - FX_IDC **Commodity Exchanges (Automatic COMEX/NYMEX Mapping):** - TVC (TradingView commodity feed) - COMEX (directly) - NYMEX (directly) - ICEUS **Other Asset Classes (Native Volume):** - Stock exchanges (NASDAQ, NYSE, AMEX, etc.) - Cryptocurrency exchanges (BINANCE, COINBASE, KRAKEN, etc.) - Index providers (SP, DJ, etc.) The detection algorithm analyzes three factors: 1. Exchange prefix in the ticker symbol 2. Pattern matching for currency pairs (6-letter codes) 3. Commodity identifiers in the symbol name This ensures accurate automatic detection regardless of which data feed or exchange you use for charting. The information table in the top-right corner always displays which volume source is being used, providing complete transparency. ## Technical Details **Calculations:** - MACD Fast MA: EMA(close, fastLength) - MACD Slow MA: EMA(close, slowLength) - MACD Line: Fast MA - Slow MA - Signal Line: SMA(MACD Line, signalLength) - Volume MA: Exponential MA of volume - High Volume: Current volume >= Volume MA × Ratio **Signal logic:** ``` Buy Signal = (MACD crosses above Signal) AND (High volume in last N bars) Sell Signal = (MACD crosses below Signal) AND (High volume in last N bars) ``` ## Parameters Reference | Parameter | Default | Description | |-----------|---------|-------------| | Volume Symbol | Blank | Manual override for volume source (leave blank for automatic detection) | | Use CME Futures | False | Legacy option (automatic detection is now built-in) | | Alert Session | 1530-2200 | Active session time range for alerts | | Timezone | UTC+1 | Timezone for alert sessions | | Volume MA Period | 20 | Number of periods for volume moving average | | High Volume Ratio | 2.0 | Volume threshold multiplier (2.0 = 200% of average) | | Volume Lookback | 5 | Number of bars to check for high volume confirmation | | MACD Fast Length | 12 | Fast EMA period for MACD calculation | | MACD Slow Length | 26 | Slow EMA period for MACD calculation | | MACD Signal Length | 9 | Signal line SMA period | | Only Buy | False | Filter to show only bullish signals | | Only Sell | False | Filter to show only bearish signals | | Show Signals | True | Display buy and sell labels on chart | ## Optimization Tips **For volatile markets (crypto, small caps):** - Increase High Volume Ratio to 2.5-3.0 - Reduce Volume Lookback to 3-4 bars - Consider faster MACD settings (8, 17, 9) **For stable markets (large-cap stocks, bonds):** - Decrease High Volume Ratio to 1.5-1.8 - Increase Volume MA Period to 30-50 - Use standard MACD settings **For forex (with automatic CME futures):** - The indicator automatically uses CME futures when forex pairs are detected - Set appropriate trading session based on your timezone - Use Volume Lookback of 5-7 bars - Consider session-based alerts only - Monitor the information table to verify correct futures mapping **For commodities (Gold, Silver, Oil, Copper):** - The indicator automatically maps to COMEX and NYMEX futures - Increase High Volume Ratio to 2.0-2.5 for metals - Use slightly higher Volume MA Period (25-30) for smoother analysis - Trade during active market hours for best volume data - The information table will show the futures contract being used (orange highlight) ## Limitations and Considerations **What this indicator does NOT do:** - Does not predict future price direction - Does not guarantee profitable trades - Does not replace proper risk management - Does not work well in extremely low-volume conditions **Market conditions to avoid:** - Pre-market and after-hours sessions (low volume) - Major news events (volatile, unpredictable volume) - Holidays and low-liquidity periods - Extremely low float stocks ## Conclusion Smart MACD Volume Trader represents a significant evolution of the traditional MACD indicator by combining volume confirmation with automatic institutional volume integration. This dual-confirmation approach significantly improves signal quality by filtering out low-conviction price movements and ensuring traders work with accurate volume data. The indicator's automatic detection and mapping system supports over 24 instruments across forex, commodities, and metals markets. By intelligently switching to CME and COMEX futures contracts when appropriate, the indicator provides forex and commodity traders with the same quality of volume data that stock traders naturally have access to. This indicator is particularly valuable for traders who want to: - Align their entries with institutional money flow - Avoid getting trapped in false breakouts - Trade forex pairs with reliable volume data - Access accurate volume information for gold, silver, and energy commodities - Combine momentum and volume analysis in a single, streamlined tool Whether you are day trading stocks, swing trading forex pairs, or positioning in commodities markets, this indicator provides a robust framework for identifying high-probability momentum trades backed by genuine institutional participation. The automatic futures mapping works seamlessly across all supported instruments, requiring no manual configuration or expertise in futures markets. --- ## Support and Updates This indicator is actively maintained and updated based on user feedback and market conditions. For questions about implementation or custom modifications, please use the comments section below. **Disclaimer:** This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and risk management before trading.
Pine Script® 인디케이터
Smart-Day-Trader의
RSI + EMA + Volume Breakout (Robust)//@version=5 indicator("RSI + EMA + Volume Breakout (Robust)", overlay=true) // === INPUTS === ema1_len = input.int(20, "EMA Fast (Short)") ema2_len = input.int(50, "EMA Slow (Long)") rsi_len = input.int(14, "RSI Length") vol_mult = input.float(1.5, "Volume Multiplier", step=0.1) vol_sma_len = input.int(20, "Volume SMA Length") // === INDICATORS === ema1 = ta.ema(close, ema1_len) ema2 = ta.ema(close, ema2_len) rsi = ta.rsi(close, rsi_len) vol_avg = ta.sma(volume, vol_sma_len) vol_avg_safe = nz(vol_avg) == 0 ? 1 : vol_avg // protect against zero // === CONDITIONS === bull_cross = ta.crossover(ema1, ema2) bear_cross = ta.crossunder(ema1, ema2) vol_break = volume > vol_avg_safe * vol_mult rsi_bull = rsi > 55 rsi_bear = rsi < 45 buy_signal = bull_cross and vol_break and rsi_bull and close > ema1 and close > ema2 sell_signal = bear_cross and vol_break and rsi_bear and close < ema1 and close < ema2 // === PLOT EMAs === plot(ema1, title="EMA 20", linewidth=2) plot(ema2, title="EMA 50", linewidth=2) // === SIGNALS === plotshape(buy_signal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.large) plotshape(sell_signal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.large) // === ALERTS === alertcondition(buy_signal, title="Buy Alert", message="Buy Signal Triggered") alertcondition(sell_signal, title="Sell Alert", message="Sell Signal Triggered")
Pine Script® 인디케이터
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