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SpreadTrade - CorrelationCorrelation Based Pair Trading Strategy (Trading the spread) There are three popular styles of Pair trading: * Distance based pair trading * Correlation based pair trading * Cointegration based pair trading The correlation based strategy is to short the outperforming instrument and go long on the underperforming one whenever the temporary correlation weakens which means one instrument going up and another going down. Here, instead of two different instruments two timeframes of the same instrument are used, lower and higher. In order to calculate the trade size, we would need to calculate hedge_ratio, which is simply the ratio of the closing price of the instrument in the current tf to the higher tf. So whenever we want to go short on spread we’ll short 1 unit of current tf and go long on hedge ratio times units of higher tf. In order to generate trading signals, we need to define our trading logic. So, we’ll go long on the spread when the hedge ratio goes below its p rolling mean by mult times of its rolling standard deviation and vice versa. Note that both p and mult can be changed as per your selection of instruments. See: analyticsprofile.com NOTE: There is a minor problem to it in Pinescript. After a while the signal line goes horizontal and the two bounds, upper and lower, converge unless you update the time frame. Kepp me in the know if you find a solution to this problem)
Wskaźnik Pine Script®
od capissimo
1
Megalodon Pro+ Short Term IsolatorMEGALODON PRO+ Short Term Isolator Megalodon Pro+ is designed for shorter term investors. Megalodon Pro+ is really simple to use. Megalodon Pro+ combines 16 different back-tested indicators , that each have more than 66% win rate. Megalodon Pro+ lets you turn on or off any setups that have been used for a better analysis. Megalodon Pro+ works with any kind of market state, and any kind of asset. Megalodon Pro+ can be used to set alarms as soon as a candle closes with a green or red bar. Megalodon Pro+ has more features than any other indicator in the market, these features can also be turned off in the settings: Looks for 6 different shorter time frame setups automatically and prints them out. Shows Mosasaur isolator and can also show Price, Volume and Momentum isolators. Prints green or red bar s for shorter term signals . -------------------------------------- MEGALODON PRO+ Short Term Isolator is designed for shorter term investors! All you have to do is: 1- Apply it on any asset with 240 minutes and 60 minutes time frame and combine it with 1 Day MEGALODON PRO+ Long Term Isolator. 2- Look for green bar confirmation on all isolators. 3- Define your stop losses. 4- Define your target before you enter. 5-Repeat. -------------------------------------- iPyra◬ Enlighten others
Wskaźnik Pine Script®
od MegalodonTrading
5
Megalodon Pro+ Long Term IsolatorMEGALODON PRO+ Long Term Isolator Megalodon Pro+ is designed for longer term and shorter term investors. Megalodon Pro+ is really simple to use. Megalodon Pro+ combines 16 different back-tested indicators , that each have more than 66% win rate . Megalodon Pro+ lets you turn on or off any setups that has been used for a better analysis. Megalodon Pro+ works with any kind of market state, and any kind of asset. Megalodon Pro+ can be used to set alarms as soon as a candle closes with a green or red bar. Megalodon Pro+ has more features than any other indicator in the market, these features can also be turned off in the settings : Looks for 12 different investing setups automatically and prints them out. Shows 2 different viewing options: Setups View that shows how many bear or bull setups are currently formed, Isolator View that shows Megalodon Price,Volume and Momentum isolators. Prints green or red bars for longer term signals. -------------------------------------- MEGALODON PRO+ Long Term Isolator is designed for longer term and shorter term investors! All you have to do is: 1- Apply it on any asset with 1Day time frame and combine it with 240minutes and 60 minutes Megalodon Pro+ Short Term Isolator. 2- Look for green bar confirmation on all isolators. 3- Define your stop losses. 4- Define your target before you enter. 5-Repeat -------------------------------------- iPyra◬ Enlighten others
Wskaźnik Pine Script®
od MegalodonTrading
1
Megalodon ProMEGALODON PRO Megalodon Pro is designed for longer term investors. Megalodon Pro is really simple to use. Megalodon Pro combines 16 different back-tested indicators , that each have more than 66% win rate . Megalodon Pro works with any kind of market state, and any kind of asset. Megalodon Pro can be used to set alarms as soon as a candle closes with a green or red arrow. Megalodon Pro has more features than any other indicator in the market, these features can also be turned off in the settings : Looks for 12 different investing setups automatically and prints them out. Finds and prints longer term and shorter term Fibonacci Retracement levels. Prints Long Fibonacci levels or Short Fibonacci levels. Finds and prints a custom Fibonacci level that you might want. Shows overlapping Fibonacci levels for longer term and shorter term. Overlays Bollinger Bands. -------------------------------------- Megalodon Pro is designed for longer term investors! All you have to do is: 1- Apply it on any asset with 1Day time frame . 2- Look for green arrow close. 3- Define your stop loss if you prefer to have it. 4- Define your target before you enter. 5-Repeat -------------------------------------- iPyra◬ Enlighten others
Wskaźnik Pine Script®
od MegalodonTrading
3
Swing FilterSwing Filter allows you to identify market swings and use the settings to filter out the noise. The concept is the same as Pine Script's built in pivothigh() and pivotlow(), except with a command center full of controls. Do you to only see swings that are a certain amount higher or lower than their neighboring candles? Want to filter out flash-crashes or freak-spikes? Do you want to count swing-highs or lows that are formed by multiple bars? ...how many? ...how strict? Do you only want swings that are already confirmed or do you want swings that are probably about to be confirmed? You get the idea. Swing Filter was designed to be plugged into other tools. Swings are used to figure Support and Resistance in Technical Analysis (TA), so you'll find that it is swing filter working in the background of my Support & Resistance Indicator. The creator of this indicator would be happy to help you implement Swing Filter into your workflow, and even can unlock rewiring features that allow Trading View Premium customers to use outputs from other indicators as inputs to swing filter (indicator layering). INDICATOR SETTINGS: SWING HIGH VISIBILITY - Show the location of all filtered swing-highs, marked with green "H" Show Unconfirmed Swing Highs - Whereas a confirmed swing high is shown with a green H, unconfirmed swing highs are shown with an orange H. Sometimes you want to see what could become a swing high before the final right-neighboring candle closes and confirms it. As long as the final right-side candle still has a lower high, we can show an unconfirmed swing high. Once the final right-side candle closes with a lower high, then we have a confirmed swing high. When the "# of Lower Bars to Right of Swing High" setting is set to a number greater than 1, keep in mind that unconfirmed candles will only ever appear one candle prior to confirmation. # of Lower Bars to Left of Swing High - Swing highs are calculated based on being higher than neighboring candles. How many candles do you want to check to the left-side of a swing high? # of Lower Bars to Right of Swing High - Swing highs are calculated based on being higher than neighboring candles. How many candles do you want to check to the right-side of a swing high? Must be This % Higher Than Left Bars - Filter out highs that aren't high enough. "0.5" would require your swing highs to be at least half a percent higher than the high of its confirming left-side bars. Must be This % Higher Than Right Bars - Filter out highs that aren't high enough. "1" would require your swing highs to be at least one percent higher than the high of its confirming right-side bars. Multibar Highs - # Bars Allowed to Form High - Filter out or allow highs that are formed at a transition from one bar to another. Especially on low spread exchanges like GDAX, highs may be formed by many consecutive bars, formed by persistant impenetrable buy/sell walls. When using multibar highs, they are counted as a single candle: the swing high will be marked on the right-most high of the multi-bar high, and then the left-side bars are counted from the left-most high of the multi-bar high. Multibar Highs Strict-Mode - Some multibar highs are just the result of chance, meaning that the first candle reached it's high, went back down, then the second candle reached the same high at a later time. Strict mode will filter these out and only show multibar swing highs that were formed when a candle closed at its high and the next candle opened at its same high. How strict? It allows a one penny difference (for negligible spreads). It also doesn't care about the candles' lows, which leaves room for a future super-strict mode. *For the complete list of settings and instructions see comments below (sorry they're listed in backwards order below, and the publishing rules won't let me put them all here (too long))
Wskaźnik Pine Script®
od jdhadwin
21
MPT - MEDIAN PRICE TRADING - custom forex indicator MPT is a unique custom indicator i created to enter a trade with the right timing This indicator catches the momentum of a Forex pair and tells you when to enter It's based on the idea that when the median price in the current timeframe is crossing the median price of the higher timeframe, the momentum is changing and that is an opportunity to trade red line is median line of current timeframe (default is 1D) aqua line is projection of past median line on higher timeframe (default is 1W) white crosses can be used as a trail stop values to follow a trend when red cross aqua up the background is green and so momentum of the pair is up when red cross aqua down no background color and momentum down You can try this indicator for a limited period, just ask for access in comments If you want unlimited access you can PM me Trading is a risky business, use it at your own risk. I'm not responsible for any profit or loss
Wskaźnik Pine Script®
od Lollo22
27
Estimate exchange/broker fee commission from trade volumeThis script is used to estimate how much an exchange/broker makes off a particular pair/symbol. If Coinbase(GDAX) has a 0.25% taker fee and a 0.15% maker fee per trade and you estimate the average commission fee at 0.19% then you simple input that, and how many periods you'd like to know the total fee for (30 periods on the 1 day chart = last 30 days, 28 periods on 4 hour chart = last 7 days, etc). This is for broad estimates of a single pair and only works well on exchanges that show only the volume on that exchange (stock markets may be less useful for this tool). THIS TOOL IS TO PROVIDE A BROAD ESTIMATE , NOT AN EXACT FIGURE! // percentage fee rate is entered as a percent: 3.5=3.5%, not 350%. // pbtc , the one for calculating the USD value of fees that are in bitcoin, uses the price at time fees were realized. IE chart is on // 1 day interval and XBARFEE is set at 4, then PBTC gives the USD value as if the exchange sold all btc at the end of each day for // 4 days. i.e.: // Day 1: BTCUSD= $5000 fees=1.5, Day 2: BTCUSD = $5000 fees=3.0, Day 3 BTCUSD = $10,000 fees=1.0, Day 4 BTCUSD = $20,000 fees=1.0 // PBTC would NOT show (1.5+ 3 + 1 + 1) = 6.5 * $20k = $130,000. It would do: (1.5*5000)+(3*5000)... = $52,500.
Wskaźnik Pine Script®
od RyanMartin
UCS_TTM - Reversion BandsOk, Here we go - Version 1 of TTM Reversion Band goes live. Link to TTM Reversion Band - www.tradethemarkets.com Link to TTM Reversion Band Guide - kb.simplertrading.com John Carters Mastering the trade - www.amazon.com For the amount of information this has, the price tag is not hefty. John's RTM Chapter Synopsis - www.tradethemarkets.com What did I modify? 1. Automated the Daily + and Intraday settings. So Switching to intraday will change the setting automatically. 2. Added text callouts for RTM condition a. John Carter's Indicator b. Slope Based (my addition). Future Improvement Planned. 1. Will Convert this into a system based on John's Indicator from TS. 2. Custom Options for Slope and MA setting for Trade filter.
Wskaźnik Pine Script®
od UDAY_C_Santhakumar
6