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Hodrick-Prescott MACD [Loxx]Hodrick-Prescott MACD is a MACD indicator using a Hodrick-Prescott Filter. What is Hodrick–Prescott filter? The Hodrick–Prescott filter (also known as Hodrick–Prescott decomposition) is a mathematical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series from raw data. It is used to obtain a smoothed-curve representation of a time series, one that is more sensitive to long-term than to short-term fluctuations. The adjustment of the sensitivity of the trend to short-term fluctuations is achieved by modifying a multiplier Lambda. The filter was popularized in the field of economics in the 1990s by economists Robert J. Hodrick and Nobel Memorial Prize winner Edward C. Prescott, though it was first proposed much earlier by E. T. Whittaker in 1923. There are some drawbacks to use the HP filter than you can read here: en.wikipedia.org Included Bar coloring 3 types of signals Alerts Loxx's Expanded Source Types
Pine Script™ Indikator
von loxx
Hodrick-Prescott Channel [Loxx]Hodrick-Prescott Channel is a fast and slow moving average that moves inside a channel. Breakouts are when the fast ma crosses up over the slow ma and breakdowns are the opposite. The white moving average is the fast ma, the slow moving average is the red/green ma. What is Hodrick–Prescott filter? The Hodrick–Prescott filter (also known as Hodrick–Prescott decomposition) is a mathematical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series from raw data. It is used to obtain a smoothed-curve representation of a time series, one that is more sensitive to long-term than to short-term fluctuations. The adjustment of the sensitivity of the trend to short-term fluctuations is achieved by modifying a multiplier Lambda. The filter was popularized in the field of economics in the 1990s by economists Robert J. Hodrick and Nobel Memorial Prize winner Edward C. Prescott, though it was first proposed much earlier by E. T. Whittaker in 1923. There are some drawbacks to use the HP filter than you can read here: en.wikipedia.org Included Bar coloring Signals Alerts
Pine Script™ Indikator
von loxx
2
NLX Trading Bot Framework (+Trend Score & QQE)- Demo of my NLX Modular Trading Framework - It includes all the common indicators and creates a positive or negative score, which can be used with my Modular Trading Framework and linked to an entry/exit indicator to filter out buy/sell signals if the trend is not favorable. Combination of: SuperTrend VWAP Bands Relative Strength Index ( RSI ) Commodity Channel Index ( CCI ) William Percent Range (WPR) Directional Movement Index (DMI) Elder Force Index ( EFI ) Momentum Demarker Parabolic SAR - Getting Started - 1. Add this Trend Index to your Chart 2. Add one of my Indicator Modules to your Chart, such as the QQE++ Indicator 3. In the QQE Indicator Settings combine it with the Trend Index (and choose L1 Type) 4. Optional: Add the Noise Filter, and in the Noise Filter Settings you select the QQE Indicator as combination (and choose L2 for Type) 5. Add the Backtest Module to your Chart 6. Select the Noise Filter in the Backtest Settings - Access - Only as part of the NLX Framework - see my signature below for more info.
Pine Script™ Indikator
von nilux
2
Price-Filtered Ocean Natural Moving Average (NMA) [Loxx]Price-Filtered Ocean Natural Moving Average (NMA) is a an Ocean Natural Moving Average indicator that takes as its input a moving average filter of price before applying the NMA volatility adaptation. What is the Ocean Natural Moving Average? Created by Jim Sloman, the NMA is a moving average that automatically adjusts to volatility without being programed to do so. For more info, read his guide "Ocean Theory, an Introduction" What's the difference between this indicator and Sloan's original NMA? Sloman's original calculation uses the natural log of price as input into the NMA, here we use moving averages of price as the input for NMA. As such, this indicator applies a certain level of Ocean theory adaptivity to moving average filter used. Included Bar coloring Alerts Expanded source types
Pine Script™ Indikator
von loxx
1
Parabolic SAR of KAMA [Loxx]Parabolic SAR of KAMA attempts to reduce noise and volatility from regular Parabolic SAR in order to derive more accurate trends. In addition, and to further reduce noise and enhance trend identification, PSAR of KAMA includes two calculations of efficiency ratio: 1) price change adjusted for the daily volatility; or, 2) Jurik Fractal Dimension Adaptive (explained below) What is PSAR? The parabolic SAR indicator, developed by J. Wells Wilder, is used by traders to determine trend direction and potential reversals in price. The indicator uses a trailing stop and reverse method called "SAR," or stop and reverse, to identify suitable exit and entry points. Traders also refer to the indicator as to the parabolic stop and reverse, parabolic SAR, or PSAR. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average (KAMA) is a moving average designed to account for market noise or volatility. KAMA will closely follow prices when the price swings are relatively small and the noise is low. KAMA will adjust when the price swings widen and follow prices from a greater distance. This trend-following indicator can be used to identify the overall trend, time turning points and filter price movements. What is the efficiency ratio? In statistical terms, the Efficiency Ratio tells us the fractal efficiency of price changes. ER fluctuates between 1 and 0, but these extremes are the exception, not the norm. ER would be 1 if prices moved up 10 consecutive periods or down 10 consecutive periods. ER would be zero if price is unchanged over the 10 periods. What is Jurik Fractal Dimension? There is a weak and a strong way to measure the random quality of a time series. The weak way is to use the random walk index (RWI). You can download it from the Omega web site. It makes the assumption that the market is moving randomly with an average distance D per move and proposes an amount the market should have changed over N bars of time. If the market has traveled less, then the action is considered random, otherwise it's considered trending. The problem with this method is that taking the average distance is valid for a Normal (Gaussian) distribution of price activity. However, price action is rarely Normal, with large price jumps occuring much more frequently than a Normal distribution would expect. Consequently, big jumps throw the RWI way off, producing invalid results. The strong way is to not make any assumption regarding the distribution of price changes and, instead, measure the fractal dimension of the time series. Fractal Dimension requires a lot of data to be accurate. If you are trading 30 minute bars, use a multi-chart where this indicator is running on 5 minute bars and you are trading on 30 minute bars. Conclusion from the combined efforts explained above: -PSAR is a tool that identifies trends -To reduce noise and identify trends during periods of low volatility, we calculate a PSAR on KAMA -To enhance noise and reduction and trend identification, we attempt to derive an efficiency ratio that is less reliant on a Normal (Gaussian) distribution of price Included: -Customization of all variables -Select from two different ER calculation styles -Multiple timeframe enabled
Pine Script™ Indikator
von loxx
2
Double RSI FilterI've seen several youtubers using 2 RSI's on top of one another to filter trades for their strategies. I figured I would just code it up as an all-in-one indicator for people who have the basic package. This way they have an extra slot for another indicator if they need one and also for convenience. Longs only when RSI 1 is above RSI 2 and shorts only when opposite. The arrows show where crosses of the RSI's occur. Let me know if there is something else like this where it would just be very convenient to have 2 indicators on one window or other such things and I'll see if I can do something for you guys in my spare time. I'm just an amateur coder, but learning as I do more of these for people. Thank you! Hope this helps someone! :)
Pine Script™ Indikator
von Zen_Forex_
1
ATR with MAOVERVIEW The Average True Range Moving Average (ATRMA) is a technical indicator that gauges the amount of volatility currently present in the market, relative to the historical average volatility that was present before. It adds a moving average to the Average True Range (ATR) indicator. This indicator is extremely similar to the VOXI indicator, but instead of measuring volume, it measures volatility. Volume measures the amount of shares/lots/units/contracts exchanged per unit of time. Volatility, on the other hand, measures the range of price movement per unit of time. The purpose of this indicator is to help traders filter between non-volatile periods in the market from volatile periods in the market without introducing subjectivity. It can also help long-term investors to determine market regime using volatility without introducing subjectivity. CONCEPTS This indicator assumes that trends are more likely to start during periods of high volatility, and consolidation is more likely to persist during periods of low volatility. The indicator also assumes that the average true range (ATR) of the last 14 candles is reflective of the current volatility in the market. ATR is the average height of all the candles, where height = |high - low|. Suppose the ATR of the last 14 candles is greater than a moving average of the ATR(14) of the last 20 candles (this occurs whenever the indicator's filled region is colored BLUE). In that case, we can assume that the current volatility in the market is high. Suppose the ATR of the last 14 candles is less than the moving average of the ATR(14) of the last 20 candles (this occurs whenever the indicator's filled region is colored RED). In that case, we can assume that the current volatility in the market is low. HOW DO I READ THIS INDICATOR? If the ATR line is above the ATR MA line (indicated by the blue color), the current volatility is greater than the historical average volatility. If the ATR line is above the ATR MA line (indicated by the red color), the current volatility is less than the historical average volatility.
Pine Script™ Indikator
von bjr117
1
[Fedra Algotrading Super Duper Trend Filter]All-in-one trend filter Trend-following strategies are relatively easy to achieve, especially in backtesting. If only we knew what trend we were in! Let me help you: - MAs crossovers - Selection of the type of MAs - Selection of MAs periods -Super trend (optional) -Trend zones based on trend lines (optional) - Secret sauce How to use it? Do not open Longs if it is red Don't open Shorts if it's green. Apply it to your strategies and check the impact of a reliable trend filter before opening your entries.
Pine Script™ Indikator
von Fedra_Algotrading
1
Volume OximeterOVERVIEW The Volume Oximeter (VOXI) is a technical indicator that gauges the amount of volume currently present in the market, relative to the historical volume that was present before. The purpose of this indicator is to filter out with-trend signals during ranging/non-trending conditions. CONCEPTS This indicator assumes that trends are more likely to start during periods of high volume, compared to during periods of low volume. This is because high volume indicates that there are bigger players currently in the market, which is necessary to begin a sustained trending move. So, to determine whether the current volume is "high", it is compared to an average volume for however number of candles back the user specifies. If the current volume is greater than the average volume, it is reasonable to assume we are in a high volume period. Thus, this is the ideal time to enter a trending trade due to the assumption that trends are more likely to start during these high volume periods. The default values in the indicator are designed for use on the daily chart but can be applied to any timeframe. The default volume lookback period is 259 since there are usually 259 daily candles in a year on Forex daily charts. This means that the average volume will represent the average volume over the past year. This would be 365 on Crypto daily charts, since the Crypto is open 24/7 instead of 24/5). This is what the current volume will be compared to. The default smoothing lookback period is 10, but this can be adjusted depending on the indicator that's giving you your with-trend signals. After my backtesting, 10 was the best value for my with-trend indicator, so you should do your own testing to see which value works best with your with-trend indicator. HOW DO I READ THIS INDICATOR? If the VOXI line is above or equal to zero (indicated by the blue color), the current volume is greater than the historical average volume. This is a good time to take with-trend signals since high volume is necessary for sustained trending moves to begin. If the VOXI line is below zero (indicated by the red color), the current volume is less than the historical average volume. This is a good time to ignore with-trend signals since an absence of volume indicates that there aren't big market participants to participate in a new trending move.
Pine Script™ Indikator
von bjr117
Glow Node ScreenerGlow Node Screener Our Screener helps you identify whether a pair is in a strong trend for 32 different pairs including crypto. Using our screener with a strategy will help you weed out bad markets that are ranging at a higher timeframe. Which will in turn help reduce some of the bad trades you may take due to signals appearing in consolidation. Very useful to choose which pairs you may like to trade for that day and what to avoid. Higher Timeframe The higher timeframe is automatically selected for you on the 15M - 30M - 1H - 4H time frames. You can override this by toggling the override button and selecting your timeframe manually Pairs: XAUUSD XAGUSD AUDCAD AUDCHF AUDJPY AUDNZD AUDUSD CADCHF CADJPY CHFJPY EURAUD EURCAD EURCHF EURGBP EURJPY EURNZD EURUSD GBPAUD GBPCAD GBPCHF GBPJPY GBPNZD GBPUSD NZDCAD NZDCHF NZDJPY USDCAD USDCHF USDJPY BTCUSD ETHUSD LTCUSD more will be added if requested
Pine Script™ Indikator
von GlowNode
super SSL [ALZ]This script is designed and optimized for MULTI TIME by Ali Zebardast (ALZ) 1.in part of ssl Original Version credits to Mihkel00 Actual Version i just set alerts and change the parameters for BTCUSDT 1min Chart. He designed for daily time. I tried to optimize 1 min time-frame . And fix the errors with OTT "This script has a SSL / Baseline (you can choose between the SSL or MA), a secondary SSL for continiuation trades and a third SSL for exit trades. Alerts added for Baseline entries, SSL2 continuations, Exits. Baseline has a Keltner Channel setting for "in zone" Gray Candles Added "Candle Size > 1 ATR" Diamonds from my old script with the criteria of being within Baseline ATR range." 2.in part of Range two Filter Buy and Sell for 3min Wait For Bar close ssl2 :Be under the candle for buy and The bar color must confirm the order of purchase (Blue) 3.in part of OTT when candles close over HOTT, means an UPTREND SIGNAL and to Fuchia when candles begin closing under LOTT line to indicate a DOWNTREND SIGNAL. FLAT ZONE is highlighted also to have the maximum concentration on sideways market conditions. There are three quantitative parameters in this indicator: The first parameter in the OTT indicator set by the two parameters is the period/length. OTT lines will be much sensitive to trend movements if it is smaller. And vice versa, will be less sensitive when it is longer. As the period increases it will become less sensitive to little trends and price actions. In this way, your choice of period, will be closely related to which of the sort of trends you are interested in. The OTT percent parameter in OTT is an optimization coefficient. Just like in the period small values ​​are better at capturing short term fluctuations, while large values will be more suitable for long-term trends. The final adjustable quantitative parameter is HIGHEST and LOWEST length which is the source of calculations. Credits go to: SSL Hybrid www.tradingview.com HIGH and LOW OTT : www.tradingview.com Range Filter www.tradingview.com
Pine Script™ Indikator
von AliZebardast
2
Fractal Dimension Index The Fractal Dimension Index is a technical indicator that gauges the amount of volatility currently present in the market. The theory behind this indicator is that a value of 1.5 suggests the market is acting in a completely random fashion. As the market deviates from 1.5, the opportunity for earning profits is increased in proportion to the amount of deviation. Keep in mind that the indicator does not show the direction of trends ! Although you can try to test it as a trend-following indicator that gives trend-following signals, that isn't the intended use of the indicator. The Fractal Dimension Index is red when the market is in a trend. And it is blue when there is high volatility. When the Fractal Dimension Index changes its color from red to blue , it means that a trend is finishing. The market becomes erratic and high in volatility when the Fractal Dimension Index is blue . Usually, these "blue periods" do not go on for a long time, they come before a new trend. So, look for trend-following signals while the Fractal Dimension Index is blue since this indicates high volatility before a potential trend, and avoid trend-following signals when the Fractal Dimension Index is red since this indicates a ranging/non-trending market or a trend that started long ago.
Pine Script™ Indikator
von bjr117
High-pass filterHigh-pass filter | Pine Utilities series, ready to be used in "study-on-study" fashion | Represents the difference between the filter and the original unfiltered data. How to use: 1) Add a filter to your chart (in this particular case it was 4-pole Gaussian filter implemented by @everget, ty man); 2) Tap ... on your's filter status line and choose "Add study/strategy on ...", then choose High-pass filter. Alternatively, add high-pass filter directly to your chart, then High-pass filter's settings -> Basis -> choose the filter you've applied during the step 1; 3) Choose the source (op2 and hlcc4 are available as well); 4) See the difference (literally). Peace TV
Pine Script™ Indikator
von gorx1
1
Triple MA Buy SellThis simple script show potentiel trade entry points using 3 MA, can be switch by EMA and SMA type. Adjust the MA(s) Length depending pairs and timeframe you use. Buy & Sell labels can be display by input settings. Action are take by the following rule: Long signal: MA3 > MA2 > MA1 Short signal: MA1> MA2 > MA3 Add some filters is really needed to make this usable. using my "Flat Detect By Bollinger Bands" indicator can be a debut
Pine Script™ Indikator
von Eff_Hash
Filter impulse & step responsesA simple utility tool to examine a filter's step & impulse responses. By default you can see LSMA's responses. How to use: 1. Insert your filter to "f(input)" function inside the code; 2. Let this tool help you to make your own filters. I been seeing people dropping snaps with this stuff but NEVER, NO1 actually dropped the tool itself (4 real?). Well here is it, for you. Almost forgot, adjust "Position" parameter to make plots seen. Try to zoom out, and +-100
Pine Script™ Indikator
von gorx1
Ehlers Triangle Moving Average [CC]The Triangle Moving Average is the last of custom scripts converting Ehlers Window Indicators to Moving Averages. As you can see this is actually very similar to the Hamming Moving Average and the Hann Moving Average so I would recommend to test this one out with different settings and see what works best for you. As far as the formula calculation, it is a custom weighted moving average that determines how close the price is compared to the middle of the length period and gives a custom weight to that price. For example it will assign heavier weights according to how close the price is to the beginning of the loop (which is the most recent data) and lighter weights, the further the price is away from the recent prices. I have included strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
Pine Script™ Indikator
von cheatcountry
3
Ehlers Hamming Moving Average [CC]The Hamming Moving Average is a custom script I made to attempt to create a moving average using Ehler's Hamming Window Indicator . Let me stress that this is extremely experimental considering the original indicator works by creating a sine wave by adjusting the Pedestal value. Change the Pedestal value to anything 5 or higher and you will see what I mean. I think this is a fun experiment so let me know what you think. I have included strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
Pine Script™ Indikator
von cheatcountry
6
Ehlers Hann Moving Average [CC]The Hann Moving Average is an original script but a slightly modified version of the Hann Window Filter created by John Ehlers. I am using the same length but changed the default data source to use the new Weighted Close that tv added after I requested it awhile ago so thank you tv! The big strength of this moving average/filter is that it creates an extremely smooth filter with the added benefit of very little lag to smooth ratio. The weakness of this moving average/filter is that it does have a decent amount of lag which means it isn't as useful during choppy periods but does work well for sustained uptrends or downtrends. Feel free to experiment and let me know what settings work better for you. I have included strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
Pine Script™ Indikator
von cheatcountry
2
GMC Trend FilterAvoid Fake Signals, and identify the trend. How it works ? - it calculates main trend direction by using the length that is user-defined. so you can change it as you wish - then it calculates trend direction for each 9 lower lengths. if you set the length = 20 then the lengths are 19, 18,...11 - and it checks if the trend directions that came from lower lengths is same or not with main trend direction. - it changes the trend color of the ribbon.
Pine Script™ Indikator
von zubbihawk
5