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FLOW

FVE - Finite Volume Elements [UTS]FVE is a money flow indicator but with two important differences from existing money flow indicators: It resolves contradictions between intraday money flow indicators (such as Chaikin’s money flow) and interday money flow indicators (like On Balance Volume) by taking into account both intra- and interday price action. Unlike other money flow indicators which add or subtract all volume even if the security closed just 1 cent higher than the previous close, FVE uses a volatility threshold to take into account minimal price changes. General Usage The FVE provides 3 types of signals: The strongest signal is divergence between price and the indicator. Divergence can provide leading signals of breakouts or warnings of impending corrections. The classic method for detecting divergence is for FVE to make lower highs while price makes higher highs (negative divergence). An alternative method is to draw the linear regression line on both charts, and compare the slopes. A logical buy signal would be for FVE, diverging from price, to rise sharply and make a series higher highs and/or higher lows. The most obvious and coincident signal is the slope of the FVE line. An upward slope indicates that the bulls are in control and the opposite for downward. This is a unique and very important property of this indicator. Values above zero are bullish and indicate accumulation while values below zero indicate distribution. FVE crossing the zero line indicates that the short to intermediate balance of power is changing from the bulls to the bears or vice versa. The best scenario is when a stock is in the process of building a base, and FVE diverges from price and rises to cross the zero line from below, at a sharp angle. Conversely the crossing of the zero line from above is a bearish signal to liquidate positions or initiate a short trade. Trend Visualisation Optional: If the trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is grey. Moving Averages Five different types of Moving Averages are available for both FVE and the optional moving average of the FVE. ALMA (Arnaud Legoux Moving Average) Average Value EMA (Exponential Moving Average) SMA (Simple Moving Average) WMA (Weighted Moving Average) Calculation Methods Since Markos Katsanos presented the first version of the FVE in April 2003. Since then there have been various adaptions and improvements on this indicator. The following are choosable for calculating the FVE: Thinkscript usethinkscript.com Linnsoft www.linnsoft.com Volatility Adapted traders.com
Pine Script® Indikator
von UberTradingSystems
12
VFI - Volume Flow Indicator [UTS]The Volume Flow Indicator (VFI) indicator was first introduced in my June 2004 and is is based on the popular On Balance Volume (OBV) but with three very important modifications: Unlike the OBV, indicator values are no longer meaningless. Positive readings are bullish and negative bearish. The calculation is based on the day's median instead of the closing price. A volatility threshold takes into account minimal price changes and another threshold eliminates excessive volume. The indicator takes into account only the latest 6 month volume action and not the entire data loaded in the chart. General Usage A simplified interpretation of the VFI is that values above zero indicate a bullish state and the crossing of the zero line is the trigger or buy signal. The strongest signal with all money flow indicators is of course divergence. The classic form of divergence is when the indicator refuses to follow the price action and makes lower highs while price makes higher highs (negative divergence). If price reaches a new low but the indicator fails to do so, then price probably traveled lower than it should have. In this instance, you have positive divergence. Default settings 130 VFI Length 0.2 Coef 2.5 Volume cutoff 3 Smoothing Period Further setting examples can be found on www.precisiontradingsystems.com Trend Visualisation Optional Setting: If the trend direction is DOWN the moving average is painted red. If the trend direction is UP the moving average is painted in green. If the movement is FLAT then the color is grey. Moving Averages 4 different types of Moving Averages are available for both FVI and the optional Moving Average of the FVI. ALMA (Arnaud Legoux Moving Average) EMA (Exponential Moving Average) SMA (Simple Moving Average) WMA (Weighted Moving Average) Notes This indicator is using the exact formula from mkatsanos.com where EMA has been taken as default value for FVI smoothing calculation.
Pine Script® Indikator
von UberTradingSystems
22
CMF Osc - Chaikin Money Flow Oscillator [UTS]The well known Chaikin Money Flow Indicator as oscillator version. General Usage The indicator runs both above and below zero, made to denote whether an asset is in a bullish (above zero) or bearish (below zero) trend. It can be used to confirm trends, as well as spot possible trading signals due to divergences. A benefit of the oscillator version is that it can produce LONG or SHORT signals on zero line cross. Moving Averages 4 different Moving Averages are available: EMA (Exponential Moving Average) SMA (Simple Moving Average) VWMA (Volume Weighted Moving Average) WMA (Weighted Moving Average)
Pine Script® Indikator
von UberTradingSystems
2
ADL - Accumulation Distribution Line [UTS]an underlying asset. It is determined by the changes in price and volume. The volume acts as a weighting coefficient at the change of price — the higher the coefficient (the volume) is the greater the contribution of the price change (for this period of time) will be in the value of the indicator. The indicator is also known as Accumulation / Distribution Index. Common known variants of this type of indicator are the On Balance Volume, Chaikin Oscillator or Chaikin Money Flow. Based on www.metatrader5.com
Pine Script® Indikator
von UberTradingSystems
1
Stoch Money Flow (ADMF) & Absolute Strength Index (ASI) [cI8DH]This indicator can apply my previous indicator, Historical and Standard Stochastic, to Money Flow (ADMF) or Absolute Strength Index (ASI) or both at the same time. It can also display those two indicators in regular mode as well as showing visual cues when the indicators make new ATH or ATL. ASI is basically a new name I am giving to my Gain/Loss Moving Average indicator. If you normalize ASI with the moving average of all the changes in price, it becomes identical to RSI. So ASI is basically non-normalized RSI, that is why it should be a more accurate representation of price momentum. ADMF is an accumulation/distribution and money flow momentum indicator. Both ASI and ADMF are not range-bound so it is not easy to compare them against each other. When stochastic equation is applied to them, they both become range-bound and comparable. The gaps between the two indicator can reveal valuable information about market dynamics. The chart below shows some examples (note the settings). For conventional usages of stochastic, please read www.tradingview.com(STOCH) and www.tradingview.com(STOCH_RSI). I recommend you to find the optimal length by playing with the stoch length in the indicator settings. If this parameter is calibrated properly, this indicator can be a powerful tool for identifying market cycle. You can get these features ( ATH , ATL detection and historical stochastic) for any other indicator using the script below:
Pine Script® Indikator
von cI8DH
8