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Dynamically Adjustable Moving AverageIntroduction The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than classical methods (SMA20, EMA20, MAC, MACD, KAMA, OptSMA) using a classical crossover/under strategy in Asian Tiger's futures from 2014 to 2015. Dynamically Adjustable Moving Average AMA adjust to market condition using a non-exponential method, which in itself is not common, AMA is described as follow : 1/v * sum(close,v) where v = σ/√σ σ is the price standard deviation. v is defined as the Efficacy Ratio (not be confounded with the Efficiency Ratio) . As you can see v determine the moving average period, you could resume the formula in pine with sma(close,v) but in pine its not possible to use the function sma with variables for length, however you can derive sma using cumulation. sma ≈ d/length where d = c - c_length and c = cum(close) So a moving average can be expressed as the difference of the cumulated price by the cumulated price length period back, this difference is then divided by length. The length period of the indicator should be short since rounded version of v tend to become less variables thus providing less adaptive results. AMA in Forex Market In 2014/2015 Major Forex currencies where more persistent than Asian Tiger's Futures (2) , also most traded currency pairs tend to have a strong long-term positive autocorrelation so AMA could have in theory provided good results if we only focus on the long term dependency. AMA has been tested with ASEAN-5 Currencies (3) and still showed good results, however forex is still a tricky market, also there is zero proof that switching to a long term moving average during ranging market avoid whipsaw trades (if you have a paper who prove it please pm me) . Conclusion An interesting indicator, however the idea behind it is far from being optimal, so far most adaptive methods tend to focus more in adapting themselves to market complexity than volatility. An interesting approach would have been to determine the validity of a signal by checking the efficacy ratio at time t . Backtesting could be a good way to see if the indicator is still performing well. References (1) J.C.P. M’ng, Dynamically adjustable moving average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets, Physica A (2018), doi.org (2) www.researchgate.net (3) www.ncbi.nlm.nih.gov
Wskaźnik Pine Script™
od alexgrover
15
Crypto Mineable vs Not Mineable (24h Volumes Ratio)Hello traders! This indicator shows you the dynamic ratio between 24h total volumes of the mineable and not mineable cryptocurrencies from TOP-40 according to coinmarketcap.com . NOTE : The word "dynamic" means that I didn't have to hardcode 24h volumes from coinmarketcap.com for the presented cryptocurrencies - all values are updated automatically. How to get access You can buy it for only 30$ to get lifetime access Happy Trading!
Wskaźnik Pine Script™
od everget
3
Crypto Mineable vs Not Mineable (24h Volumes)Hello traders! This indicator shows you the dynamic 24h total volume charts of the mineable and not mineable cryptocurrencies from TOP-40 according to coinmarketcap.com . NOTE : The word "dynamic" means that I didn't have to hardcode 24h volumes from coinmarketcap.com for the presented cryptocurrencies - all values are updated automatically. How to get access You can buy it for only 30$ to get lifetime access Happy Trading!
Wskaźnik Pine Script™
od everget
Crypto Mineable vs Not Mineable (Market Caps Ratio)Hello traders! This indicator shows you the ratio between market capitalizations of the mineable and not mineable cryptocurrencies from TOP-20 (excluding Bitcoin Cash). NOTE : The market capitalizations are calculated dynamically . The word "dynamically" means that I did not hardcode supplies for presented cryptocurrencies. What else is included Alert for the specified positive % change Alert for the specified negative % change How to get access Buy for only 25$ to get lifetime access to this indicator Like and follow for more cool indicators! Happy Trading!
Wskaźnik Pine Script™
od everget
CryptoMedics Algorithmic Trading BandsCryptoMedics are happy to announce the release of our new Algorithmic trading bands! The Bands can be used as dynamic support and resistance levels. Anything from scalping on the 1m chart to swing trading on the daily. The opportunities are endless. Developed using tried and tested methods that hedge funds from wallstreet to smart individual traders have used for years now. Now all available to you. Here is an example of scalping with it on the 3m chart on BCHZ18. If you would've used 10x leverage you would've made a total of 760%! Examples: Another example on XBTUSD using the bands to catch a swing trade These results are undeniably good and I bet you can't find similar ones with any other indicator!
Wskaźnik Pine Script™
od CryptoMedics_Bot
5
Dynamic Support & ResistanceThis indicator paints the background of the chart between 2 EMAs when all 3 given EMAs are in sync. The default settings are: Long-term EMA: 200 Period. Short-term EMA 1: 50 Period. Short-term EMA 2: 20 Period. So according to the default settings, when the 20EMA is above the 50EMA, and the 50EMA is above the 200EMA, the area between the 20EMA and the 50EMA will turn green. When the 20EMA is below the 50EMA, and the 50EMA is below the 200EMA, the area will turn red. When the EMAs are all over the place (ie. price is consolidating), the area will be painted white. You can change the colors in the indicator settings menu. To remove the white background, change the transparency to 100%. Unfortunately pinescript does not allow you to do this using code, otherwise I would have made that a default feature. Enjoy! Let me know if you have any questions. Regards, - Matt
Wskaźnik Pine Script™
od ZenAndTheArtOfTrading
14
AlAlawi StrategyHello Experts / Trolls; I had written this strategy for a while and although I know how to color my charts, I wish for some expert advice or just some trolls to bring light to the codes weakness area's. Period = isdwm?timestamp(2012, 01, 01, 00, 00):isintraday?timestamp(2018, 04, 01, 00, 00):timestamp(2018, 04, 01, 00, 00) The above line of code for example lets my 4H and 1H charts suffer from a small size of testing and I need to change the dates manually, any idea to let a more dynamic approach and accomodate a 1 minute to 4h charts solution without having to play with the dates manually every time. I also see a huge difference in results when applying this script on a Heikin-Ashi vs Candlestick chart! So when pyramiding (upto 15) is applied on this strategy, the numbers starts boosting like crazy too! This is a rough code for now, let me know where to work on the code or just like and share your opinion on this.
Strategia Pine Script™
od AlAlawiAlawi
2
DepthHouse - Envelope OscillatorDepthHouse Envelope Oscillator is designed to show dynamic support and resistance, along with possible over extension. The indicator has two main functions. The Standard function (top) and the Shifted function (bottom). The Standard Function: The oscillators outermost edges represent dynamic support and resistance. These points can often represent excellent buy and sell opportunities. Especially in a ranging market. Anything below or above these lines often represent a possible breakout or overexertion in either direction. The Shift Function: This works very similar to the standard function, however this actually offsets the calculations x to the right. This can be an excellent tool for breakout traders. In many breakouts, the horizontal lines actually shift from resistance to support, and visa versa depending on trend direction. With this function enabled, the user can designate the position of the horizontal lines, which adjusts the buy sell signals in the middle as well. Signals Beta: Both functions give possible buy and sell signals shown by the circles in the middle. The strength of the signal is shown by the circle size. The larger the circle, the stronger the signal. This feature is in beta testing is not advised to trade off of. How to get: As you can see this is an invite only script. In the coming months this indicator, along with many others will become pay to use only. (website on my profile page) However all my indicators will be FREE until AT LEAST May of 2018 . So please try them out! To take advantage of this FREE trial 1. Subscribe to my YouTube channel. I have many more videos to come! Maybe even leave a comment of what you would like to see next! www.youtube.com 2. Comment on this indicator post! Maybe even give me a follow :D I hope you all enjoy!!
Wskaźnik Pine Script™
od oh92
45
B3 AutoEdgeBreak FibonacciHere is the lazy person's Fibonacci retracement drawing machine. Keep the bars in range pretty big, but you can play around and see what it does. If too small, it gets in your way, and If oversized, your retracements will not properly work upward and downward according to action. So, if you notice that it's always retracing the same direction, then lower the first input. Now on top of the coding being tricky because of massive history in T-view, trading the Fibs is not an easy task either. Experienced Fib traders will probably love my script, and those that are not good at Fibs will love the historical look of it, but feel helpless in real-time. It took me years to learn a reaction pattern to the Fib lines, and the one key piece of my memory: if a price-line test comes and fails in relation to your trade, get out!!! <- Not real advice, just experience talking. I expect to be upgrading this particular script in the future. Enjoy!
Wskaźnik Pine Script™
od HammondB3
4
Chaos 2.0This is pure chaos! I just wanted 1 thing I can put on a chart to try to get a clearer picture of what is going on (and not take up all the indicator spaces a free user is allowed haha) Many things going on from so many different users honestly I'm sorry I cant shout out everyone whose code I have ever read and used in another project just for the sake of learning more about pinescript! As a way of shouting everyone out! (and giving out my most useful and configurable system) I give you... CHAOS I originally got an Alligator, AO, and Fractal script from a user ChaosTrader, then realized I love using averages! I added the MESA (lazybear?) and the McGinley Dynamic Range (sry idk) and a simple 233 SMA. I also found about something called the www.prorealcode.com another user had created for Pinescript. I really liked that script so I adapted it to do the same kind of signal printing for circles and squares (crosses and series) Check it out tell me what you think and how I can make it better for everyone! thanks all! Snoop
Wskaźnik Pine Script™
od 420snoop
8
McGinley Dynamic with FRACTAL DEVIATION BANDS by @XeL_ArjonaMcGINLEY DYNAMIC with FRACTAL DEVIATION BANDS. Ver. 1.0.beta.25.08.2015 By Ricardo M Arjona @XeL_Arjona DISCLAIMER The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. -- The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. WHAT IS THIS? This is my first adaptation of the FRACTAL DEVIATION BANDS to the "McGinley Dynamic Line". Be advised that the nature of this line tend to need some adjustments at the "Smooth Factor" if you see a flat line with tiny values. Pine Script code MOD's and adaptations by @XeL_Arjona with special mention in regard of: Morphic Numbers: (PHI & Plastic) Pine Script adaptation from it's algebraic generation formulas by @XeL_Arjona. FRACTAL DEVIATION BANDS: main idea by @XeL_Arjona ALL NEW IDEAS OR MODIFICATIONS to these indicator(s) are Welcome in favor to deploy a better and more accurate readings. I will be very glad to be notified at Twitter or TradingVew accounts at: @XeL_Arjona. Any important addition to this work MUST REMAIN PUBLIC by means of CreativeCommons CC & TradingView. 2015
Wskaźnik Pine Script™
od xel_arjona
1