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Market First Signals - Relative Strength/WeaknessThis market-first trading strategy gives BUY, SHORT, and CLOSE signals based on volume, trend, and relative strength or weakness to the market (SPY by default, can be customized). This indicator is useful for signaling day-trade entries and exits for tickers that are strong (or weak) against the market. Stocks that are showing relative strength (or weakness) to the market, are trending, and have decent movement generate a buy (or short) signal. When the trend runs out, a CLOSE signal is fired. Potential profit (based on ATR) and actual profit is calculated, predicting the type of move expected Unique 'stay in trade' logic helps prevent unnecessary CLOSE signals if a trend is likely to continue A colored plot indicates the strength of the current trend and turns orange/red when the strength is weakened. Crypto traders can uncheck 'Trade during market hours' for 24-hour trading, and should change the comparison ticker from SPY to BTCUSD or something similar for their market. Enjoy! KEY CONCEPTS The three- and five-minute timeframes are used to establish and verify trend (ADX/DI with custom logic) Entries and exits are based on Parabolic SAR and confirmed on multiple timeframes, trend, and relative volume Relative strength /weakness to the market compares ticker to SPY Chop is avoided at all costs. I've experimented with choppiness indicator below 38, but found that the ADX DI+/- readings work even better. Trend is established using ADX DI+/- readings over 20, confirmed by EMA 5/13 crossover and EMA5 slope Signals will fire only if the average volume for the current 5-min bar is above normal Only tickers with a five-bar / 13 period ATR of 1% the ticker's price generate signal. Only longs above daily-anchored VWAP, shorts below daily-anchored VWAP Signals fire on bar close to prevent repainting / look-ahead bias Indicator labels and alerts generated SIGNALS BUY: up-trending tickers showing relative strength are bought on the three-minute PSAR SELL: when the close price falls below the 1, 3, and 5-minute PSAR, or the ADX DI- falls below 20 SHORT: down-trending tickers with relative weakness are shorted on the three-minute PSAR COVER: when the close price moves above the 1, 3, and 5-minute PSAR, or the ADX DI- falls below 20 ALERTS Alerts are generated on BUY, SELL, SHORT, and COVER signals, as well as optional LOST RELATIVE STRENGTH and LOST RELATIVE WEAKNESS INPUTS Use relative strength/weakness comparison with the market : trigger trades based on the ticker's strength or weakness to the selected comparison ticker (usually SPY for equities or BTCUSD for crypto) Comparison Ticker for relative strength/weakness : Ticker to compare against for relative strength/weakness Trade during market hours only : Take buy/sells during specified hours. Disable this for crypto trading. Market hours (market time) : Customize market hours - defaults to 9:30 to 16:00 EST "Only trade very strong trends" : take trades only if an established trend is very strong (ADX over 40) (DEFAULT = OFF) "Limit trade direction to VWAP" : Long trades only above VWAP, shorts below (DEFAULT = ON) "Limit trade direction to Market direction" : Long trades only if SPY (or selected comparison ticker) is up, shorts if the market is down. (DEFAULT= OFF) "Limit trades based on a ticker's green/red status for the day" : Long trades if the ticker is green for the day, shorts if red. (DEFAULT = OFF)
Wskaźnik Pine Script®
od glst0rm
13
Weight Gain 4000 - (Adjustable Volume Weighted MA) - [mutantdog]Short Version: This is a fairly self-contained system based upon a moving average crossover with several unique features. The most significant of these is the adjustable volume weighting system, allowing for transformations between standard and weighted versions of each included MA. With this feature it is possible to apply partial weighting which can help to improve responsiveness without dramatically altering shape. Included types are SMA, EMA, WMA, RMA, hSMA, DEMA and TEMA. Potentially more will be added in future (check updates below). In addition there are a selection of alternative 'weighted' inputs, a pair of Bollinger-style deviation bands, a separate price tracker and a bunch of alert presets. This can be used out-of-the-box or tweaked in multiple ways for unusual results. Default settings are a basic 8/21 EMA cross with partial volume weighting. Dev bands apply to MA2 and are based upon the type and the volume weighting. For standard Bollinger bands use SMA with length 20 and try adding a small amount of volume weighting. A more detailed breakdown of the functionality follows. Long Version: ADJUSTABLE VOLUME WEIGHTING In principle any moving average should have a volume weighted analogue, the standard VWMA is just an SMA with volume weighting for example. Actually, we can consider the SMA to be a special case where volume is a constant 1 per bar (the value is somewhat arbitrary, the important part is that it's constant). Similar principles apply to the 'elastic' EVWMA which is the volume weighted analogue of an RMA. In any case though, where we have standard and weighted variants it is possible to transform one into the other by gradually increasing or decreasing the weighting, which forms the basis of this system. This is not just a simple multiplier however, that would not work due to the relative proportions being the same when set at any non zero value. In order to create a meaningful transformation we need to use an exponent instead, eg: volume^x , where x is a variable determined in this case by the 'volume' parameter. When x=1, the full volume weighting applies and when x=0, the volume will be reduced to a constant 1. Values in between will result in the respective partial weighting, for example 0.5 will give the square root of the volume. The obvious question here though is why would you want to do this? To answer that really it is best to actually try it. The advantages that volume weighting can bring to a moving average can sometimes come at the cost of unwanted or erratic behaviour. While it can tend towards much closer price tracking which may be desirable, sometimes it needs moderating especially in markets with lower liquidity. Here the adjustability can be useful, in many cases i have found that adding a small amount of volume weighting to a chosen MA can help to improve its responsiveness without overpowering it. Another possible use case would be to have two instances of the same MA with the same length but different weightings, the extent to which these diverge from each other can be a useful indicator of trend strength. Other uses will become apparent with experimentation and can vary from one market to another. THE INCLUDED MODES At the time of publication, there are 7 included moving average types with plans to add more in future. For now here is a brief explainer of what's on offer (continuing to use x as shorthand for the volume parameter), starting with the two most common types. SMA: As mentioned above this is essentially a standard VWMA, calculated here as sma(source*volume^x,length)/sma(volume^x,length). In this case when x=0 then volume=1 and it reduces to a standard SMA. RMA: Again mentioned above, this is an EVWMA (where E stands for elastic) with constant weighting. Without going into detail, this method takes the 1/length factor of an RMA and replaces it with volume^x/sum(volume^x,length). In this case again we can see that when x=0 then volume=1 and the original 1/length factor is restored. EMA: This follows the same principle as the RMA where the standard 2/(length+1) factor is replaced with (2*volume^x)/(sum(volume^x,length)+volume^x). As with an RMA, when x=0 then volume=1 and this reduces back to the standard 2/(length+1). DEMA: Just a standard Double EMA using the above. TEMA: Likewise, a standard Triple EMA using the above. hSMA: This is the same as the SMA except it uses harmonic mean calculations instead of arithmetic. In most cases the differences are negligible however they can become more pronounced when volume weighting is introduced. Furthermore, an argument can be made that harmonic mean calculations are better suited to downtrends or bear markets, in principle at least. WMA: Probably the most contentious one included. Follows the same basic calculations as for the SMA except uses a WMA instead. Honestly, it makes little sense to combine both linear and volume weighting in this manner, included only for completeness and because it can easily be done. It may be the case that a superior composite could be created with some more complex calculations, in which case i may add that later. For now though this will do. An additional 'volume filter' option is included, which applies a basic filter to the volume prior to calculation. For types based around the SMA/VWMA system, the volume filter is a WMA-4, for types based around the RMA/EVWMA system the filter is a RMA-2. As and when i add more they will be listed in the updates at the bottom. WEIGHTED INPUTS The ohlc method of source calculations is really a leftover from a time when data was far more limited. Nevertheless it is still the method used in charting and for the most part is sufficient. Often the only important value is 'close' although sometimes 'high' and 'low' can be relevant also. Since we are volume weighting however, it can be useful to incorporate as much information as possible. To that end either 'hlc3' or 'hlcc4' tend to be the best of the defaults (in the case of 24/7 charting like crypto or intraday trading, 'ohlc4' should be avoided as it is effectively the same as a lagging version of 'hlcc4'). There are many other (infinitely many, in fact) possible combinations that can be created, i have included a few here. The premise is fairly straightforward, by subtracting one value from another, the remaining difference can act as a kind of weight. In a simple case consider 'hl2' as simply the midrange ((high+low)/2), instead of this using 'high+low-open' would give more weight to the value furthest from the open, providing a good estimate of the median. An even better estimate can be achieved by combining that with 'high+low-close' to give the included result 'hl-oc2'. Similarly, 'hlc3' can be considered the basic mean of the three significant values, an included weighted version 'hlc2-o2' combines a sum with subtraction of open to give an estimated mean that may be more accurate. Finally we can apply a similar principle to the close, by subtracting the other values, this one potentially gets more complex so the included 'cc-ohlc4' is really the simplest. The result here is an overbias of the close in relation to the open and the midrange, while in most cases not as useful it can provide an estimate for the next bar assuming that the trend continues. Of the three i've included, hlc2-o2 is in my opinion the most useful especially in this context, although it is perhaps best considered to be experimental in nature. For that reason, i've kept 'hlcc4' as the default for both MAs. Additionally included is an 'aux input' which is the standard TV source menu and, where possible, can be set as outputs of other indicators. THE SYSTEM This one is fairly obvious and straightforward. It's just a moving average crossover with additional deviation (bollinger) bands. Not a lot to explain here as it should be apparent how it works. Of the two, MA1 is considered to be the fast and MA2 is considered to be the slow. Both can be set with independent inputs, types and weighting. When MA1 is above, the colour of both is green and when it's below the colour of both is red. An additional gradient based fill is there and can be adjusted along with everything else in the visuals section at the bottom. Default alerts are available for crossover/crossunder conditions along with optional marker plots. MA2 has the option for deviation bands, these are calculated based upon the MA type used and volume weighted according to the main parameter. In the case of a unweighted SMA being used they will be standard Bollinger bands. An additional 'source direct' price tracker is included which can be used as the basis for an alert system for price crossings of bands or MAs, while taking advantage of the available weighted inputs. This is displayed as a stepped line on the chart so is also a good way to visualise the differences between input types. That just about covers it then. The likelihood is that you've used some sort of moving average cross system before and are probably still using one or more. If so, then perhaps the additional functionality here will be of benefit. Thanks for looking, I welcome any feedack
Wskaźnik Pine Script®
od mutantdog
1
Bollinger Band Clouds [vnhilton]I recommend to turn off 'Labels on price scale' & 'Values in status line' as this indicator's intended use is for visualizing volatility in the form of overextensions & pullbacks only. Default settings for intraday use - however you can change various settings for your personal use. Bollinger bands is a volatility indicator which plots X standard deviation bands away from the base moving average. When price isn't volatile, bands are compressed (closer to base moving average), & expand when volatility starts to increase - this makes Bollinger bands a great visual indicator for displaying volatility cycles. Although prices aren't normally distributed (i.e. 2 standard deviation bands won't mean 95% of price will lie within the bands), Bollinger bands can be useful to show strong abnormal trends when price is outside the bands, which can be seen as overextensions & will have to retrace sooner or later, towards the moving averages. Price trends within bands are seen as healthy trends (price grinds fit this description). This indicator creates clouds (fill) between 2 different moving average standard deviation bands. The idea is to better visualize strong trends/overextensions as the shorter period standard deviation bands will be outside the longer period bands. This indicator also provides bar color changes for when the bar close is outside the longer period standard deviation bands to help illustrate the strong trends/overextensions. The chart snapshot image shows standard deviation clouds for a 10-20 period SMA. This indicator also allows for better visualization on pullbacks to the mean, by giving a MA cloud between the 2 short & long period MAs.
Wskaźnik Pine Script®
od vnhilton
1
Adaptive Jurik Filter Volatility Bands [Loxx]Adaptive Jurik Filter Volatility Bands uses Jurik Volty and Adaptive, Double Jurik Filter Moving Average (AJFMA) to derive Jurik Filter smoothed volatility channels around an Adaptive Jurik Filter Moving Average. Bands are placed at 1, 2, and 3 deviations from the core basline. What is Jurik Volty? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is the Jurik Moving Average? Have you noticed how moving averages add some lag (delay) to your signals? ... especially when price gaps up or down in a big move, and you are waiting for your moving average to catch up? Wait no more! JMA eliminates this problem forever and gives you the best of both worlds: low lag and smooth lines. Ideally, you would like a filtered signal to be both smooth and lag-free. Lag causes delays in your trades, and increasing lag in your indicators typically result in lower profits. In other words, late comers get what's left on the table after the feast has already begun. That's why investors, banks and institutions worldwide ask for the Jurik Research Moving Average ( JMA ). You may apply it just as you would any other popular moving average. However, JMA's improved timing and smoothness will astound you. What is adaptive Jurik volatility? One of the lesser known qualities of Juirk smoothing is that the Jurik smoothing process is adaptive. "Jurik Volty" (a sort of market volatility ) is what makes Jurik smoothing adaptive. The Jurik Volty calculation can be used as both a standalone indicator and to smooth other indicators that you wish to make adaptive. What is an adaptive cycle, and what is Ehlers Autocorrelation Periodogram Algorithm? From his Ehlers' book Cycle Analytics for Traders Advanced Technical Trading Concepts by John F. Ehlers , 2013, page 135: "Adaptive filters can have several different meanings. For example, Perry Kaufman’s adaptive moving average ( KAMA ) and Tushar Chande’s variable index dynamic average ( VIDYA ) adapt to changes in volatility . By definition, these filters are reactive to price changes, and therefore they close the barn door after the horse is gone.The adaptive filters discussed in this chapter are the familiar Stochastic , relative strength index ( RSI ), commodity channel index ( CCI ), and band-pass filter.The key parameter in each case is the look-back period used to calculate the indicator. This look-back period is commonly a fixed value. However, since the measured cycle period is changing, it makes sense to adapt these indicators to the measured cycle period. When tradable market cycles are observed, they tend to persist for a short while.Therefore, by tuning the indicators to the measure cycle period they are optimized for current conditions and can even have predictive characteristics. The dominant cycle period is measured using the Autocorrelation Periodogram Algorithm. That dominant cycle dynamically sets the look-back period for the indicators. I employ my own streamlined computation for the indicators that provide smoother and easier to interpret outputs than traditional methods. Further, the indicator codes have been modified to remove the effects of spectral dilation.This basically creates a whole new set of indicators for your trading arsenal." Included - UI options to shut off colors and bands
Wskaźnik Pine Script®
od loxx
2
Bollinger CloudsThis indicator plots Bollinger Bands for your current timeframe (e.g 5 minutes) and also plots the Bollinger Bands for a higher timeframe (15 minutes for 5 minute timeframe). Then the gaps between the current and higher timeframe upper and lower bands is filled to create clouds which can be used as entry zones. Like Bollinger Bands, this indicator shouldn't be solely used for entries, use it in conjunction with other indicators. Bollinger Band Timeframes Current / Higher 1 minute / 5 minutes 3 minutes / 10 minutes 5 minutes / 15 minutes 10 minutes / 30 minutes 15 minutes / 1 hour 30 minutes / 2 hours 45 minutes / 1.5 hours 1 hour / 4 hours 2 hours / 8 hours 2.5 hours / 10 hours 4 hours / 1 Day 1 Day / 3 Days 3 Days / 9 Days 5 Days / 2 Weeks 1 Week / 1 Month
Wskaźnik Pine Script®
od LittleSympathy
two BollingersThe Double Bollinger Band consists of an average and two Bollingers and two backgrounds, each of which has separate settings and can be approved more strongly for trades. Moves and vice versa. With the price chart coming out of the second band, the price is much more likely to move in the same direction. To use this feature, we had to use two Bollinger indicators with different settings at the same time, but we no longer need to do this with the Double Bollinger . Its main use is crypto, but it can be used in all markets
Wskaźnik Pine Script®
od Ehsan_Haghi
Bollinger Bands + Keltner Channel Refurbished█ Goals This is an indicator that brings together Bollinger Bands and Keltner's Channels in one thing. Both are very similar, so I decided to make a merge of the best features I found out there. Here there is the possibility of choosing one of these two as needed. In addition, I added the following resources: 1. Pre-Defined intermediate bands with Fibonacci values; 2. Detachment of the bands in which the price was present; 3. Choice of Moving Average: "Simple", "Exponential", "Regularized Exponential", "Hull", "Arnaud Legoux", "Weighted Moving Average", "Least Squares Moving Average (Linear Regression)", "Volume Weighted Moving Average", "Smoothed Moving Average", "Median", "VWAP"); 4. Statistics: bars count within the bands. █ Concepts Keltner Channels vs. Bollinger Bands "These two indicators are quite similar. Keltner Channels use ATR to calculate the upper and lower bands while Bollinger Bands use standard deviation instead. The interpretation of the indicators is similar, although since the calculations are different the two indicators may provide slightly different information or trade signals." (Investopedia) Bollinger Bands (BB) "Bollinger Bands (BB) are a widely popular technical analysis instrument created by John Bollinger in the early 1980’s. Bollinger Bands consist of a band of three lines which are plotted in relation to security prices. The line in the middle is usually a Simple Moving Average (SMA) set to a period of 20 days (the type of trend line and period can be changed by the trader; however a 20 day moving average is by far the most popular). The SMA then serves as a base for the Upper and Lower Bands which are used as a way to measure volatility by observing the relationship between the Bands and price. Typically the Upper and Lower Bands are set to two standard deviations away from the SMA (The Middle Line); however the number of standard deviations can also be adjusted by the trader." (TradingView) Keltner Channels (KC) "The Keltner Channels (KC) indicator is a banded indicator similar to Bollinger Bands and Moving Average Envelopes. They consist of an Upper Envelope above a Middle Line as well as a Lower Envelope below the Middle Line. The Middle Line is a moving average of price over a user-defined time period. Either a simple moving average or an exponential moving average are typically used. The Upper and Lower Envelopes (user defined) are set a range away from the Middle Line. This can be a multiple of the daily high/low range, or more commonly a multiple of the Average True Range." (TradingView) █ Examples Bollinger Bands with 200 REMA: Keltner Channel with 200 REMA: Bollinger Bands with 55 ALMA: Keltner Channel with 55 ALMA: Bollinger Bands with 55 Least Squares Moving Average: █ Thanks - TradingView (BB, KC, ATR, MA's) - everget (Regularized Exponential Moving Average) - TimeFliesBuy ("Triple Bollinger Bands") - Rashad ("Fibonacci Bollinger Bands") - Dicargo_Beam ("Is the Bollinger Bands assumption wrong?")
Wskaźnik Pine Script®
od andre_007
23
OBV Overbuy+sell Oscillator[RSU]On-balance volume (OBV) is a technical trading momentum indicator that uses volume flow to predict changes in stock price. Joseph Granville first developed the OBV metric in the 1963 book Granville's New Key to Stock Market Profits. This indicator is based on the OBV indicator and adds 2 times the standard deviation Bollinger Band to evaluate the overbought and oversold phenomenon of the OBV indicator. The characteristics of Bollinger Bands: According to the normal distribution phenomenon, only 5% of the cases will exceed 2 times the standard deviation of the Bollinger Bands . So when it exceeds, I use colors to mark red overbought and green oversold situations. Usage: 1.Identify trends: Identify current stock trends by OBV's 30 average line color. 2.Breakthrough:OBV Breakthrough 30 average,signal trend may reversal. 3.Oversell and overbuy:A break below overbuy could signal a temporary end to the uptrend. 4.Divergence:When the slope of the two highs is opposite to the slope of the two highs of the indicator, a trend reversal signal may occur.
Wskaźnik Pine Script®
od rsu9111
5
[_ParkF]Mini Chart(BB)Bollinger Bands of different lengths are displayed with a line chart in front of the candle. A Bollinger band with a length of 20 and a Bollinger band with a length of 120 can be easily identified by the circle and color displayed whenever the line passes. In the input menu, you can edit the length and deviation of the Bollinger band, the number of candles to be displayed in front, the thickness of the line, the color, and the color of the circle. And the expected value of each Bollinger band was measured and displayed. You can change the thickness and color of the displayed predictive circle in Predictive of the input menu. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- 서로 다른 기간값을 가진 볼린저밴드를 캔들보다 앞쪽에 선 차트와 함께 표시하였습니다. 20의 기간값을 가진 볼린저밴드와 120의 기간값을 가진 볼린저밴드를 선차트가 크로스할 때 마다 표시되는 점과 색을 통해 쉽게 식별할 수 있습니다. input 메뉴에서 볼린저밴드의 기간값과 편차, 앞 쪽에 표시될 캔들의 수와 선의 두께, 색상, 점의 색상을 수정할 수 있습니다. 그리고 각 볼린저밴드의 예상 값을 측정하여 표시하였습니다. input 메뉴의 Predictive에서 표시된 Predictive circle의 두께와 색상을 변경할 수 있습니다.
Wskaźnik Pine Script®
od ParkF
3
Z-Score DeltaHeavily modified from Z Score by jwammo12 Compares the z-score of two assets, the onscreen one and the reference one configured. If you're familiar, you can think of it as Bollinger Band Percent of Onscreen Asset minus the Bollinger Band Percent of Reference Asset. It's compared off a simple moving average, due to how standard deviation is calculated. I view this a more literal meaning of relative strength. Has the ability to offset or delay in time one to another. TODO: add MAD and MAD/STD.DEV views Not my greatest work, but it's functional.
Wskaźnik Pine Script®
od rieos
BB-RSI-ADX Entry PointsThis is a combination of indicators used to find oversold and overbought entry points for possible reversion. A Green arrow will appear when all condition are met for an ENTER LONG position. A Red arow will appear when all condition are met for an ENTER SHORT position. You can modify all of these condition parameters from the indicator's settings. How does the indicator work The signals are using Bollinger Bands , BB %B , RSI and ADX indicators to try and find points of reversal Enter LONG Conditions Current candle low is below BB lower band. The BB %B is more than 0. RSI > 30 ADX > 25 Enter SHORT Conditions Current candle high is above BB upper band. The BB %B is less than 1. RSI < 70 ADX > 25 Those are the default settings that seem to work for me but you can customize all of these from the indicator settings. I find this strategy to best work on a 3 minute timeframe Note: The bb %B is calculated for stDev - 1. This will help you see a change happening faster.
Wskaźnik Pine Script®
od frixou89
2
[Mad] Triple Bollinger Bands MTFThese are classic triple Bollinger bands with different multipliers You can change the time frame plotted, for example, you can show a 1-hour chart, but plot 6-hour Bollinger. Since I haven't found any other OpenSource variant that can plot the 3 bands in a different time frame, here is my script for you en.wikipedia.org ---- additional you can see in this script, how to move data around with arrays instead of multiple variables. This way you can cut down security calls to a minimum. (look at the transfer- and bollarray)
Wskaźnik Pine Script®
od djmad
2
ARKA-Smoothed Z-ScoreThis Indicator is based on Mr. Dan Valcu ideas. The author of this article is Veronica Valcu. The z-score (z) for a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): z = (x-StdDev) / U A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above (x>U) or below (x Values of +2 and -2 show that the data item is two standard deviations above or below the chosen mean, respectively, and over 95.5% of all data items are contained within these two horizontal references. Based on the article and ideas about the z-score concept we can use it to get more confidence where we want to be sure this is an oversold or overbought zone. The indicator draws two levels on 2 and -2. Z-Score color comes red when it goes above 2, and the color changes to green when it goes below the -2 level. The Z-Score color which value is between 2 & -2 is gray. So far, this is the description of the indicator(ARKA-Z Score), which has been written separately and published for the public. In this indicator, we intend to smooth the value of Z-Score we get using moving averages. Z-score applied to close prices is an irregular curve that can be smoothed by applying moving averages. A simple three-day moving average has been applied to the z-score (20), and a simple five-day moving average is applied to the resulting average. Long opportunities were initiated when the three-day simple moving average crossed above the five-day simple moving average of the three-day simple moving average. Short opportunities were initiated when the three-day simple moving average crossed below the five-day simple moving average of the three-day simple moving average.
Wskaźnik Pine Script®
od arndav
ARKA-Z-ScoreThis Indicator is based on Mr. Dan Valcu ideas. The author of this article is Veronica Valcu. The z-score (z) for a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): z = (x-StdDev) / U A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above (x>U) or below (x Values of +2 and -2 show that the data item is two standard deviations above or below the chosen mean, respectively, and over 95.5% of all data items are contained within these two horizontal references. Based on the article and ideas about the z-score concept we can use it to get more confidence where we want to be sure this is an oversold or overbought zone. The indicator draws two levels on 2 and -2. Z-Score color comes red when it goes above 2, and the color changes to green when it goes below the -2 level. The Z-Score color which value is between 2 & -2 is gray.
Wskaźnik Pine Script®
od arndav
SuperJump Turn Back Bollinger BandThis is a simple indicator using bolinger band return. After the candle's bolinger band broke out, Turn back inside BB is the entry point. Usually there are more than two triangles, so you can wait after ordering a better price. As you already know about it, it is very dangerous for the bolinger band to enter in the reverse direction when a strong trend is created. That's why I made the Red Line. It is calculated by ATR and will suggest you an appropriate StopLoss value.
Wskaźnik Pine Script®
od SuperJump
20
VIX Cheat SheetHello! This indicator - "VIX Cheat Sheet" - performs several calculations for $VIX against the asset on your chart. However, using $VIX as a risk proxy or volatility metric often fails beyond large-cap U.S equities. To remedy this, the VixFix indicator is included in the script; you can select whether the script performs calculations for an asset against $VIX or against VixFix (i.e. Forex, Crypto) Measured are: $VIX correlation to an asset's price fluctuations, the average close-to-close gain/loss subsequent a $VIX/VixFix close above the upper Bollinger Band, the average 5-session gain/loss following the same occurrence in addition to the average 10-session gain/loss, all close-to-close, 5 session, and 10-session gains/losses are stored as tooltips for labels on the chart. The current close-to-close percentage gain/loss for $VIX and VixFix are displayed on the chart. Displayed in the example image is a box incorporating $VIX price data alongside an upper Bollinger Band and lower Bollinger Band. The data isn't cast to its own price scale but is helpful for quick interpretation of $VIX fluctuations. You can select to plot VixFix data in the box in the user inputs table. Displayed in the second example image is a semi-transparent blue box encompassing all price moves that occurred when $VIX measured above $40 for at least ten consecutive sessions. The largest percentage close-to-close loss is displayed below the box. Also illustrated is a red label that appears when $VIX or VixFix closes above the upper Bollinger Band. The indicator will calculate and display the performance of the asset for the subsequent 10 sessions, to which the red label will disappear and all data stored as a tooltip in the blue labels stating "VIX Closed Above Upper Band" or "VixFix Closed Above Upper Band". To reduce chart clutter, a label and line combination marking all $VIX closes above the upper Bollinger Band was not included. Instead, bar color changes were added. When "$VIX" is selected in the user inputs table the indicator will mark all sessions in which $VIX closed above the upper band as blue, in addition to plotting $VIX price data in the dynamic black box. When "VixFix" is selected, the indicator will mark all sessions where VixFix closed above the upper band as purple; the VixFix indicator will be plotted in the black box. Be sure to hover over labels to access tooltip information; try the indicator with bar replay!
Wskaźnik Pine Script®
od KioseffTrading
32