Auf geht's

DOW

EMA and Dow Theory Strategies V2📘 Overview This strategy is an advanced evolution of the original EMA × Dow Theory hybrid model. V2 introduces true swing‑based trend detection, gradient trend‑zones, higher‑timeframe swing overlays, and dynamic exit logic designed for intraday to short‑term trading across crypto, forex, stocks, and indices. The system provides precise entries, adaptive exits, and highly visual guidance that helps traders understand trend structure at a glance. 🧠 Key Features 🔹 1. Dual‑EMA Trend Logic (Symbol + External Index) Both the chart symbol and an external index (OTHERS.D) are evaluated using fast/slow EMAs to determine correlation‑based trend bias. 🔹 2. Dow Theory Swing Detection (Real‑time) The script identifies swing highs/lows and updates trend direction when price breaks them. This creates a structural trend model that reacts faster than EMAs alone. 🔹 3. Gradient Trend Zones (Visual Trend Strength) When trend is up or down, the area between price and the latest swing level is filled with a multi‑step gradient. This makes trend strength and distance-to-structure visually intuitive. 🔹 4. Higher‑Timeframe Swing Trend (htfTrend) Swing highs/lows from a higher timeframe (e.g., 4H) are plotted to show macro structure. Used only for visual context, not for filtering entries. 🔹 5. RSI‑Based Entry Protection RSI prevents entries during extreme overbought/oversold conditions. 🔹 6. Dynamic Exit System Includes: Custom stop‑loss (%) Partial take‑profit (TP1/TP2/TP3) Automatic scale‑out when trend color weakens “Color‑change lockout” to prevent immediate re‑entry Real‑time PnL tracking and labels 🔹 7. Alerts for All Key Events Entry, stop‑loss, partial exits, and trend‑change exits all generate structured JSON alerts. 🔹 8. Visual PnL Labels & Equity Tracking PnL for the latest trade is displayed directly on the chart, including scale‑out adjustments. ⚙️ Input Parameters Parameter Description Fast EMA / Slow EMA EMAs used for symbol trend detection Index Fast / Slow EMA EMAs applied to external index StopLoss (%) Custom stop‑loss threshold Scale‑Out % Portion to exit when trend color weakens RSI Period / Levels Overbought/oversold filters Swing Detection Length Bars used to detect swing highs/lows Stats Display Position of statistics table 🧭 About htfTrend (Higher Timeframe Trend) The higher‑timeframe swing trend is displayed visually but not used for entry logic. Why? Strict HTF filtering reduces trade frequency and often removes profitable setups. By keeping it visual‑only, traders retain flexibility while still benefiting from macro structure awareness. Use it as a contextual guide, not a constraint. 📘 概要 本ストラテジーは、V1 を大幅に拡張した EMA × ダウ理論 × スイング構造 × 上位足トレンド可視化 の複合型モデルです。 短期〜デイトレード向けに最適化されており、仮想通貨・FX・株式・指数など幅広いアセットで利用できます。 V2 では、スイング構造の自動検出、グラデーションによるトレンド強度の可視化、上位足スイングライン、動的な利確/損切りロジック が追加され、視覚的にもロジック的にも大幅に強化されています。 🧠 主な機能 🔹 1. 銘柄＋外部インデックスの EMA クロス判定 対象銘柄と OTHERS.D の EMA を比較し、相関を考慮したトレンド方向を判定します。 🔹 2. ダウ理論に基づくスイング高値・安値の自動検出 スイング更新によりトレンド方向を切り替える、構造ベースのトレンド判定を採用。 🔹 3. グラデーション背景によるトレンド強度の可視化 スイングラインから現在価格までを段階的に塗り分け、 「どれだけトレンドが伸びているか」を直感的に把握できます。 🔹 4. 上位足スイングトレンド（htfTrend）の表示 4H などの上位足でのスイング高値・安値を表示し、 大局的なトレンド構造を視覚的に把握できます（ロジックには未使用）。 🔹 5. RSI による過熱・売られすぎフィルター 極端な RSI 状態でのエントリーを防止。 🔹 6. 動的イグジットシステム カスタム損切り（％） TP1/TP2/TP3 の段階的利確 トレンド色の弱まりによる自動スケールアウト 色変化後の再エントリー制限（waitForColorChange） リアルタイム PnL の追跡とラベル表示 🔹 7. アラート完備（JSON 形式） エントリー、損切り、部分利確、トレンド反転などすべてに対応。 🔹 8. 損益ラベル・統計表示 直近トレードの損益をチャート上に表示し、視覚的に把握できます。 ⚙️ 設定項目 設定項目名 説明 Fast / Slow EMA 銘柄の EMA 設定 Index Fast / Slow EMA 外部インデックスの EMA 設定 損切り（％） カスタム損切りライン 部分利確割合 トレンド弱化時のスケールアウト割合 RSI 期間・水準 過熱/売られすぎフィルター スイング検出期間 スイング高値・安値の検出に使用 統計表示位置 テーブルの表示位置 🧭 上位足トレンド（htfTrend）について 上位足スイングの更新に基づくトレンド判定を表示しますが、 エントリー条件には使用していません。 理由： 上位足を厳密にロジックへ組み込むと、トレード機会が大幅に減るためです。 本ストラテジーでは、 「大局の把握は視覚で、エントリーは柔軟に」 という設計思想を採用しています。 → 裁量で利確判断や逆張り回避に活用できます。
Pine Script® Strategie
von mm_mitsuya
EMA and Dow Theory Strategies🌐 Strategy Description 📘 Overview This is a hybrid strategy that combines EMA crossovers, Dow Theory swing logic, and multi-timeframe trend overlays. It is suitable for intraday to short-term trading on any asset class: crypto, forex, stocks, and indices. The strategy provides precise entry/exit signals, dynamic stop-loss and scale-out, and highly visual trade guidance. 🧠 Key Features ・Dual EMA crossover system (applied to both symbol and external index) ・Dow Theory-based swing high/low detection for trend confirmation ・Visual overlay of higher timeframe swing trend (htfTrend) ・RSI filter to avoid overbought/oversold entries ・Dynamic partial take-profit when trend weakens ・Custom stop-loss (%) control ・Visualized trade PnL labels directly on chart ・Alerts for entry, stop-loss, partial exit ・Gradient background zones for swing zones and trend visualization ・Auto-tracked metrics: APR, drawdown, win rate, equity curve ⚙️ Input Parameters | Parameter | Description | | ------------------------- | -------------------------------------------------------- | | Fast EMA / Slow EMA | Periods for detecting local trend via EMAs | | Index Fast EMA / Slow EMA | EMAs applied to external reference index | | StopLoss | Maximum loss threshold in % | | ScaleOut Threshold | Scale-out percentage when trend changes color | | RSI Period / Levels | RSI period and overbought/oversold levels | | Swing Detection Length | Number of bars used to detect swing highs/lows | | Stats Display Options | Toggle PnL labels and position of statistics table | 🧭 About htfTrend (Higher Timeframe Trend) The script includes a higher timeframe trend (htfTrend) calculated using Dow Theory (pivot highs/lows). This trend is only used for visual guidance, not for actual entry conditions. Why? Strictly filtering trades by higher timeframe often leads to missed opportunities and low frequency. By keeping htfTrend visual-only, traders can still refer to macro structure but retain trade flexibility. Use it as a contextual tool, not a constraint. ストラテジー説明 📘 概要 本ストラテジーは、EMAクロスオーバー、ダウ理論によるスイング判定、**上位足トレンドの視覚表示（htfTrend）**を組み合わせた複合型の短期トレーディング戦略です。 仮想通貨・FX・株式・指数など幅広いアセットに対応し、デイトレード〜スキャルピング用途に適しています。 動的な利確/損切り、視覚的にわかりやすいエントリー/イグジット、統計表示を搭載しています。 🧠 主な機能 ・対象銘柄＋外部インデックスのEMAクロスによるトレンド判定 ・ダウ理論に基づいたスイング高値・安値検出とトレンド判断 ・上位足スイングトレンド（htfTrend）の視覚表示 ・RSIフィルターによる過熱・売られすぎの回避 ・トレンドの弱まりに応じた部分利確（スケールアウト） ・**損切り閾値（％）**をカスタマイズ可能 ・チャート上に損益ラベル表示 ・アラート完備（エントリー・決済・部分利確） ・トレンドゾーンを可視化する背景グラデーション ・勝率・ドローダウン・APR・資産増加率などの自動表示 | 設定項目名 | 説明内容 | | --------------------- | -------------------------- | | Fast EMA / Slow EMA | 銘柄に対して使用するEMAの期間設定 | | Index Fast / Slow EMA | 外部インデックスのEMA設定 | | 損切り（StopLoss） | 損切りラインのしきい値（%で指定） | | 部分利確しきい値 | トレンド弱化時にスケールアウトする割合（%） | | RSI期間・水準 | RSI計算期間と、過熱・売られすぎレベル設定 | | スイング検出期間 | スイング高値・安値の検出に使用するバー数 | | 統計表示の切り替え | 損益ラベルや統計テーブルの表示／非表示選択 | 🧭 上位足トレンド（htfTrend）について 本スクリプトには、上位足でのスイング高値・安値の更新に基づく**htfTrend（トレンド判定）が含まれています。 これは視覚的な参考情報であり、エントリーやイグジットには直接使用されていません。** その理由は、上位足を厳密にロジックに組み込むと、トレード機会の損失が増えるためです。 このスクリプトでは、**判断の補助材料として「表示のみに留める」**設計を採用しています。 → 裁量で「利確を早める」「逆張りを避ける」判断に活用可能です。
Pine Script® Strategie
von mm_mitsuya
Dow Theory Trend StrategyDow Theory Trend Strategy (Pine Script) Overview This Pine Script implements a trading strategy based on the core principles of Dow Theory. It visually identifies trends (uptrend, downtrend) by analyzing pivot highs and lows and executes trades when the trend direction changes. This script is an improved version that features refined trend determination logic and strategy implementation. Core Concept: Dow Theory The script uses a fundamental Dow Theory concept for trend identification: Uptrend: Characterized by a series of Higher Highs (HH) and Higher Lows (HL). Downtrend: Characterized by a series of Lower Highs (LH) and Lower Lows (LL). How it Works Pivot Point Detection: It uses the built-in ta.pivothigh() and ta.pivotlow() functions to identify significant swing points (potential highs and lows) in the price action. The pivotLookback input determines the number of bars to the left and right required to confirm a pivot. Note that this introduces a natural lag (equal to pivotLookback bars) before a pivot is confirmed. Improved Trend Determination: The script stores the last two confirmed pivot highs and the last two confirmed pivot lows. An Uptrend (trendDirection = 1) is confirmed only when the latest pivot high is higher than the previous one (HH) AND the latest pivot low is higher than the previous one (HL). A Downtrend (trendDirection = -1) is confirmed only when the latest pivot high is lower than the previous one (LH) AND the latest pivot low is lower than the previous one (LL). Key Improvement: If neither a clear uptrend nor a clear downtrend is confirmed based on the latest pivots, the script maintains the previous trend state (trendDirection := trendDirection ). This differs from simpler implementations that might switch to a neutral/range state (e.g., trendDirection = 0) more frequently. This approach aims for smoother trend following, acknowledging that trends often persist through periods without immediate new HH/HL or LH/LL confirmations. Trend Change Detection: The script monitors changes in the trendDirection variable. changedToUp becomes true when the trend shifts to an Uptrend (from Downtrend or initial state). changedToDown becomes true when the trend shifts to a Downtrend (from Uptrend or initial state). Visualizations Background Color: The chart background is colored to reflect the currently identified trend: Blue: Uptrend (trendDirection == 1) Red: Downtrend (trendDirection == -1) Gray: Initial state or undetermined (trendDirection == 0) Pivot Points (Optional): Small triangles (shape.triangledown/shape.triangleup) can be displayed above pivot highs and below pivot lows if showPivotPoints is enabled. Trend Change Signals (Optional): Labels ("▲ UP" / "▼ DOWN") can be displayed when a trend change is confirmed (changedToUp / changedToDown) if showTrendChange is enabled. These visually mark the potential entry points for the strategy. Strategy Logic Entry Conditions: Enters a long position (strategy.long) using strategy.entry("L", ...) when changedToUp becomes true. Enters a short position (strategy.short) using strategy.entry("S", ...) when changedToDown becomes true. Position Management: The script uses strategy.entry(), which automatically handles position reversal. If the strategy is long and a short signal occurs, strategy.entry() will close the long position and open a new short one (and vice-versa). Inputs pivotLookback: The number of bars on each side to confirm a pivot high/low. Higher values mean pivots are confirmed later but may be more significant. showPivotPoints: Toggle visibility of pivot point markers. showTrendChange: Toggle visibility of the trend change labels ("▲ UP" / "▼ DOWN"). Key Improvements from Original Smoother Trend Logic: The trend state persists unless a confirmed reversal pattern (opposite HH/HL or LH/LL) occurs, reducing potential whipsaws in choppy markets compared to logic that frequently resets to neutral. Strategy Implementation: Converted from a pure indicator to a strategy capable of executing backtests and potentially live trades based on the Dow Theory trend changes. Disclaimer Dow Theory signals are inherently lagging due to the nature of pivot confirmation. The effectiveness of the strategy depends heavily on the market conditions and the chosen pivotLookback setting. This script serves as a basic template. Always perform thorough backtesting and implement proper risk management (e.g., stop-loss, take-profit, position sizing) before considering any live trading.
Pine Script® Strategie
von Salaryman_G
Breadth Indicators NYSE Percent Above Moving AverageBreadth Indicators NYSE - transmits the processed data from the Barchart provider NYSE - Breadth Indicators S&P 500 - Breadth Indicators DOW - Breadth Indicators RUSSEL 1000 - Breadth Indicators RUSSEL 2000 - Breadth Indicators RUSSEL 3000 - Breadth Indicators Moving Average - 5, 20, 50, 100, 150, 200 The "Percentage above 50-day SMA" indicator measures the percentage of stocks in the index trading above their 50-day moving average. It is a useful tool for assessing the general state of the market and identifying overbought and oversold conditions. One way to use the "Percentage above 50-day SMA" indicator in a trading strategy is to combine it with a long-term moving average to determine whether the trend is bullish or bearish. Another way to use it is to combine it with a short-term moving average to identify pullbacks and rebounds within the overall trend. The purpose of using the "Percentage above 50-day SMA" indicator is to participate in a larger trend with a better risk-reward ratio. By using this indicator to identify pullbacks and bounces, you can reduce the risk of entering trades at the wrong time. Bull Signal Recap: 150-day EMA of $SPXA50R crosses above 52.5 and remains above 47.50 to set the bullish tone. 5-day EMA of $SPXA50R moves below 40 to signal a pullback 5-day EMA of $SPXA50R moves above 50 to signal an upturn Bear Signal Recap: 150-day EMA of $SPXA50R crosses below 47.50 and remains below 52.50 to set the bearish tone. 5-day EMA of $SPXA50R moves above 60 to signal a bounce 5-day EMA of $SPXA50R moves below 50 to signal a downturn Tweaking There are numerous ways to tweak a trading system, but chartists should avoid over-optimizing the indicator settings. In other words, don't attempt to find the perfect moving average period or crossover level. Perfection is unattainable when developing a system or trading the markets. It is important to keep the system logical and focus tweaks on other aspects, such as the actual price chart of the underlying security. What do levels above and below 50% signify in the long-term moving average? A move above 52.5% is deemed bullish, and below 47.5% is deemed bearish. These levels help to reduce whipsaws by using buffers for bullish and bearish thresholds. How does the short-term moving average work to identify pullbacks or bounces? When using a 5-day EMA, a move below 40 signals a pullback, and a move above 60 signals a bounce. How is the reversal of pullback or bounce identified? A move back above 50 after a pullback or below 50 after a bounce signals that the respective trend may be resuming. How can you ensure that the uptrend has resumed? It’s important to wait for the surge above 50 to ensure the uptrend has resumed, signaling improved breadth. Can the system be tweaked to optimize indicator settings? While there are various ways to tweak the system, seeking perfection through over-optimizing settings is advised against. It's crucial to keep the system logical and focus tweaks on the price chart of the underlying security. RUSSIAN \ Русская версия. Индикатор "Процент выше 50-дневной скользящей средней" измеряет процент акций, торгующихся в индексе выше их 50-дневной скользящей средней. Это полезный инструмент для оценки общего состояния рынка и выявления условий перекупленности и перепроданности. Один из способов использования индикатора "Процент выше 50-дневной скользящей средней" в торговой стратегии - это объединить его с долгосрочной скользящей средней, чтобы определить, является ли тренд бычьим или медвежьим. Другой способ использовать его - объединить с краткосрочной скользящей средней, чтобы выявить откаты и отскоки в рамках общего тренда. Цель использования индикатора "Процент выше 50-дневной скользящей средней" - участвовать в более широком тренде с лучшим соотношением риска и прибыли. Используя этот индикатор для выявления откатов и отскоков, вы можете снизить риск входа в сделки в неподходящее время. Краткое описание бычьего сигнала: 150-дневная ЕМА на уровне $SPXA50R пересекает отметку 52,5 и остается выше 47,50, что задает бычий настрой. 5-дневная ЕМА на уровне $SPXA50R опускается ниже 40, сигнализируя об откате 5-дневная ЕМА на уровне $SPXA50R поднимается выше 50, сигнализируя о росте Обзор медвежьих сигналов: 150-дневная ЕМА на уровне $SPXA50R пересекает уровень ниже 47,50 и остается ниже 52,50, что указывает на медвежий настрой. 5-дневная ЕМА на уровне $SPXA50R поднимается выше 60, сигнализируя о отскоке 5-дневная ЕМА на уровне $SPXA50 опускается ниже 50, что сигнализирует о спаде Корректировка Существует множество способов настроить торговую систему, но графологам следует избегать чрезмерной оптимизации настроек индикатора. Другими словами, не пытайтесь найти идеальный период скользящей средней или уровень пересечения. Совершенство недостижимо при разработке системы или торговле на рынках. Важно поддерживать логику системы и уделять особое внимание другим аспектам, таким как график фактической цены базовой ценной бумаги. Что означают уровни выше и ниже 50% в долгосрочной скользящей средней? Движение выше 52,5% считается бычьим, а ниже 47,5% - медвежьим. Эти уровни помогают снизить риски, используя буферы для бычьих и медвежьих порогов. Как краткосрочная скользящая средняя помогает идентифицировать откаты или отскоки? При использовании 5-дневной ЕМА движение ниже 40 указывает на откат, а движение выше 60 указывает на отскок. Как определяется разворот отката или отскока? Движение выше 50 после отката или ниже 50 после отскока сигнализирует о возможном возобновлении соответствующего тренда. Как вы можете гарантировать, что восходящий тренд возобновился? Важно дождаться скачка выше 50, чтобы убедиться в возобновлении восходящего тренда, сигнализирующего о расширении диапазона. Можно ли настроить систему для оптимизации настроек индикатора? Хотя существуют различные способы настройки системы, не рекомендуется стремиться к совершенству с помощью чрезмерной оптимизации настроек. Крайне важно сохранить логичность системы и сфокусировать изменения на ценовом графике базовой ценной бумаги.
Pine Script® Indikator
von A-Shternkuker
Market Average TrendThis indicator aims to be complimentary to SPDR Tracker , but I've adjusted the name as I've been able to utilize the "INDEX" data provider to support essentially every US market. This is a breadth market internal indicator that allows quick review of strength given the 5, 20, 50, 100, 150 and 200 simple moving averages. Each can be toggled to build whatever combinations are desired, I recommend reviewing classic combinations such as 5 & 20 as well as 50 & 200. It's entirely possible that I've missed some markets that "INDEX" provides data for, if you find any feel free to drop a comment and I'll add support for them in an update. Markets currently supported: S&P 100 S&P 500 S&P ENERGIES S&P INFO TECH S&P MATERIALS S&P UTILITIES S&P FINANCIALS S&P REAL ESTATE S&P CON STAPLES S&P HEALTH CARE S&P INDUSTRIALS S&P TELECOM SRVS S&P CONSUMER DISC S&P GROWTH NAS 100 NAS COMP DOW INDUSTRIAL DOW COMP DOW UTILITIES DOW TRANSPORTATION RUSSELL 1000 RUSSELL 2000 RUSSELL 3000 You can utilize this to watch stocks for dip buys or potential trend continuation entries, short entries, swing exits or numerous other portfolio management strategies. If using it with stocks, it's advisable to ensure the stock often follows the index, otherwise obviously it's great to use with major indexes and determine holdings sentiment. Important! The "INDEX" data provider only supplies updates to all of the various data feeds at the end of day, I've noticed quite some delays even after market close and not taken time to review their actual update schedule (if even published). Therefore, it's strongly recommended to mostly ignore the last value in the series until it's the day after. Only works on daily timeframes and above, please don't comment that it's not working if on other timeframes lower than daily :) Feedback and suggestions are always welcome, enjoy!
Pine Script® Indikator
von TradeSeekers
11
Seasonality DOW - Day Of the Week - Tabular FormUse this indicator on Daily Timeframe This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the week - DOW ( Sun - Mon - Tue - Wed - Thu - Fri - Sat ). User can change the start of the year for analysis from the inputs. Year is represented in rows and Day of the week (DOW) is represented in cols. This indicator uses Daily Data feed to calculate the % change Summary data for DOW displayed as the last row
Pine Script® Indikator
von ILuvMarkets
9
Dow Factor Relative Strength IndexThis script was written to create a new, rapid relative strength index inspired by the Dow Theory. More info about Dow Theory : www.investopedia.com According to the Dow Theory, volume should confirm market trends. The correlation coefficient between prices and volume is negative in weakening trends and negative trends , positive in strengthening or positive trends.a factor was formed based on the correlation coefficient between volume and prices. This factor was added to the relative strength index. Period 5 is selected because the volume is very volatile and can be slow. You can use the period you want, but I recommend the period as a minimum of 5. It is suitable for all instruments and timeframes and thanks to its design, it provides control over gradual buying and selling points. I haven't fully tested it, it's open to updates. For now, just use it to create ideas. If I find it necessary, I'll update after the tests. If you have suggestions on these issues, Leave your comments in the comment window. This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned , best regards.
Pine Script® Indikator
von Noldo
11
Simple RSI-MA Algo Beats DOW By Huge Margin Over Past 100 Years!This simple RSI-MA long/short algorithm beats the Dow by a FREAKING HUGE margin over the past century (excluding dividends and trading costs). The algorithm uses a fast SMA of the RSI as a buy/cover signal and a slow SMA of the RSI as a sell/short signal. Backtest period = 09/17/1916 - 11/02/2015 Dow = 98 --> 17,830 = +18,094% = 5.38% CAGR Algorithm = net profit + open P/L = +43,349% = 6.31% CAGR Notice how the algorithm dodged both the 30s' Great Depression and the 2008 Crisis. Pretty cool huh? :) ALGORITHM'S FORMULA (use weekly chart): Buy/Cover = MA10(RSI10) cross> 50 Sell/Short = MA50(RSI10) cross< 50 STRATEGY TESTER'S SETTINGS: - Initial cash = $10,000 - Pyramiding disabled - Re-investment enabled (order size = 100% of equity ) - Trade re-calculations disabled DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Pine Script® Strategie
von Stable_Camel
5
DOW / GOLD RatioThis indicator shows the ratio between the DJIA and the price of gold. When the ratio is below 5 it is generally accepted that a rotation from commodities to equities should be investigated. When the ratio is above 30 it is, likewise, advised to consider rotating from equities to commodities. This is a modest improvement of the script to mark the key thresholds where equities/commodities holdings rotations could be prudent. I’m sure I’ll be submitting a number of instances of these scripts as I learn the syntax and features while developing them.
Pine Script® Indikator
von gurple