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ค้นหาในสคริปต์สำหรับ "band"

VWAP + Bollinger Bands VWAP + Bollinger Bands (TanTechTrades™) This indicator combines VWAP (Volume Weighted Average Price) with Bollinger Bands to provide a hybrid view of price action, volume, and volatility. 🔹 VWAP Features Customizable anchor period (Session, Week, Month, Quarter, Year, etc.) Option to hide VWAP automatically on daily or higher timeframes Up to 3 configurable VWAP bands with multipliers Bands can be calculated using Standard Deviation or Percentage 🔹 Bollinger Bands Features Adjustable period length and source Multiple moving average types (SMA, EMA, RMA, WMA, VWMA) Customizable standard deviation multiplier Configurable offset for advanced alignment 🔹 Visuals Central VWAP line with optional surrounding bands Bollinger Bands with customizable fills Color-coded regions to highlight volatility expansions and contractions This tool is designed for traders who want to see how VWAP reacts alongside volatility envelopes, making it easier to identify areas of liquidity, support/resistance, and potential breakouts or reversals. ⚠️ Disclaimer: This script is for educational purposes only. It is not financial advice.
อินดิเคเตอร์ Pine Script®
โดย TANTECHTRADES
Weighted Regression Bands (Zeiierman)█ Overview Weighted Regression Bands is a precision-engineered trend and volatility tool designed to adapt to the real market structure instead of reacting to price noise. This indicator analyzes Weighted High/Low medians and applies user-selectable smoothing methods — including Kalman Filtering, ALMA, and custom Linear Regression — to generate a Fair Value line. Around this, it constructs dynamic standard deviation bands that adapt in real-time to market volatility. The result is a visually clean and structurally intelligent trend framework suitable for breakout traders, mean reversion strategies, and trend-driven analysis. █ How It Works ⚪ Structural High/Low Analysis At the heart of this indicator is a custom high/low weighting system. Instead of using just the raw high or low values, it calculates a midline = (high + low) / 2, then applies one of three weighting methods to determine which price zones matter most. Users can select the method using the “Weighted HL Method” setting: Simple Selects the single most dominant median (highest or lowest) in the lookback window. Ideal for fast, reactive signals. Advanced Ranks each bar based on a composite score: median × range × recency. This method highlights structurally meaningful bars that had both volatility and recency. A built-in Kalman filter is applied for extra stability. Smooth Blends multiple bars into a single weighted average using smoothed decay and range. This provides the softest and most stable structural response. ⚪ Smoothing Methods (ALMA / Linear Regression) ALMA provides responsive, low-lag smoothing for fast trend reading. Linear Regression projects the Fair Value forward, ideal for trend modeling. ⚪ Kalman Smoothing Filter Before trend calculations, the indicator applies an optional Kalman-style smoothing filter. This helps: Reduce choppy false shifts in trend, Retain signal clarity during volatile periods, Provide stability for long-term setups. ⚪ Deviation Bands (Dynamic Volatility Envelopes) The indicator builds ±1, ±2, and ±3 standard deviation bands around the fair value line: Calculated from the standard deviation of price, Bands expand and contract based on recent volatility, Visualizes potential overbought/oversold or trending conditions. █ How to Use ⚪ Trend Trading & Filtering Use the Fair Value line to identify the dominant direction. Only trade in the direction of the slope for higher probability setups. ⚪ Volatility-Based Entries Watch for price reaching outer bands (+2σ, +3σ) for possible exhaustion. Mean reversion entries become higher quality when far from Fair Value. █ Settings Length – Lookback for Weighted HL and trend smoothing Deviation Multiplier – Controls how wide the bands are from the fair value line Method – Choose between ALMA or Linear Regression smoothing Smoothing – Strength of Kalman Filter (1 = none, <1 = stronger smoothing) ----------------- Disclaimer The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
อินดิเคเตอร์ Pine Script®
โดย Zeiierman
11
Bollinger Bands + EMA 200 + EMA 50This indicator combines three technical analysis tools: the Bollinger Bands (BB), and two Exponential Moving Averages (EMA) with periods of 200 and 50. Bollinger Bands (BB): This indicator consists of three lines—the middle line being a simple moving average (SMA), and the upper and lower bands representing two standard deviations above and below the SMA. The width of the bands indicates market volatility, with wider bands signifying higher volatility and narrower bands indicating lower volatility. Exponential Moving Averages (EMA 200 and EMA 50): The EMA is a type of moving average that gives more weight to recent prices, making it more responsive to price changes than the simple moving average. The EMA 200 is considered a long-term trend indicator, often used to identify the overall direction of the market. The EMA 50 is a medium-term trend indicator, helping to spot more immediate market trends. Crossovers between these two EMAs (such as when EMA 50 crosses above EMA 200) are commonly used as buy or sell signals, with the idea that a short-term trend shift is occurring. By combining these three indicators, this custom Pine Script aims to give a comprehensive view of the market conditions, helping traders to understand both the volatility (via BB), the long-term market trend (via EMA 200), and the medium-term trend (via EMA 50). The interaction between the price and these indicators, along with crossovers, can be used to identify potential entry and exit points.
อินดิเคเตอร์ Pine Script®
โดย kagancelik
Bollingers Bands Fibonacci ratios_copy of FOMOBollinger Bands Fibonacci Ratios (FiBB) This TradingView script is a powerful tool that combines the classic Bollinger Bands with Fibonacci ratios to help traders identify potential support and resistance zones based on market volatility. Key Features: Dynamic Fibonacci Levels: The script calculates additional levels around a Simple Moving Average (SMA) using Fibonacci ratios (default: 1.618, 2.618, and 4.236). These levels adapt to market volatility using the Average True Range (ATR). Customizable Parameters: Users can modify the length of the SMA and the Fibonacci ratios to fit their trading strategy and time frame. Visual Representation: The indicator plots three upper and three lower bands, with color-coded transparency for easy interpretation. Central SMA Line: The core SMA line provides a baseline for price movement and trend direction. Shaded Range: The script visually fills the area between the outermost bands to highlight the overall range of price action. How to Use: Use the upper bands as potential resistance zones and the lower bands as potential support zones. Look for price interactions with these levels to identify opportunities for breakout, trend continuation, or reversal trades. Combine with other indicators or price action analysis to enhance decision-making. This script is ideal for traders who want a unique blend of Fibonacci-based analysis and Bollinger Bands to better navigate market movements.
อินดิเคเตอร์ Pine Script®
โดย confidentExper11026
Bollinger Bands with Squeeze and SMA Indicator Description: BB+SMA Overview: Bollinger Bands (BB): Computes and plots three bands based on a selected moving average type (SMA, EMA, SMMA (RMA), WMA, VWMA) and standard deviation multiplier. The bands indicate potential support and resistance levels relative to price volatility. Squeeze Condition: Detects periods of low volatility (squeeze) when the distance between the upper and lower Bollinger Bands narrows significantly. This condition can signal potential price breakouts. Simple Moving Average (SMA): Calculates and plots a simple moving average based on user-defined length. It smooths price data to highlight trends and potential reversals. Smoothing Line: Further enhances the SMA by applying different smoothing methods (SMA, EMA, SMMA (RMA), WMA, VWMA) over a specified smoothing length. It helps in identifying smoother trends and changes in direction. Key Components: Inputs: Users can adjust parameters such as Bollinger Bands length, type of moving average, standard deviation multiplier, squeeze condition length, squeeze threshold percentage, SMA length, smoothing method, and smoothing length. Plotting: Displays the Bollinger Bands (basis, upper, lower), SMA, squeeze condition bands (basis, upper, lower), and a smoothing line on the chart. Visualization: Utilizes different colors and line styles for clarity in visualizing each component's plot on the chart. Purpose: Helps traders identify potential price volatility, trend reversals, and breakout opportunities using Bollinger Bands, SMA, squeeze conditions, and smoothed moving averages. Enhances technical analysis by providing clear visual cues for trend strength and potential entry/exit points based on the specified parameters. Conclusion: The "BB+SMA" indicator integrates multiple technical analysis tools into a single script, offering traders a comprehensive approach to analyzing price movements and making informed trading decisions directly on TradingView charts.
อินดิเคเตอร์ Pine Script®
โดย ronakclasses1
Kelbol Bands @shrilss The Kelbol Bands are designed to provide traders with insights into price volatility and potential trend reversal points. By combining Bollinger Bands (BB) and Keltner Channels (KC), this indicator offers a versatile approach to analyzing market dynamics. Key Features: - Customizable Parameters: The indicator allows traders to adjust parameters such as BB Length, BB Multiplier, KC Length, KC Multiplier, and ATR Length to suit their trading preferences and strategies. - Timeframe Flexibility: Traders can select different timeframes for calculating Bollinger Bands and Keltner Channels independently, enhancing adaptability to various market conditions. - Visual Representation: The indicator plots Upper, Basis (Midline), and Lower Kelbol Bands, as well as Upper, Basis, and Lower Keltner Channels and Bollinger Bands separately. This visual representation aids traders in identifying potential support and resistance levels, as well as trend direction. - Toggle Display: Users have the option to toggle the visibility of each component individually, providing flexibility in focusing on specific aspects of price action. Calculation Method: - Bollinger Bands (BB) are calculated based on the selected BB Length and BB Multiplier. The upper and lower bands are derived from the simple moving average (SMA) of the price and the standard deviation of the price series. - Keltner Channels (KC) are determined using the selected KC Length, KC Multiplier, and ATR Length. The basis (midline) of the channel is derived from the SMA of the price, while the upper and lower channels are calculated based on the average true range (ATR). - Kelbol Bands (KBL) are a combination of Bollinger Bands and Keltner Channels. The upper, basis, and lower bands of KBL are calculated as the averages of the corresponding values of Bollinger Bands and Keltner Channels.
อินดิเคเตอร์ Pine Script®
โดย shrilss
2
Average Trend with Deviation Bands v2TL;DR: An average based trend incl. micro trend spotting and multiple display options. This script is basically an update of my "Average Trend with Deviation Bands" script. I made the following changes: Not an overlay anymore - The amount of drawn lines makes the chart pretty messy. That's why I moved it to a pane. If you preferred the overlay you can use my "Average Trend with Deviation Bands" script. *This is also the reason why I publish this script instead of updating the existing one. I added an EMA to represent the price movement instead of candles I added a signal (SMA) to spot micro trends and early entry/exit signals I added the option to switch between a "line view" which shows the average trend and deviation bands and an "oscillator view" which shows an oscillator and histogram (MACD style) General usage: 1. The white line is the average trend (which is an average of the last N bars open, close, high, low price). 2. Bands around the average trend are standard deviations which can be adjusted in the options menu and are only visible in "lines view". Basically they are like the clouds in the Ichimoku Cloud indicator - In big deviation bands the price movement needs more "power" to break through the average trend and vice versa. 3. Indicator line (blue line) - This is the EMA which represents the price. Crossing the average trend from below indicates an uptrend and vice versa (crossing from above indicates a down trend). 4. Signal line (red line) - This is a smoothed version of the indicator line which can be used to predict the movement of the price when crossed by the indicator line (like at MACD and many other indicators). Oscillator usage: When switched to "oscillator view" the indicator line oscillates around a zero line which can be seen as the average trend. The usage is basically the same as described above. However there is also the histogram which shows the difference between the indicator and signal. Of course the histogram can be deactivated. Additionally a color filling can be added to easily spot entry/exit signals. As always: Code is free do whatever you like. If you have any questions/comments/etc. just drop it in the comment section.
อินดิเคเตอร์ Pine Script®
โดย Daniel_Ge
Bollinger Bands - Breakout StrategyThe Bollinger Bands - Breakout Strategy is a trend-following optimized for short-term trading in the crypto market. This strategy employs the Bollinger Bands, a widely recognized technical indicator, as its primary instrument for pinpointing potential trades. It is capable of executing both long and short positions, depending on whether the market is in a spot or futures, and is particularly effective in trending markets. The strategy boasts a high degree of configurability, allowing users to set the Bollinger Bands period and deviation, trend filter, volatility filter, trade direction filter, rate of change filter, and date filter. Furthermore, it offers options for Take Profit, Stop Loss, and Trailing Stop for both long and short positions, ensuring a comprehensive risk management approach. The inclusion of a maximum intraday loss feature adds another layer of protection, making this strategy a valuable tool for traders seeking a professional and adaptable trading system. Name : Bollinger Bands - Breakout Strategy Category : Trend Follower based on Bollinger Bands Operating mode : Long and Short on Futures or Long on Spot Trade duration : Intraday Timeframe : 2H, 3H, 4H, 5H Market : Crypto Suggested usage : Trending Markets Entry : When the price crosses above or below the Bollinger Bands Exit : Opposite Cross or Profit target, Trailing stop or Stop loss Configuration : - Bollinger Bands period and deviation - Trend Filter - Volatility Filter - Trade direction filter - Rate of Change filter - Date Filter (for backtesting purposes) - Take Profit, Stop Loss and Trailing Stop for long and short positions - Risk Management: Max Intraday Loss Backtesting : ⁃ Exchange: BINANCE ⁃ Pair: BTCUSDT.P ⁃ Timeframe: 4H ⁃ Fee: 0.025% ⁃ Slippage: 1 - Initial Capital: 10000 USDT - Position sizing: 10% of Equity - Start : 2019-09-19 (Out Of Sample from 2022-12-23) - Bar magnifier: on Credits : - LucF of Pine Coders for f_security function to avoid repainting using security. - QuantNomad for Monthly Table. Disclaimer : Risk Management is crucial, so adjust stop loss to your comfort level. A tight stop loss can help minimise potential losses. Use at your own risk. How you or we can improve? Source code is open so share your ideas! Leave a comment and smash the boost button! Thanks for your attention, happy to support the TradingView community.
กลยุทธ์ Pine Script®
โดย TheSocialCryptoClub
7
[Uhokang] Bollinger Band BB EMA SMMA SMA Multy timeframeYou can view indicators from the specified upper timeframe together. ( Bollinger Bands, SMMA, EMA, SMA ) If it is based on a 1-hour bar, you can see indicators for 4-hour bars and 1-day bars at the same time. => => Minutes 1 => 5 => 30 2 => 10 => 60 3 => 15 => 90 4 => 20 => 120 5 => 30 => 120 6 => 30 => 120 10 => 60 => 240 15 => 60 => 240 30 => 120 => 480 45 => 180 => 450 over Hours 1 => 4 => D 2 => 8 => 2D 3 => 12 => 3D 4 => D => W D => W => M W => M => Y
อินดิเคเตอร์ Pine Script®
โดย atomicbear96
1
Squeeze Range: Bollinger Bands / Keltner Channels [Whvntr]Presenting Squeeze Range: Bollinger Bands / Keltner Channels TTMSqueeze method is a volatility and momentum indicator introduced by John Carter of Simpler Trading, which capitalizes on the tendency for price to break out strongly after consolidating in a tight trading range. How did I make this indicator? The Bollinger Bands & Keltner Channels base scripts are from the standard indicators of their class in the Technicals section... I made this indicator first then noticed there were 3 others with a similar concept, but this differs in it's unique features and application of the TTMSqueeze strategy. This indicator plots the True Range of the Keltner Channel (Customizable in 'Bands Style" in the Inputs Menu) the instances the Bollinger Bands are within the range of the Keltner channel (the market just entered a squeeze). Featuring: customizable Moving Averages 1. Exponential (Default for both BB & KC) 2. Simple 3. RMA (MA used in RSI ) Keltner channels have a multiplier of 2 & 3 on the Chart (3 being the outer). How do I use this indicator? Once the teal dots are inside the solid red lines this would indicate that TTMperiod of low market volatility (the market is preparing itself for an explosive move up or down). Do some research and study how to use the TTMSqueeze method by John Carter. Disclaimer: not a guarantee of future favorable results.
อินดิเคเตอร์ Pine Script®
โดย whvntr
Fibonacci Bollinger Band ClusterThis indicator creates moving averages based on Fibonacci numbers (3-233, divided by 10 to average) sourced by high, low, and ohlc4 and plots lines based on these three. The Fib MA High line is either green or red (Fib High < Close), the Fib MA Low line is either lime or orange (Fib Low < Close), and the Fib MA OHLC4 line is constantly white. A cluster or series of Bollinger Bands is then created using the Fib MA OHLC4 line as the basis. Fibonacci-based deviations (1, 2, 3, 5, 8) are then used to create three upper and three lower Bollinger lines.
อินดิเคเตอร์ Pine Script®
โดย LeafAlgo
1
Hull Moving Average Bollinger Bands (HMABB)Hello! This is simply Bollinger Bands calculated with HMA! Heres a recap on both. The Hull Moving Average (HMA) attempts to minimize the lag of a traditional moving average while retaining the smoothness of the moving average line. Developed by Alan Hull in 2005, this indicator makes use of weighted moving averages to prioritize more recent values and greatly reduce lag. Bollinger Bands are envelopes plotted at a standard deviation level above and below a simple moving average of the price. Because the distance of the bands is based on standard deviation, they adjust to volatility swings in the underlying price. Bollinger Bands use 2 parameters, Period and Standard Deviations, StdDev.
อินดิเคเตอร์ Pine Script®
โดย The_Peaceful_Lizard
1
Volume Weighted Reversal BandsThis is a vwap & vwma hybrid with upper & lower deviation bands that provide excellent price channels and reversal areas. It can be used on lower & higher timeframes, just increase the deviation % for higher timeframes. Try out the 1 minute timeframe with .5% deviation for great scalping levels. Here is the calculation used for the main line. (VWMA100 + VWMA500 + VWMA1000 + VWAP) / 4 So it combines 3 VWMAs with the VWAP and divides that number by 4 to give us a moving average. Then we add new levels above and below that moving average to get our channels. The channels are separated by the % deviation you choose in the settings. For tighter bands, lower the percentage deviation and for wider bands, increase the percentage deviation. The fattest line in the middle is the main moving average and you can expect price to regularly return to this level. The thick lines are the main moving average plus or minus the percentage deviation you have set. There are 10 levels in each direction from the main moving average. The is also a thin short term moving average as well with a custom calculation. It takes 4 different length moving averages that are weighted and 4 more that are volume weighted and divides the total by 8.The lines will be green when price is above the line and red when price is below the line. The thin white line is the VWAP on its own. These lines will act as dynamic support and resistance so you can scalp them back and forth. These levels work so well because they are volume weighted and the algos hedge their positions back and forth constantly. For best results, use this indicator on tickers with the highest volume and trading action as the price will stick to these levels better when the big money players are hedging. Some great tickers for this indicator are APPL, SPY, BTC, ETH. All colors and linewidths can be customized in the settings easily as well as turning off the VWAP or short moving average and adjusting the percentage deviation for the channels. ***MARKETS*** This indicator can be used on all markets, including stocks, crypto, futures and forex. ***TIMEFRAMES*** This indicator can be used on all timeframes. ***TIPS*** Try using numerous indicators of ours on your chart for extra confirmation. Our favorites to pair with these bands are the Scalper Ribbon and Trend Friend Signals. The 3 combined give you a lot of extra confirmation on whether the market is going to reverse at these levels.
อินดิเคเตอร์ Pine Script®
โดย FriendOfTheTrend
7
Roger & Satchell Estimator Historical Volatility Bands [Loxx]Roger & Satchell Estimator Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using theRoger & Satchell Estimator Historical Volatility Bands for bands calculation. What is Roger & Satchell Estimator Historical Volatility? The Rogers–Satchell estimator does not handle opening jumps; therefore, it underestimates the volatility. It accurately explains the volatility portion that can be attributed entirely to a trend in the price evolution. Rogers and Satchell try to embody the frequency of price observations in the model in order to overcome the drawback. They claim that the corrected estimator outperforms the uncorrected one in a study based on simulated data. RSEHV = sqrt((Z/n) * sum((log(high/close)*log(high/open)) + (log(low/close)*log(low/open)))) The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white. Included Alerts Signals Loxx's Expanded Source Types Bar coloring
อินดิเคเตอร์ Pine Script®
โดย loxx
9
Garman-Klass-Yang-Zhang Historical Volatility Bands [Loxx]Garman-Klass-Yang-Zhang Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Garman-Klass-Yang-Zhang Historical Volatility Bands for bands calculation. What is Garman-Klass-Yang-Zhang Historical Volatility? Yang and Zhang derived an extension to the Garman Klass historical volatility estimator that allows for opening jumps. It assumes Brownian motion with zero drift. This is currently the preferred version of open-high-low-close volatility estimator for zero drift and has an efficiency of 8 times the classic close-to-close estimator. Note that when the drift is nonzero, but instead relative large to the volatility, this estimator will tend to overestimate the volatility. The Garman-Klass-Yang-Zhang Historical Volatility calculation is as follows: GKYZHV = sqrt((Z/n) * sum((log(open(k)/close(k-1)))^2 + (0.5*(log(high(k)/low(k)))^2) - (2*log(2) - 1)*(log(close(k)/open(2:end)))^2)) The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white. Included Alerts Signals Loxx's Expanded Source Types Bar coloring Related Indicators Garman & Klass Estimator Historical Volatility Bands
อินดิเคเตอร์ Pine Script®
โดย loxx
2
Garman & Klass Estimator Historical Volatility Bands [Loxx]Garman & Klass Estimator Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Garman & Klass Estimator Historical Volatility (instead of "regular" Historical Volatility ) for bands calculation. What is Garman & Klaus Historical Volatility? Garman Klass is a volatility estimator that incorporates open, low, high, and close prices of a security. The Garman and Klass estimator for estimating historical volatility assumes Brownian motion with zero drift and no opening jumps (i.e. the opening = close of the previous period). This estimator is 7.4 times more efficient than the close-to-close estimator. Garman-Klass volatility extends Parkinson's volatility by taking into account the opening and closing price. As markets are most active during the opening and closing of a trading session, it makes volatility estimation more accurate. Garman and Klass also assumed that the process of price change is a process of continuous diffusion (geometric Brownian motion). However, this assumption has several drawbacks. The method is not robust for opening jumps in price and trend movements. Despite its drawbacks, the Garman-Klass estimator is still more effective than the basic formula since it takes into account not only the price at the beginning and end of the time interval but also intraday price extremums. The Garman & Klass Estimator is as follows: GKE = sqrt((Z/n)* sum((0.5*(log(high./low)).^2) - (2*log(2) - 1).*(log(close./open)).^2)) The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white. Included Alerts Signals Loxx's Expanded Source Types Bar coloring Related indicators: Parkinson's Historical Volatility Bands
อินดิเคเตอร์ Pine Script®
โดย loxx
High/Low Historical Volatility Bands [Loxx]High/Low Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility high/low (instead of "regular" Historical Volatility) for bands calculation. What is Historical Volatility? Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, but not the only, way to calculate Historical Volatility . The higher the Historical Volatility value, the riskier the security. However, that is not necessarily a bad result as risk works both ways - bullish and bearish , i.e: Historical Volatility is not a directional indicator and should not be used as other directional indicators are used. Use to to determine the rising and falling price change volatility . SH is stock's High price in t day. SL is stock's Low price in t day. High/Low Return (xt^HL) is calculated as the natural logarithm of the ratio of a stock's High price to stock's Low price. Return: And Parkinson's number: 1 / (4 * math.log(2)) * 252 / n * Σ (n, t =1) {math.log(Ht/Lt)^2} An important use of the Parkinson's number is the assessment of the distribution prices during the day as well as a better understanding of the market dynamics. Comparing the Parkinson's number and periodically sampled volatility helps traders understand the tendency towards mean reversion in the market as well as the distribution of stop-losses. The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white. Included Alerts Signals Loxx's Expanded Source Types Bar coloring Related indicators: Parkinson's Historical Volatility Bands Historical Volatility Bands
อินดิเคเตอร์ Pine Script®
โดย loxx
1
Parkinson's Historical Volatility Bands [Loxx]Parkinson's Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Parkinson's historical volatility (instead of "regular" Historical Volatility) for bands calculation. What is Parkinson's Historical Volatility? The Parkinson's number, or High Low Range Volatility developed by the physicist, Michael Parkinson in 1980, aims to estimate the Volatility of returns for a random walk using the High and Low in any particular period. IVolatility.com calculates daily Parkinson values. Prices are observed on a fixed time interval: n = 10, 20, 30, 60, 90, 120, 150, 180 days. SH is stock's High price in t day. SL is stock's Low price in t day. High/Low Return (xt^HL) is calculated as the natural logarithm of the ratio of a stock's High price to stock's Low price. Return: And Parkinson's number: 1 / (4 * math.log(2)) * 252 / n * Σ (n, t =1) {math.log(Ht/Lt)^2} An important use of the Parkinson's number is the assessment of the distribution prices during the day as well as a better understanding of the market dynamics. Comparing the Parkinson's number and periodically sampled volatility helps traders understand the tendency towards mean reversion in the market as well as the distribution of stop-losses. The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white. Included Alerts Signals Loxx's Expanded Source Types Bar coloring
อินดิเคเตอร์ Pine Script®
โดย loxx
MTF EMA Ribbon & Bands + BBMulti Timeframe Exponential Moving Average Ribbon & Bands + Boillinger Bands I used the script "EMA Ribbon - low clutter, configurable " by adam24x, I made some color change and I added a few indicators (Boillinger Bands, EMA on multi timeframe and EMA bands from "34 EMA Bands " by VishvaP). The script can display various EMA from the chart's timeframe but also EMA from other timeframes. Bollinger Bands and EMA bands can also be added to the chart.
อินดิเคเตอร์ Pine Script®
โดย Yatagarasu_
1
Bollinger Bands Breakout Oscillator [LuxAlgo]The Bollinger Bands Breakout Oscillator is an oscillator returning two series quantifying the significance of breakouts between the price and the extremities of the Bollinger Bands indicator. Settings Length: Period of the Bollinger Bands indicator Mult: Controls the width of the Bollinger Bands Src: Input source of the indicator Usage Each series is calculated by summing the distance between price and a respective Bollinger Bands extremity in the case price is outside this extremity and divided by the sum of the absolute distance between price and a respective extremity. This sum is done over the most recent Length bars. Bullish breakouts are represented by the green areas of the indicator, while bearish breakouts are represented by the red areas of the indicator. The oscillator can determine the presence of an uptrend when the bullish area is superior to the bearish area, while a downtrend is indicated by a bearish area being superior to the bullish one. The significance of the breakout is determined by the amplitude of each area, with higher amplitudes indicating more significant breakouts or strong trends. Using higher Mult values would naturally return wider bands, which would induce less frequent breakouts, this would be highlighted by the oscillator. In the chart above we can see the oscillator using a multiplicative factor of 2.
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
24