Add to a quote, set the current total transaction cost (i.e. Spread (%) to 0.04 if BTCUSDT binance future, Spread (base) 0.0001 if trading EURUSD with 1 pip net spread). Both lines indicate the relative volatility corrected cost of trading (ATR as orange line, StdDev as cyan).
Roc & Atr Orders My indicator, where I compare the 20 bar change percentage with the 14 bar atr band, I hope it will be useful to everyone. the green zones can be interpreted as BUY and the red zone as SELL zone. In graphs with high motion and low atr, the channel narrowing can be interpreted as BUY and the channel opening as SELL. No indicator shows you the...
Average True Range What Is the Average True Range (ATR)? The average true range (ATR) is a technical analysis indicator, that measures market volatility by decomposing the entire range of an asset price for that period. The true range indicator is taken as the greatest of the following: current high less the current low; the absolute value of the current high...
Hi, Welcome to my 4th script. Someone asked me some questions about the Bollinger Band strategy I previously published. When I went back to my published script I couldn't help myself but simply try and make it better. Which I did. Since I've published that script, I've gained much more knowledge about how Pinescript functions. As well as gaining more and more...
Basic MFI, but with highlight overbought and oversold.
BNB_USDT _3m Release Notes: Time: 3min Pair: BNB_USDT Use: {{strategy.order.alert_message}} What's the difference with 3Commas Bollinger Strategy by tedwardd: 1. Initial capital: 1210 USDT (10$ Base order / 400$*3 Safety order), if you will change, please change JUST safety order volume or number of safety orders 2-3 2. Using just 2(3) safety...
This strategy will enter into long position based on the volatility of prices implied by indicators of (a) Bollinger bands, and (b) ATR. Application of Bollinger bands ("BOLL") Using plain vanilla settings for BOLL (i.e. 20 period moving average, and 2 standard deviations of closing prices), we are interested to know about the shape of the area that is bounded...
Get average funding rate for FTX and Binance Futures.
This is a follow up to my previous publication of Adaptive HMA+ few months ago, as a mean to provide some kind of initial backtesting tools. Which can be use to explore many possible strategies, optimise its settings to better conform user's pair/tf, and hopefully able to help tweaking your general strategy. If you haven't read the study or use the indicator,...
This script uses Bollinger bands but with a VWAP as the source, it uses the high crossing the upper band as a buy signal and a low crossing the lower band as a sell signal Its default settings are for a day chart - Crypto 30 periods, forex 24 periods and stocks 20 periods, which basically line up with a month per asset class ive seen good results in crypto and...
The basis of this script is my "Hybrid Overbought/Oversold Detector" which uses many different oscillators to confirm overbought/oversold conditions. The main idea is to generate higher and lower bands around the desired moving average using an average of the volatility (ATR) and the standard deviation (StDev), of course by interfering detected overbought/oversold...
Detect low high price of a channel with configurable length and offset.
This count the times that fast EMA cross over slow EMA to detect sideway movement.
Heisenberg's Uncertainty Bands: This is a volatility indicator to determine and visualize the uncertainty in a securities' price. In quantum mechanics, the uncertainty principle (also known as Heisenberg's uncertainty principle) is any of a variety of mathematical inequalities asserting a fundamental limit to the accuracy with which the values for certain pairs...
Trend filter created based on donchian channel. I am using my custom donchian channel as base for this indicator: Concept is simple. We count how many times price is hitting donchian channel top or bottom without hitting the other side and keep counter for both. Thus: upCount is the number of times price hits donchian channel top without hitting bottom ...
This indicator allows you to improve your stop loss placement. It displays two lines based on the ATR ( Average True Range ), an upper line based on the current price + ATR and a lower line based on the current price - ATR. The ATR is multiplied by 2 but you can change this in the indicator settings.