เริ่มกันเลย

Trend

Force IndexWhat is the force index ? The force index is an oscillator used to confirm price breakout strengths and identify potential trends. It was popularized by A. Elder. How the force index is computed ? Knowing that volume is the fuel of a price movement, reliable breakouts and trend continuation are more likely to occur on high volume breakouts. This is why the force index is computed with the intensity of the price movement, and it's volume , using the formula ema13((close(n) - close(n-1)) * volume ) . How to use the force index An important change in the force index indicate a strong momentum in the price action. You can read more about the force index interpretation on Investopedia Customization You can display the indicator as an histogram, or as a line chart. You can change EMA length, although it's recommended to keep it at default value.
อินดิเคเตอร์ Pine Script™
โดย Brykou
1
Z-HistogramIt is possible to approximate the underlying distribution of a random variable by using what is called an "Histogram". In order to construct an histogram one must first split the data into several intervals (also called bins) often of the same size and count the number of values falling within each intervals, the histogram plot is then constructed with the X axis representing the measured variable and the Y axis representing the frequency. The proposed script aim to estimate the underlying distribution of a rolling z-score by constructing its histogram, here the histogram consist of 13 bins of width 0.5 rolling standard deviations. The length setting define the rolling z-score period, the window setting define the number of past data to be counted, finally using the "Total" option (true by default) will count all the rolling z-scores values since the first bar, in order to use the window setting make sure to uncheck the "Total" option. DISPLAY In order to see the entirety of the histogram make sure to double click on the indicator window and to have all the lower panels (text notes, pine editor...etc) hidden, finally make sure to zoom-in in order to see the frequency numbers displayed. Z-Histogram on BTCUSD 15 min TF, the blue bins represent intervals situated over 0 while red bins represent intervals situated under 0. Here σ represent the X-axis in standard deviations, the histogram start with a bin situated at σ = -3 which count the number of times the rolling z-score was within -3 and -2.5, the histogram end with the bin situated at σ = 3 which count the number of time the rolling z-score was within 3 and 3.5. It is also possible to look at the shape of the histogram without having the indicator window at full size. INTERPREATION An histogram can give really interesting information such as overall trend direction and strength. The direction can be measured by looking at the skewness of the histogram, with a negative skewness (the peak of the histogram situated at the right from the center) representing down-trending variations and positive skewness (the peak of the histogram situated at the left from the center) representing up-trending variations, while a symmetrical histogram could represent a ranging market. The farther away the peak of the histogram is situated from the center, the stronger the trend. Another interesting characteristic is the tailedness of the histogram, which can give information about the cleanliness of the trend, for example a positive skew and high tailedness would represent a clean up-trend, as it could suggest less variations contrary to the main trend. An histogram applied to the rolling z-score can give various useful information. As a recall the rolling z-score of the price measure the distance between the closing price and its moving average in term of rolling standard deviations, for example if the rolling z-score is equal to 2 it means that the closing price is currently 2 rolling standard deviations over its moving average. Lets for example analyze the histogram using INTC 15 min tf with a window of 456 bars and rolling z-score of length = 100 in order to review longer term variations. We can see from the histogram that the uptrend visible on the chart is represented by the bins situated over 0 having an overall higher frequency than the bins under 0, we can see that the closing price tended to stay between 1 and 1.5 rolling standard deviations over its period 100 moving average. Here bins under 0 accounts for retracements in the trend. IN SUMMARY An histogram can give various information regarding the price evolution of a security, the proposed script aim to plot the histogram of a rolling z-score. Now this script might not be too useful but it was fun to make, also it does not mean that an histogram is not an useful tool in the context of trading, the only thing required is a god implementation of it (like volume profiles for example) In this post we have also reviewed some important statistical concepts such as distributions, z-score, skewness and tailedness, each being extremely important in the quantitative trading field. Thx for reading !
อินดิเคเตอร์ Pine Script™
โดย alexgrover
18
Z Score Enhanced Time Segmented Volume (Multi MA)**THIS VERSION HAS BEEN STANDARDIZED WITH A Z SCORE CALCULATION AND ALLOWS THE USER TO SELECT WHICH MOVING AVERAGE THEY WOULD LIKE TO UTILIZE FOR THE SIGNAL LINE** Chart shows the Non-Standardized Enhanced Time Segmented Volume (Multi MA) with default settings on top and the Standardized version with default settings on the bottom. Time Segmented Volume was developed by Worden Brothers, Inc to be a leading indicator by comparing various time segments of both price and volume . Essentialy it is designed to measure the amount of money flowing in and out of an instrument. Time Segmented Volume was originally ported to TradingView by user @liw0 and later corrected by user @vitelot. I never quite understood how to read Time Segmented Volume until I ran across a version by user @storma where they indicated when price would be long or short, but that code also utilized the incorrect calculation from user @liw0. In an effort to make Time Segmented Volume more accessible and easier to read, I have re-coded it here. The calculations are based on the code from @vitelot and I have added direction indicators below the chart. If the histogram (TSV) is greater than zero and greater than the moving average, price should be moving long and there will be a green box below the chart. If TSV falls below the moving average while still being greater than zero, the trend may be exhausting and has been coded to read Price Action Long - FAILURE with a black x below the chart. If the histogram (TSV) is less than zero and less than the moving average, price should be moving short and there will be a red box below the chart. If TSV rises above the moving average while still being less than zero, the trend may be exhausting and has been coded to read Price Action Short - FAILURE with a black x below the chart. At times, the moving average may be above zero while TSV is below zero or vice versa. In these situations the chart will indicate long or short based on whether or not TSV is greater or less than zero. It is possible a new trend may be forming as the moving average obviously lags, but also possible price is consolidating with little volume and causing TSV to oscillate close to zero. **Z Score // Standardized Option ** Thist Standardized code implements all of the above but also allows the user to select a threshold level that should not need to be adjusted for each instrument (since the output is standardized). If the TSV value meets the long and short signal requirements above and TSV is greater than the threshold values a green or red box will print ABOVE the oscillator. The histogram will also change color based on which threshold TSV has met. This calculation allows us to compare current volatility to the mean (moving average) of the population (Z-Length). The closer the TSV Z-Score is to the mean, the closer it will be to the Zero Line and therefore price is likely consolidating and choppy. The farther TSV Z-Score is from the mean, the more likely price is trending. The MA Mode determines the Moving Average used to calculate TSV itself. The Z-Score is ALWAYS calculated with a simple moving average (as that is the standard calculation for Z-Score). The Threshold Levels are the levels at which TSV Z-Score will change from gray to yellow, orange, green ( bullish ), or red ( bearish ). Statistically speaking, confidence levels in relation to Z-Score are noted below. The built in Threshold Levels are the positive and negative values for 90%, 95%, and 99%. This would indicate when volatility is greater than these values they are out of the ordinary from the standard range. You may wish to adjust these levels for TSV Z-Score to be more responsive to your trading needs 80% :: 1.28 85% :: 1.44 90% :: 1.64 95% :: 1.96 99% :: 2.58 The Z Length is the period for which the Z Score is calculated More information regarding Time Segmented Volume can be found here: www.worden.com Original code ported by @liw0 Corrected by @vitelot Updated/Enhancements by @eylwithsteph with inspiration from @storma Multiple MA Options Credits to @Fractured and @lejmer Bits and Pieces from @AlexGrover, @Montyjus, and @Jiehonglim As always, trade at your own risk.
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
16
Enhanced Time Segmented Volume (Multi MA)**THIS VERSION ALLOWS THE USER TO SELECT WHICH MOVING AVERAGE THEY WOULD LIKE TO UTILIZE FOR THE SIGNAL LINE** Chart shows two different options of many. Top option is the default settings and bottom option is a different moving average with no other changes. Time Segmented Volume was developed by Worden Brothers, Inc to be a leading indicator by comparing various time segments of both price and volume. Essentialy it is designed to measure the amount of money flowing in and out of an instrument. Time Segmented Volume was originally ported to TradingView by user @liw0 and later corrected by user @vitelot. I never quite understood how to read Time Segmented Volume until I ran across a version by user @storma where they indicated when price would be long or short, but that code also utilized the incorrect calculation from user @liw0. In an effort to make Time Segmented Volume more accessible and easier to read, I have re-coded it here. The calculations are based on the code from @vitelot and I have added direction indicators below the chart. If the histogram (TSV) is greater than zero and greater than the moving average, price should be moving long and there will be a green box below the chart. If TSV falls below the moving average while still being greater than zero, the trend may be exhausting and has been coded to read Price Action Long - FAILURE with a black x below the chart. If the histogram (TSV) is less than zero and less than the moving average, price should be moving short and there will be a red box below the chart. If TSV rises above the moving average while still being less than zero, the trend may be exhausting and has been coded to read Price Action Short - FAILURE with a black x below the chart. At times, the moving average may be above zero while TSV is below zero or vice versa. In these situations the chart will indicate long or short based on whether or not TSV is greater or less than zero. It is possible a new trend may be forming as the moving average obviously lags, but also possible price is consolidating with little volume and causing TSV to oscillate close to zero. More information regarding Time Segmented Volume can be found here: www.worden.com Original code ported by @liw0 Corrected by @vitelot Updated/Enhancements by @eylwithsteph with inspiration from @storma Multiple MA Options Credits to @Fractured and @lejmer Bits and Pieces from @AlexGrover, @Montyjus, and @Jiehonglim As always, trade at your own risk.
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
8
Enhanced Time Segmented VolumeTime Segmented Volume was developed by Worden Brothers, Inc to be a leading indicator by comparing various time segments of both price and volume. Essentialy it is designed to measure the amount of money flowing in and out of an instrument. Time Segmented Volume was originally ported to TradingView by user @liw0 and later corrected by user @vitelot. I never quite understood how to read Time Segmented Volume until I ran across a version by user @storma where they indicated when price would be long or short, but that code also utilized the incorrect calculation from user @liw0. In an effort to make Time Segmented Volume more accessible and easier to read, I have re-coded it here. The calculations are based on the code from @vitelot and I have added direction indicators below the chart. If the histogram (TSV) is greater than zero and greater than the moving average, price should be moving long and there will be a green box below the chart. If TSV falls below the moving average while still being greater than zero, the trend may be exhausting and has been coded to read Price Action Long - FAILURE with a black x below the chart. If the histogram (TSV) is less than zero and less than the moving average, price should be moving short and there will be a red box below the chart. If TSV rises above the moving average while still being less than zero, the trend may be exhausting and has been coded to read Price Action Short - FAILURE with a black x below the chart. At times, the moving average may be above zero while TSV is below zero or vice versa. In these situations the chart will indicate long or short based on whether or not TSV is greater or less than zero. It is possible a new trend may be forming as the moving average obviously lags, but also possible price is consolidating with little volume and causing TSV to oscillate close to zero. More information regarding Time Segmented Volume can be found here: www.worden.com Original code ported by @liw0 Corrected by @vitelot Updated/Enhancements by @eylwithsteph with inspiration from @storma As always, trade at your own risk.
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
27
Long Wick TrialI've created this as a confirmation indicator to help know when market conditions are favorable to enter a trade. It measures volume, volatility, and ATR. It is not intended to tell you when to enter/exit the market, but use it with another indicator such as the mirror macd to filter out many losses and avoid entering the market during low volume or excessive volatility that may trip your stop loss. Green = Favorable Market conditions Yellow = Enter with caution, the market is moving sideways but is slightly trending Orange = Enter with caution, the market is trending but extremely volatile and may trip stop loss early Black = Shouldn't enter market here, market is moving sideways and volume is also low.
อินดิเคเตอร์ Pine Script™
โดย jaymaynard84
2
Moving Average SlopeA simple calculation and plotting of the slope of a Moving Average. You'll be amazed looking at how accurate it is signaling early entries and exits from trend follower positions, just by applying some basic TA to it (support, resistance, trend lines). Have a look: In the settings, you can choose to use it on EMA on SMA, and the length of the MA involved. I recommend using it on a medium-long sampling MA, to minimize noise.
อินดิเคเตอร์ Pine Script™
โดย lukescream
15
Correlation Trend Indicator - Dr. John EhlersHot off the press, I present this "Correlation Trend Indicator" employing PSv4.0, originally formulated by Dr . John Ehlers for TASC - May 2020 Traders Tips. John Ehlers might describe it's characteristics as being a mean reverting trend identification oscillator range bound to +/-1.0 irregardless of any timeframe or asset. I could have finessed this indicator with all kinds of bells and whistles, but I wanted to keep it simple and handy enough for novice Pine programmers or Tradingview newcomers to use. This algorithm, in a slightly modified form, is actually a small portion of the base code for John Ehlers' highly complex Autocorrelation Periodogram and his Convolution SwamiChart. Some members may have notice that I published a very similar script last month. That is correct. It's sole intention was completely different, having more diverse versatility and complexity, but with slightly reduced computational performance. While they seem eerily similar, they are genetically different. This function only has only one required "series" parameter and the correlation is calculated using the period, not bar_index. Correlating with bar_index or period yields identical results either way. Bottom line, this indicator is elegantly simplistic, yet highly utilitarian and easy to use. Features List Includes: Dark Background - Easily disabled in indicator Settings->Style for "Light" charts or with Pine commenting AND a few more... You have the source! The comments section below is solely just for commenting and other remarks, ideas, compliments, etc... regarding only this indicator, not others. When available time provides itself, I will consider your inquiries, thoughts, and concepts presented below in the comments section, should you have any questions or comments regarding this indicator. When my indicators achieve more prevalent use by TV members, I may implement more ideas when they present themselves as worthy additions. As always, "Like" it if you simply just like it with a proper thumbs up, and also return to my scripts list occasionally for additional postings. Have a profitable future everyone!
อินดิเคเตอร์ Pine Script™
โดย ImmortalFreedom
10
Ehlers Correlation Trend Indicator CTI by Cryptorhythms [CR]Ehlers Correlation Trend Indicator CTI by Cryptorhythms 📜Intro In his article “Correlation As A Trend Indicator” in issue May 2020 of TASC, author John Ehlers introduces a new trend indicator that is based on the correlation between a security’s price history and the ideal trend: a straight line. He describes methods for using the indicator to not only identify the onset of new trends but to identify trend failures as well. He presents what looks like a simple and elegant idea for a trend-detection and mode-switching indicator. 📋Comments Careful market selection may be the key to a correct application of the indicator. Even such barebone rules could shine with stocks like AAPL that tend to develop prolonged trends. But for others like CAT, which can keep oscillating in ranges for years, results will be much less impressive. They require a different approach. For example, you would want to buy when Correlation Trend falls significantly below zero and sell when it reaches positive values. Therefore, it would be an interesting problem to research Correlation Trend’s ability to identify the switch to a cycle mode. That might help develop countertrend systems and trade pullbacks. Another possible application might be to act as a system filter of change from trending mode to mean-reversion mode. Extras As usual when porting indicators to the library here on tradingview, I like to add some extra flare! 💠Customizable Overbought and Oversold Zones for Alert Creation 💠Bar coloration based on trade state for easy visual at a glance chart checking 💠Some basic example Entry and Exit conditions and a simple Trade State Engine to get you going creating your own strategy Enjoy! 👍 We hope you enjoyed this indicator and find it useful! We post free crypto analysis, strategies and indicators regularly. This is our 81st script on Tradingview!
อินดิเคเตอร์ Pine Script™
โดย theheirophant
7
Fancy Triple Moving Averages [BigBitsIO]This script is for three moving averages with as many features as I can possibly fit into a single moving average. Features: - Three moving averages (MA1, MA2, MA3). - Standard MA inputs. - MA type. - MA period. - MA price. - MA resolution (time frame). - Visibility toggle. - MA Candle Type - Fancy MA inputs. - Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history. - Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot). - Toggle to show forecast values for the MA. - Other inputs related to forecasting: - Forecast bias. (Neutral forecasts MA if the current price remains the same.) - Forecast period. - Forecast magnitude. *** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
อินดิเคเตอร์ Pine Script™
โดย BigBitsIO
10
Follow Line IndicatorThe FollowLine indicator is a trend following indicator. The blue/red lines are activated when the price closes above the upper Bollinger band or below the lower one. Once the trigger of the trend direction is made, the FollowLine will be placed at High or Low (depending of the trend). An ATR filter can be selected to place the line at a more distance level than the normal mode settled at candles Highs/Lows. Alerts Added
อินดิเคเตอร์ Pine Script™
โดย Dreadblitz
106
Underworld Hunter + Base ZoneUnderworld Hunter + Base Zone is designed to keep traders out of ranging markets by establishing a "dead zone" between the bands where price may be choppy or trends may be short lived. The original Underworld Hunter from @greenmask9 adapted Bollinger Bands by changing the basis from SMA to the EMA of the EMA of the EMA. This version now allows the user to select which moving average they would like to utilize for the calculation. If price is outside of the upper bands, price may be bullish. If price is outside the lower bands, price may be bearish. If price is within the green or red areas of the bands, a trend may be forming. The system also plots when RSI has become over extended above the thresholds selected (70/20 is the default). MA Period is the length/period the moving average is calculated with MA Mode is the type of moving average that will be utilized in the basis calculation The "Standard MA Calculation" Option changes the basis to calculate the moving average selected in MA Mode only once, instead of 3 times Deviation 1 and Deviation 2 determine how far the dead zone bands will be from the basis RSI Period is the length/period the RSI function is calculated with RSI Extended - High Cutoff is the level RSI must reach to be marked as over extended. Most traders refer to this zone as "Overbought" RSI Extended - Low Cutoff is the level RSI must reach to be marked as over extended. Most traders refer to this zone as "Oversold" As many NNFx traders know, overbought and oversold essentially do not exist, though the zones can still be utilized The remaining options are utilized for specific moving average calculations and are set to what is typically considered as "standard" for their values. There are many options available for this code. The code has not been optimized but merely compiled. Settings should be adjusted for the instrument(s) you are trading. Adapted from user @greenmask9 Multiple MA Options Credits to @Fractured and @lejmer Bits and Pieces from @AlexGrover, @Montyjus, and @Jiehonglim As always, trade at your own risk.
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
6
WhipLashThis is a study to determine if small candle bodies (little difference between open and close), regardless of overall candle length (high/low), can be used to filter choppy markets. The indicator will calculate the selected average "MA Mode" of (close-open). To standardize this result and ensure any filters/thresholds do not need to be recalculated for each instrument the result will be used to calculate the Z Score. The idea is that when candle bodies are small there is very little actual price movement, and therefore price is choppy. When considering the Z Score of that result, any outliers ie larger candle bodies, could show a potential trend forming. This indicator is similar to QStick but allows more customization by the user. MA Mode determines which MA is used to smooth the results of (close-open) Price Smoothing is the number of running periods the MA Mode is calculated for. The three Thresholds are preset to the 90%, 95%, and 99% levels for Z Score. If these thresholds are altered you may wish to also alter the horizontal lines programmed for each level on the positive and negative sides. The Z Length is the period for which the Z Score is calculated Multiple MA Options Credits to @Fractured Bits and Pieces from @AlexGrover, @Montyjus, and @Jiehonglim As always, trade at your own risk.
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
12
Moving Average Adaptive FilterThe Moving Avg Adaptive Filter (MAAF) was authored by Perry Kaufman in the Stocks and Commodities Magazine 03/1998 This is a volatility based indicator so when this indicator goes up, sell in the direction of how that stock is going. In other words go short when it is rising and the stock price is below the ema or go long when it is rising and the stock price is above the ema. Lower volatility means it is trading sideways or the current price action is about to reverse. Send me a message and let me know what other indicators you would like to see!
อินดิเคเตอร์ Pine Script™
โดย cheatcountry
3
On Balance Volume ModifiedHere is a smoothed version of the classic OBV indicator with a signal line. You can use it to look for signal line crossovers and divergences. The signal line is a 10-day EMA of the OBVM line. Typically, the signal line can vary from 10 to 50. This was just published by Vitali Apirine in the latest issue of Stocks & Commodities (April 2020) p22-25 Please let me know if you want me to publish any other indicators or if you have any questions!
อินดิเคเตอร์ Pine Script™
โดย cheatcountry
5
Superstock 10-30 WMA Band script I was reading Jesse Stine's Insider Buy Superstocks book, and one of the technical traits he mentioned of a superstock (read the book, seriously, very strongly recommended) was a breakout above the 30 weekly moving average. He goes on to mention that after breakout, the 10 WMA often acts as a support line where you can add to your position. This script is inspired by the visual direction of Chris Moody's slingshot system, and how it displays MA's. The skinny line is the 10 WMA and the bigger line is the 30.
อินดิเคเตอร์ Pine Script™
โดย UnknownUnicorn3844238
2
RSI of MAsRSI of MAs is designed to calculate the moving average for a specific period, and then take the RSI of that value. This script allows the user to select which moving average they would like to utilize for the calculation, as well as customizing how the Signal Line is calculated. There are many combinations available and you will need to tune the indicator to fit your trading style. The Signal Line is designed to indicate when there is a potential change in price action. If the Signal Line is below RSIoMA, price is bullish. If the Signal Line is above RSIoMA, price is bearish. MA Period is the length/period the moving average is calculated with RSI Period is the length/period the RSI is calculated with RSI MA Mode determines which moving average is applied to the MA period Signal Line determines which moving average or QQE is used to calculate the signal line Signal Line Period is the length/period the Signal Line is calculated with As always, trade at your own risk. Multiple MA Options Credits to @Fractured Signal Line Options Credits to @lejmer Bits and Pieces from @AlexGrover, @Montyjus, and @Jiehonglim
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
12
VQZL Z-ScoreVolatility Qaulity Zero Line attempts to keep a trader out of ranging markets, but the original calculation on TradingView had to be adjusted for each instrument. To avoid this issue, I have applied a z-score calculation to the VQZL so the result is standardized for all instruments. A Z-Score is simply a value's relationship to the mean (average) of a group of values, measured in terms of standard deviations from the mean. This calculation allows us to compare current volatility to the mean (moving average) of the population (Z-Length). The closer the VQZL Z-Score is to the mean, the closer it will be to the Zero Line and therefore price is likely consolidating and choppy. The farther VQZL Z-Score is from the mean, the more likely price is trending. The MA Mode determines the Moving Average used to calculate VQZL itself. The Z-Score is ALWAYS calculated with a simple moving average (as that is the standard calculation for Z-Score). The Threshold Levels are the levels at which VQZL Z-Score will change from gray to yellow, orange, green (bullish), or red (bearish). These levels can be adjusted but you should adjust the Threshold Lines as well (in the style section), so they line up with your adjusted values. Statistically speaking, confidence levels in relation to Z-Score are noted below. The built in Threshold Levels are the positive and negative values for 90%, 95%, and 99%. This would indicate when volatility is greater than these values they are out of the ordinary from the standard range. You may wish to adjust these levels for VQZL Z-Score to be more responsive to your trading need 80% :: 1.28 85% :: 1.44 90% :: 1.64 95% :: 1.96 99% :: 2.58 As always, trade at your own risk. VQZL Created by Investo And Adapted From @sarangab Multiple MA Options Credits to @Fractured Bits and Pieces from @AlexGrover and @Montyjus
อินดิเคเตอร์ Pine Script™
โดย StephXAGs
29