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SpreadTrade - Auto-Cointegration (ps5)Decsription: Auto-Cointegration-Based Pair Trading Strategy (revised version) To review, there are three popular styles of Pair trading: distance-based pair trading, correlation-based pair trading and cointegration-based pair trading. Typically, they require preliminary statistical estimation of the viability of the corresponding strategy. Basically a pair trade strategy boils down to shorting the outperforming instrument and going long on the underperforming instrument whenever the temporary correlation weakens which means one instrument is going up and another is going down. Apart from the typical cointegration strategy which employs two cointegrated instruments, this script uses just one instrument, in base timeframe and in lagged timeframe, actually making it an auto-cointegration, or better still, an auto-correlation strategy. Notice that each moving average function may require different Threshold settings.The orange cross symbol indicates the exit points. To filter out the signals use higher values for the LongWindow and the Threshold parameters. Also pay attention that in some cases with some moving averages the color of the signals has to be inverted.
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capissimo의
1
Big Money Flow & Drift Oscillator [Spiritualhealer117]An easy way to track what big money and market makers are doing in the markets. The Big Money Flow & Drift Oscillator is best suited as a trend indicator, estimating what way the market will drift on low volume and what way it will move on large volume. This oscillator is composed of two lines, the Big Money Flow and Drift Oscillator. The Big Money Flow line gives the average percentage return of the asset when the volume is greater than the EMA of volume, showing that big money is making moves in the market. The Drift Oscillator gives the average percentage return of the asset when the volume is less than the EMA of volume, where pricing is done by small money and market makers. By default, between the two lines, there is a color fill, determined based on the following logic: BMF > drift and BMF > 0: Yellow drift > BMF and drift > 0: Beige BMF > drift and BMF < 0: Orange drift > BMF and drift < 0: Red
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spiritualhealer117의
3
Moving Average Directional IndexMADX is ADX-inspired indicator with moving averages that determines strength of a trend, as well as its direction. Indicator works following: As the value of MADX increases, so does the strength of a trend If MADX+ ( green line - bullish MADX ) crosses above MADX- ( red line - bearish MADX ) we consider trend as bullish and vice versa.. There will be situations where MADX- and MADX+ cross multiple times in a short period of time -> that will mean that market indecision is happening and big move will most likely happen after it. For the calculation of MADX+ and MADX- we need Moving Averages or Exponential Moving Averages with three specific sources ( high, close, low ). Now, the calculation of each MADX will differ => for MADX+: Moving Average (high) / Moving Average (close) => for MADX-: Moving Average (close) / Moving Average (low) Length of Moving Average is editable.
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x10140의
2
Month/Month Percentage % Change, Historical; Seasonal TendencyTable of monthly % changes in Average Price over the last 10 years (or the 10 yrs prior to input year). Useful for gauging seasonal tendencies of an asset; backtesting monthly volatility and bullish/bearish tendency. ~~User Inputs~~ Choose measure of average: sma(close), sma(ohlc4), vwap(close), vwma(close). Show last 10yrs, with 10yr average % change, or to just show single year. Chose input year; with the indicator auto calculating the prior 10 years. Choose color for labels and size for labels; choose +Ve value color and -Ve value color. Set 'Daily bars in month': 21 for Forex/Commodities/Indices; 30 for Crypto. Set precision: decimal places ~~notes~~ -designed for use on Daily timeframe (tradingview is buggy on monthly timeframe calculations, and less precise on weekly timeframe calculations). -where Current month of year has not occurred yet, will print 9yr average. -calculates the average change of displayed month compared to the previous month: i.e. Jan22 value represents whole of Jan22 compared to whole of Dec21. -table displays on the chart over the input year; so for ES, with 2010 selected; shows values from 2001-2010, displaying across 2010-2011 on the chart. -plots on seperate right hand side scale, so can be shrunk and dragged vertically. -thanks to @gabx11 for the suggestion which inspired me to write this
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twingall의
10
SRT Indicator script based on Knowledge sharing by NKIn a year, there are 248/ 252 trading days . Half of this is 124. Even 125/ 126 can be taken. For Ex: We get SRT value by dividing the Nifty Spot with 124 SMA value applied on Nifty in a Day Chart. This value Travels between 0.6 ( Bottom) to 1.38/1.4/1.45/1.5 ( Top). Ideal Entry in stock will be at 0.6, which is very rare. You tend to buy at 0.7/0.8/0.9/1.10. Exit from stock will be at 1.5. However, generally, we get a value of 0.8/0.9 and we should start investing 20 % at a time. For every 0.1 declines, we should add 20 % to the stock portfolio. Start Booking Profit if the SRT value is above 1.35 & book 50 % of the portfolio when SRT value is 1.45. For Traders, as when SRT value comes to 0.8/ 0.9. Buy when HM comes in a buy in Monthly Time Frame. SRT moves between 0.6 to 1.5 and which is a very reliable parameter for Investing. Best time to invest in NIFTY is when SRT is between 0.6 to 0.9, NIFTY returned 2X, 3X or even more in less than a year. Make sure Hilega Milega on Monthly Time frame is BUY before investing at these levels Invest in batches, 30% of your capital when SRT is 0.9 and repeat every 0.1 downside
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rvc8280의
Motion LineThis script plots the Motion Line, a concept explained in Glenn Neely's River Trading Technology, on the go. Due to the limitations on Pine Script at the time of writing this script, plotting Motion Line on Violent Outside-bars does not follow the main procedure... For example on this occasion, the snapshot below displays how exactly the Motion Line should be drawn when a Violent Outside-bar condition is met: But this is how the script handles it: The first connection point to the Violent Outside-bar is ignored and the line is continued from second point of connection. In such situations a different color is applied on the Motion Line.
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RezzaHmt의
87
Infiten's Price Percentage Oscillator Channel (PPOC Indicator)What is the script used for? Infiten's Price Percentage Oscillator (PPOC Indicator) can be used as a contrarian indicator for volatile stocks and futures to indicate reversals, areas of support and resistance. For longer term trading, if the Short SMA or prices go above the High PPO Threshold line, it is a sign that the asset is overbought, whereas prices or the Short SMA going below the Low PPO Threshold line indicates that the asset is oversold. What lines can be plotted? Low PPO Thresh - Calculated as -PPO Threshold * Short MA + Long MA : Gives the price below which the PPO hits your lower threshold High PPO Thresh - Calculated as PPO Threshold * Short MA + Long MA : Gives the price above which the PPO hits your upper threshold MA PPO : Plots candles with the Low PPO Thresh as the low, High PPO Thresh as the high, Short MA as the open, and Long MA as the close. Short SMA : plots the short simple moving average Long SMA : plots the long simple moving average Customizable Values : Short MA Length : the number of bars back used to calculate the short moving average for a PPO Long MA Length : the number of bars back used to calculate the long moving average for a PPO PPO Threshold : the percent difference from the moving average expressed as a decimal (0.5 = 50%) Recommendations: Longer timeframes like 300 days are best with larger PPO Thresholds, I recommend using a PPO Threshold of 0.5 or higher. For shorter timeframes like 14 days I recommend setting smaller PPO Thresholds, like 0.3 or lower. I find that these values typically capture the most extremes in price action.
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spiritualhealer117의
5EMA + VP IGHola Divinis En una villa nació, fue deseo de Dios Crecer y sobrevivir a la humilde expresión Enfrentar la adversidad Con afán de ganarse a cada paso la vida En un potrero forjó una zurda inmortal Con experiencia, sedienta ambición de llegar De cebollita, soñaba jugar un Mundial Y consagrarse en Primera Tal vez jugando pudiera a su familia ayudar En una villa nació, fue deseo de Dios Crecer y sobrevivir a la humilde expresión Enfrentar la adversidad Con afán de ganarse a cada paso la vida En un potrero forjó una zurda inmortal Con experiencia, sedienta ambición de llegar De cebollita, soñaba jugar un Mundial Y consagrarse en Primera Tal vez jugando pudiera a su familia ayudar A poco que debutó (Maradó, Maradó) La 12 fue quien coreó (Maradó, Maradó) Su sueño tenía una estrella Llena de gol y gambetas Y todo el pueblo cantó (Maradó, Maradó) Nació la mano de Dios (Maradó, Maradó) Llenó alegría en el pueblo Regó de gloria este suelo Carga una cruz en los hombros por ser el mejor Por no venderse jamás, al poder enfrentó Curiosa debilidad, si Jesús tropezó ¿Por qué él no habría de hacerlo? La fama le presentó una blanca mujer De misterioso sabor y prohibido placer Que lo hizo adicto al deseo de usarla otra vez Involucrando su vida Y es un partido que un día el Diego está por ganar A poco que debutó (Maradó, Maradó) La 12 fue quien coreó (Maradó, Maradó) Su sueño tenía una estrella Llena de gol y gambetas Y todo el pueblo cantó (Maradó, Maradó) Nació la mano de Dios (Maradó, Maradó) Llenó alegría en el pueblo Llenó de gloria este suelo Olé, olé, olé, olé ¡Diego, Diego! Olé, olé, olé, olé ¡Diego, Diego! Olé, olé, olé, olé ¡Diego, Diego! Olé, olé, olé, olé ¡Diego, Diego! Y todo el pueblo cantó (Maradó, Maradó) La 12 fue quien coreó (Maradó, Maradó) Su sueño tenía una estrella Llena de gol y gambetas Y todo el pueblo cantó (Maradó, Maradó) Nació la mano de Dios (Maradó, Maradó) Llenó alegría en el pueblo Regó de gloria este suelo Regó de gloria este suelo Regó de gloria Agregar a la playlist Tamaño A A Cifrado Imprimir Corregir
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CGIUNTA의
MACD of Aggregated Buy/Sell Pressure - InFinitoModified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume Aggregation code originally from Crypt0rus ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. Buy to Sell Convergence / Divergence by @XeL_Arjona: "It's a simple adaptation of the popular "Price Percentage Oscillator" or MACD but taking Buying Pressure against Selling Pressure Averages, so given a Positive oscillator reading (>0) represents Bullish dominant Trend and a Negative reading (<0) a Bearish dominant Trend. Histogram is the diff between RAW Volume Pressures Convergence/Divergence minus Normalized ones (Signal) which helps as a confirmatory." Things to look for: - Divergences: This indicator can very useful to spot tops and bottoms through divergences
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In_Finito_의
1
Buy/Sell Aggregated Delta Pressure - InFinitoModified & Updated script from MARKET VOLUME by Ricardo M Arjona @XeL_Arjona that Includes Aggregated Volume , Delta Buy/Sell Pressure Aggregation code originally from Crypt0rus ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - Buy/Sell Pressure: Smoothens the buy and sell volume into a signal for each. Which makes it easier to identify Buy and Sell Volume Flow. - Buy/Sell Delta Pressure: Calculates the difference between Buy & Sell Pressure and plots a Delta signal that shows who is in control currently. - Buy/Sell + Delta Pressure: Displays both Buy & Sell Pressure and Delta pressure. This can help to visualize who is in control but also how much pressure there is on each side. - A Moving Average can be plotted to the Delta pressure. This, with confluence, can give great entries/exits Things to look for: - Divergences: If price keeps moving in one direction but the pressure to that side decreases it can be inferred that the move might slow down soon or revert. As well if pressure to one side increases but price does not react to it, it signals that the other side is stronger. - MA/Zero Crossovers: Delta Pressure Crossover of its moving average or the 0 Line can indicate direction changes prematurely
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In_Finito_의
2
Aggregated Volume Based Coloured Bars - InFinitoModified version of Kivanc's Volume Based Colored Bars that colors the bars with Aggregated Volume Data. Aggregation code originally from Crypt0rus ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to see if the move was supported (Volume-wise) in all exchanges. - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin.
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In_Finito_의
9
MZ Adaptive Ichimoku Cloud (Volume, Volatility, Chikou Filter) This study is a functional enhancement to conventionally used Ichimoku Clouds . It uses particular effective adaptive parameters (Relative Volume Strength Index (MZ RVSI ), Volatility and Chikou Backward Trend Filter) to adapt dynamic lengths for Kijun-sen, Tenkan-sen, Senkou-span and Chikou . This study uses complete available Ichimoku Clouds trading methodology to provide trade confirmations. Its still in experimental phase so will be updated accordingly. ADAPTIVE LENGTH PARAMETERS Relative Volume Strength Index (MZ RVSI ) For adaptive length, I tried using Volume and for this purpose I used my Relative Volume Strength Index " RVSI " indicator. RVSI is the best way to detect if Volume is going for a breakout or not and based on that indication length changes. RVSI breaking above provided value would indicate Volume breakout and hence dynamic length would accordingly make Ichimoku Clouds more over-fitted to better act as support and resistance . Similar case would happen if Volume goes down and dynamic length becomes more under-fit. Original RVSI Library and study can be found here: Volatility Average true range is used as volatility measurement and detection tool. Dual ATR condition would decide over-fitting or under-fitting of curve. Chikou Backward Trend Filter Chikou is basically close value of ticker offset to close and it is a good for indicating if close value has crossed potential Support/Resistance zone from past. Chikou is usually used with 26 period. Chikou filter uses a lookback length calculated from provided lookback percentage and checks if trend was bullish or bearish within that lookback period. Original Chikou Filter library and study can be found here: ADAPTIVE ICHIMOKU CLOUD Tenkan-Sen (Conversion Line) Tenkan-sen is a moving average that is calculated by taking the average of the high and the low for the last nine periods conventionally but in this study its length is dynamically adapted based on Volume, Volatility and Chikou filter. Default adaption range is set to 9-30 which I found universally applicable to almost every market on all time-frames. Kijun-Sen (Base Line) The Kijun-Sen is usually considered a support/resistance line which also acts as an indicator of price movements in the future and takes a longer period into consideration, usually 26 periods compared to Tenkan-Sen’s nine periods is used conventionally. In this study, its length is set to vary in range of 20-60 based on adaptive parameters. Senkou-Span (Leading Span) Senkou-Span A : Senkou Span A is the average of the highs and lows of Tenkan-Sen and Kijun-Sen so it automatically adapts accroding to dynamic lengths of Tenkan and Kijun. Senkou-Span B : Senkou Span B is usually calculated by averaging highs and lows of the past 52 periods and plotting it 26 points to the right but this study uses adaptive parameters to adapt its dynamic length in range of 50-120 which makes Kumo (Ichimoku Cloud) a better area for support and resistance. I don’t consider its necessary to adapt Kumo’s displacement to the right, so I used conventional 26 period as offset. Chikou -Span (Lagging Span) The Chikou Span, also known as the lagging span is formed by taking the price source and offsetting it back 26 periods to the left but I used adaptive length in range 26-50 which makes this tool a better option to check for Chikou -Price cross check in wide range. TRADE SIGNALS & CONFIRMATIONS Volume : RVSI used to detect volume breakout about given point. By default, On Balance Volume based RVSI is selected for all dynamic length adaption and also for trade confirmations. Cross(Tenkan,Kijun) : Easiest way to detect trend as if Tenkan is above Kijun then market is uptrend and vice versa. Volatility : High volatility is a good way to confirm if price is on the move or not. Tenkan = Kijun : Because of a wide range of Tenkan and Kijun length; their value can become equal before reversal. Chikou > Source : A very conventional way to detect price momentum as if Chikou is above price then market is in uptrend and vice versa. Chikou Momentum : Another simpler way to represent Chikou > Source as if momentum of price source is uptrend then price will tend to follow. Source > Kumo : Using the best tool of Ichimoku Clouds i.e. Kumo. If price crosses both Senkou-Span A & B then market has broken potential resistance leading to a good uptrend and vice versa. Source > Tenkan : Better way to detect price trend in short term. Chikou Backward Trend Filter : Different from Chikou >Source in a way that Chikou filter makes sure that price crosses highest/lowest within defined period. CHARTING Bars Coloring : Bars coloring is set as following : src > tenkan-Sen and src > kijun-Sen : Strong uptrend detection and shown by green bars. src < tenkan-Sen and src < kijun-Sen : Strong downtrend detection and shown by green bars. src > tenkan-Sen and src < kijun-Sen : Better way to detect bottom reversals as if price comes above tenkan but remains below kijun; that’s early signs of recovery. Light red bars are used for this by default. src < tenkan-Sen and src > kijun-Sen : Better way to detect top reversals as if price comes below tenkan but remains above kijun; that’s early signs of losing potential in uptrend. Dark Grey bars are used for this by default. Kumo Coloring : Following steps are used to derive Kumo’s dynamic color: Average of Senkou-span A and B is calculated. RSI with 14 period of that average is calculated. Gradient color based on calculated RSI values with 0-100 range is derived which is final Kumo color. Chikou Span Coloring : Dynamic coloring from Chikou Filter is used as Indicator’s Chikou ’s color. Signals Overlay : Red and Green small triangles are used as signals overlay.
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MightyZinger의
9
Aggregated Money Flow Index - InFinitoModified Version of In-Built Money Flow Index Indicator. Aggregated Volume is used for it's calculation + a couple of other features. Aggregation code originally from Crypt0rus ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume . Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC . In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - Added Moving Average ( SMA , EMA , WMA , RMA, VWMA ) that can be plotted to the MFI - Added 10/90 level and 45/55 range level Things to look for: - Divergences: Can be a very good reversal signal - MA crossovers & Oversold/Overbought levels crossover: With proper confluence, entering a position at MA crossover and exiting at oversold/overbought levels can give very good swing setups (Or scalps on LTF) - Center range retests: Once in a trend, retesting the middle range can give very good entries and confirmations of the trend - Confluence of the latter: In combination, if more than one of these occur at the same time it can give more clarity regarding the current state of the market.
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In_Finito_의
2
Aggregated Chaikin Money Flow - InFinitoModified Version of In-Built Chaikin Money Flow Indicator. Aggregated Volume is used for it's calculation + a couple of other features. Aggregation code originally from Crypt0rus ***The indicator can be used for any coin/symbol to aggregate volume , but it has to be set up manually*** ***The indicator can be used with specific symbol data only by disabling the aggregation option, which allows for it to be used on any symbol*** - Calculated based on Aggregated Volume instead of by symbol volume. Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures , Perpetuals, Futures+Perpetuals and All Volume ). - As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC. In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. - Added Moving Average ( SMA , EMA , WMA , RMA, VWMA) that can be plotted to the CMF - Changed 0 line to a small range which tends to be more relevant than the 0 line. This range can be manually modified Things to look for: - Divergences: Can be a very good reversal signal - MA crossovers: Can be a very good confluent Buy/Sell signal - Center range retests: CMF is normally defined as bullish above 0 and bearish below 0. In this case it is above or below the middle range. Even if the start of the move was missed. The retest of the middle range can give very good entries. - Confluence of the latter
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In_Finito_의
1
Aggregated On Balance Volume - InFinitoOn Balance Volume calculated with aggregated and normalized volume data and a few other features: Aggregation code originally from Crypt0rus Candle Plotting code from LonesomeTheBlue ***The indicator can be used for any coin/symbol to aggregate volume, but it has to be set up manually*** As normal OBV, this indicator can be used to find divergences and to have an idea of volume flow. Using aggregated data makes it more accurate and allows to compare volume flow between different kinds of markets (Spot, Futures, Perpetuals, Futures+Perpetuals and All Volume). As well, in order to make the data as accurate as possible, the data from each exchange aggregated is normalized to report always in terms of 1 BTC. In case this indicator is used for another symbol, the calculations can be adjusted manually to make it always report data in terms of 1 contract/coin. Extra features: - Based off LonesomeTheBlue, OBV can be plotted as candles and as Heiken Aishi candles (which give wick information) - A Moving Average (SMA, EMA, WMA, RMA, VWMA) can be plotted to the OBV. This can be used as a confluent signal to enter a trade on a crossover or to know the strength of the current move. - The OBV basis can be reset to 0 periodically, making it more oscillator-like and allowing to focus only on a certain period of time.
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In_Finito_의
11
TRADING MADE SIMPLEThis indicator shows market structure. The standard method of using Williams Highs and Lows as pivots, is something of an approximation. What's original here is that we follow rules to confirm Local Highs and Local Lows, and strictly enforce that a Low can only follow a confirmed High and vice-versa. -- Highs and Lows To confirm a candle as a Local High, you need a later candle to Close below its Low. To confirm a Local Low, you need a Close above its High. A Low can only follow a High (after it's been confirmed). You can't go e.g High, High, Low, Low, only High, Low, High, Low. When price makes Higher Highs and Higher Lows, market structure is said to be bullish. When price makes Lower Lows and Lower Highs, it's bearish. I've defined the in-between Highs and Lows as "Ranging", meaning, neutral. They could be trend continuation or reversal. -- Bullish/Bearish Breaks A Bullish break in market structure is when the Close of the current candle goes higher than the previous confirmed Local High. A Bearish Break is when the Close of the current candle goes lower than the most recent confirmed Local Low. I chose to use Close rather than High to reduce edge case weirdness. The breaking candle often ends up being a big one, thus the close of that candle can be a poor entry. You can get live warnings by setting the alert to Options: Only Once, because during a candle, the current price is taken as the Close. Breaks are like early warnings of a change in market bias, because you're not waiting for a High or Low to be formed and confirmed. Buy The Dip / Sell The Rally Buy The Dip is a label I gave to the first Higher Low in a bullish market structure. Sell The Rally is the first Lower High in a bearish market structure. These *might* be good buying/selling opportunities, but you still need to do your own analysis to confirm that. == USAGE == The point of knowing market structure is so you don't make bullish bets in a bearish market and vice versa - or if you do at least you're aware that that's what you're doing, and hopefully have some overwhelmingly good reason to do so. These are not signals to be traded on their own. You still need a trade thesis. Use with support & resistance and your other favourite indicators. Works on any market on any timeframe. Be aware that market structure will be different on different timeframes. IMPORTANT: If you're not seeing what you expect, check your settings and re-read this entire description carefully. Confirming Highs and Lows can get deceptively complex.
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cashofbne의
11
AltSessionHello World It’s no secret that trading sessions play a massive role in market movement and liquidity. We can clearly see in the image about how important identifying international trading hours are for a trader. The Asian session starts around 1am GMT and often has a bearish bias through this session lasting for a few hours, after which Frankfurt and London traders start to come online and can often reverse the Asian sentiment. The London session is the best session to trade traditionally starting around 7am GMT before the American traders come online and reverse market once again. We have designed this indicator to help identify different trading hours easily with a background shade on the chart and also high/lows of the training session, as these levels can often be revisited. We hope you find this indicator useful and please feel free to drop a comment if you have any updates you wish to be made or any future indicator script ideas, thank you.
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Altsignals의
16
Chikou Filter for Ichimoku CloudThis Indicator enhances functionality of Chikou-Span from Ichimoku Cloud using a simple trend filter. Methodology Chikou is basically close value of ticker offset to close and it is a good for indicating if close value has crossed potential Support/Resistance zone from past. Chikou is usually used with 26 period. Chikou filter uses a lookback length calculated from provided lookback percentage and checks if trend was bullish or bearish within that lookback period. Bullish : Trend is bullish if Chikou span is above high values of all candles within defined lookback period. Green color shows bullish trend. Bearish: Trend is bearish if Chikou span is below low values of all candles within defined lookback period. This is indicated by red color. Reversal / Choppiness : White color indicates that Chikou are swinging around candles within defined lookback period which is an indication of consolidation or trend reversal. Default Settings Different source types are included but I've found that (OHLC4+High+Low)/3 is better for Chikou and Symmetrically Weighted Moving Average (SWMA) is also applied but it produce some repainting though. Default period is set to 26 and lookback percentage is 50%. Low percentage would decrease filter's efficiency. Usage This filter can be used to check if Chikou crossover has occurred in past. This can be used with Donchain channels, Bollinger Bands or any Moving Average as replacement of High / Low values. I'll use this indicator in all my Ichimoku Cloud studies especially adaptive ones. Filter outputs in Color and Integer format; both can be used as signals definitions.
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MightyZinger의
1