Auf geht's

Adaptive Moving Average (AMA)

Trend tracking strategy of proprietary traders-RabbitThis is my latest strategy integration. It is a combination of trend tracking strategy and visualization trend. I believe it will bring you a clear trend discrimination and relatively reliable trading signal hints. (Note: This strategy parameter has special parameter debugging and Optimization for BTC1h/BIANACE Heikin-ashi chart. It works best here. Other trade pairs or parameter versions of investment targets will be published specially if necessary.) Statement of strategy concept: The concept of strategy is trend tracking. The formation and continuation of trend is the product of speculation market for thousands of years. There are various strategies including CTA trend strategy, shock regression strategy, grid strategy, Martin strategy, Alpha strategy and so on. These strategies have their own merits just like different schools of Chinese knight-errant. Choose one, a master is not able to do hundreds of tricks, but to practice one trick thousands of times. Every strategy has its own right and wrong. Trading is not violence, but a process of advancing, retreating, and making profits steadily. Therefore, the use of trend tracking strategy must overcome greed in human nature, profit and loss homology, dare to bear the shock of withdrawal in order to make a big profit when the real trend arrives. (Of course, this strategy has largely avoided filtering shocks, which will be explained later.) Policy-building instructions: Any trend tracking strategy can produce good results when there is a trend, so judging whether a trend strategy is good or bad depends on its withdrawal performance when it is shaking. This CTA trend tracking strategy uses Kauffman adaptive algorithm, fractal adaptive dimension, self-research algorithm and other tools, and has largely avoided filtering the signal in the shock without delay to follow the trend. Additional notes for the new version: The latest integrated version has increased the visualization of trends. It can clearly distinguish the trend of ups and downs or consolidation shocks based on chart color. However, trading signals are not calculated according to color changes, but the visualization helps you identify trends and signals help you to refer to sales. This is only a simple trading signal strategy, and the other warehouse management and risk control need manual completion operation. (Note: This strategy parameter has special parameter debugging and Optimization for BTC1h/BIANACE Heikin-ashi chart. It works best here. Other trade pairs or parameter versions of investment targets will be published specially if necessary.) Good luck to all of you and a smooth deal.~
Pine Script™ Strategie
von Little_Rabbit
1
ACAT (600-2000) [acatwithcharts]Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into. The best solution I've managed to find to the variable count limits in Pinescript is to split the indicator into two that cover different ranges. This version covers period lengths from 600-2000. I've then added features to hide the lower indicator's plot while it's maxed out which makes them look roughly stitched together and has a nice added benefit that it require less work by the higher period script so it loads more quickly. This is still a work in progress at the time of posting as I attempt to try to add more functionality and improve the intuitiveness of the combined menu, but assuming all goes well, I may be able to mostly deprecate the individual indicators and replace them with this combined version when I'm satisfied that it's ready to release to subscribers. My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel. Current pricing and subscription details will be kept up-to-date on SharkCharts.live
Pine Script™ Indikator
von acatwithcharts
Adaptive Comprehensive Average Tracker (ACAT) [acatwithcharts]Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into. At the moment, it is limited to the 600-period cap; just using the logic of the two indicators in one hits runs into the limits of Pinescript. I've got some ideas to try, but for most practical purposes, the 600 cap was generally enough and the longer lookbacks are very prone to timing out anyway. The hope is to replace two indicators that have periodic issues timing out with one, which should be substantially more convenient to use and on average mean dealing with fewer refreshes. This is still a work in progress at the time of posting as I attempt to try to add more functionality and improve the intuitiveness of the combined menu, but assuming all goes well, I may be able to mostly deprecate the individual indicators and replace them with this combined version when I'm satisfied that it's ready to release to subscribers. My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel. Current pricing and subscription details will be kept up-to-date on SharkCharts.live
Pine Script™ Indikator
von acatwithcharts
Bryant Adaptive Moving Average@ChartArt got my attention to this idea. This type of moving average was originally developed by Michael R. Bryant (Adaptrade Software newsletter, April 2014). Mr. Bryant suggested a new approach, so called Variable Efficiency Ratio (VER), to obtain adaptive behaviour for the moving average. This approach is based on Perry Kaufman' idea with Efficiency Ratio (ER) which was used by Mr. Kaufman to create KAMA. As result Mr. Bryant got a moving average with adaptive lookback period. This moving average has 3 parameters: Initial lookback Trend Parameter Maximum lookback The 2nd parameter, Trend Parameter can take any positive or negative value and determines whether the lookback length will increase or decrease with increasing ER. Changing Trend Parameter we can obtain KAMA' behaviour To learn more see www.adaptrade.com
Pine Script™ Indikator
von everget
1
Zerolag KAMA MACDExperimental Zero Lag Adjusted KAMA based MACD. Uses Kaufman's Adaptive Moving Average (KAMA) instead of the standard EMAs to calculate the MACD with an optional application of the zero lag adjustment. Significant differences in momentum changes (zero line crossovers), often earlier signal line crossovers and differences in divergences. Chart displays : Top : Zero lag adjusted KAMA based MACD Middle : Unadjusted KAMA based MACD Bottom : Standard MACD
Pine Script™ Indikator
von rumpypumpydumpy
2
Adaptive Least SquaresAn adaptive filtering technique allowing permanent re-evaluation of the filter parameters according to price volatility. The construction of this filter is based on the formula of moving ordinary least squares or lsma , the period parameter is estimated by dividing the true range with its highest. The filter will react faster during high volatility periods and slower during low volatility ones. High smooth parameter will create smoother results, values inferior to 3 are recommended. You can easily replace the parameter estimation method as long as the one used fluctuate in a range of , for example you can use the efficiency ratio ER = abs(change(close,length))/sum(abs(change(close)),length) Or the Fractal Dimension Index , in fact any values will work as long as they are rescaled (stoch(value,value,value,length)/100) For any suggestions/questions feel free to send me a message :)
Pine Script™ Indikator
von alexgrover
4
Index Adaptive Keltner Channels [DW]This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques. First, data is given an optional modification for lag reduction. Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study: -Commodity Channel Index Adaptive Moving Average (CCIAMA) -Relative Strength Index Adaptive Moving Average (RSIAMA) -%R Adaptive Moving Average (%RAMA) -Klinger Volume Oscillator Adaptive Moving Average (KVOAMA) -Money Flow Index Adaptive Moving Average (MFIAMA) -Correlation Coefficient Adaptive Moving Average (CCAMA) Next, ATR is calculated using the specified adaptive filter. A set of ranges is calculated by multiplying ATR by the square root of the sampling period, then dividing it by 2 and 4. And Finally, the ranges are added to and subtracted from the adaptive filter to generate the channels. Custom bar colors are included. The formula for the color scheme is based on filter direction and price.
Pine Script™ Indikator
von DonovanWall
10