Zero Lag Exponential Moving Average ForLoop [InvestorUnknown]Overview
The Zero Lag Exponential Moving Average (ZLEMA) ForLoop indicator is designed for traders seeking a responsive and adaptive tool to identify trend changes. By leveraging a range of lengths and different moving average (MA) types, this indicator helps smooth out price data and provides timely signals for market entry and exit.
User Inputs
Start and End Lengths: Define the range of lengths over which the IIRF values are calculated.
Moving Average Type: Choose from EMA, SMA, WMA, VWMA, or TMA for trend smoothing.
Moving Average Length: Specify the length for the chosen MA type.
Calculation Source: Select the price data used for calculations.
Signal Calculation
Signal Mode (sigmode): Determines the type of signal generated by the indicator. Options are "Fast", "Slow", "Thresholds Crossing", and "Fast Threshold".
1. Slow: is a simple crossing of the midline (0).
2. Fast: positive signal depends if the current MA > MA or MA is above 0.99, negative signals comes if MA < MA or MA is below -0.99.
3. Thresholds Crossing: simple ta.crossover and ta.crossunder of the user defined threshold for Long and Short.
4. Fast Threshold: signal changes if the value of MA changes by more than user defined threshold against the current signal
col1 = MA > 0 ? colup : coldn
var color col2 = na
if MA > MA or MA > 0.99
col2 := colup
if MA < MA or MA < -0.99
col2 := coldn
var color col3 = na
if ta.crossover(MA,longth)
col3 := colup
if ta.crossunder(MA,shortth)
col3 := coldn
var color col4 = na
if (MA > MA + fastth)
col4 := colup
if (MA < MA - fastth)
col4 := coldn
color col = switch sigmode
"Slow" => col1
"Fast" => col2
"Thresholds Crossing" => col3
"Fast Threshold" => col4
Visualization Settings
Bull Color (colup): The color used to indicate bullish signals.
Bear Color (coldn): The color used to indicate bearish signals.
Color Bars (barcol): Option to color the bars based on the signal.
Custom function
// Function to calculate an array of ZLEMA values over a range of lengths
ZLEMAForLoop(a, b, c, s) =>
// Initialize an array to hold ZLEMA trend values
var Array = array.new_float(b - a + 1, 0.0)
// Loop through the range from 'a' to 'b'
for x = 0 to (b - a)
// Calculate the current length
len = a + x
// Calculate the lag based on the length
lag = math.floor((len - 1) / 2)
// Calculate the smoothing factor alpha
alpha = 2 / (len + 1)
// Initialize the ZLEMA variable
zlema = 0.0
// Compute the ZLEMA value
zlema := na(zlema ) ? (s + s - s ) : alpha * (s + s - s ) + (1 - alpha) * nz(zlema )
// Determine the trend based on ZLEMA value
trend = zlema > zlema ? 1 : -1
// Store the trend in the array
array.set(Array, x, trend)
// Calculate the average of the trend values
Avg = array.avg(Array)
// Apply the selected moving average type to the average trend value
float MA = switch maType
"EMA" => ta.ema(Avg, c) // Exponential Moving Average
"SMA" => ta.sma(Avg, c) // Simple Moving Average
"WMA" => ta.wma(Avg, c) // Weighted Moving Average
"VWMA" => ta.vwma(Avg, c) // Volume-Weighted Moving Average
"TMA" => ta.trima(Avg, c) // Triangular Moving Average
=>
runtime.error("No matching MA type found.") // Error handling for unsupported MA type
float(na)
// Return the array of trends, the average trend, and the moving average
Important Considerations
Speed vs. Stability: The ZLEMA ForLoop is designed for fast response times, making it ideal for short-term trading strategies. However, its sensitivity also means it may generate more signals, some of which could be false positives.
Use with Other Indicators: To improve the reliability of the signals, it is recommended to use the ZLEMA ForLoop in conjunction with other technical indicators.
Customization: Tailor the settings to match your trading style and risk tolerance. Adjusting the lengths, MA type, and thresholds can significantly impact the indicator's performance.
Conclusion
The ZLEMA ForLoop indicator offers a flexible tool for traders looking to capture trend changes quickly. By providing multiple modes and customization options, it allows traders to fine-tune their analysis and make informed decisions. For best results, use this indicator alongside other analytical tools to confirm signals and avoid potential false entries.
In den Scripts nach "Exponential" suchen
Brown's Exponential Smoothing Volatility Adjusted (BESVA)Introduction:
This script is a technical indicator for financial markets, designed to provide traders with a smoothed version of an asset's price using Brown's exponential smoothing method. The indicator adjusts the smoothing parameter based on the volatility of the asset, resulting in a smoother plot with less volatility and a quicker response to price changes with higher volatility.
Methodology:
The indicator begins by defining a length parameter, which determines the number of bars used in a volatility calculation. The user can input a value for this parameter, with a default of 20 bars.
Next, the script calculates the standard deviation of the asset's close price over the defined length, which serves as a measure of volatility. The standard deviation is then normalized by dividing it by the maximum standard deviation and adding a minimum value (set to 0.00005 by default). This normalization technique ensures that the indicator is comparable across different asset classes and time frames.
The normalized volatility measure is then used to adjust the smoothing parameter for the exponential moving average. Specifically, the smoothing parameter is set to the normalized volatility measure, with the minimum value used when the volatility is at its minimum. As the volatility increases, the smoothing parameter decreases, resulting in a quicker response to price changes.
The resulting smoothed price plot is then plotted on the chart.
Conclusion:
This script provides a useful tool for traders looking to analyze the trends in an asset's price while taking into account its volatility. The adjustable smoothing parameter ensures that the indicator responds appropriately to changes in volatility, making it a valuable addition to a trader's toolkit.
Double Brown's Exponential Smoother (DBES)The Double Browns Exponential Smoother (DBES) is a trend-following indicator that reduces the lag present in other moving averages by using a double exponential smoothing technique. It takes in the source data and a smoothing factor as input and produces a smoothed version of the source data. The DBES is then calculated as the difference between twice the output of the first smoothing calculation and the output of the second smoothing calculation. The DEMA is useful for traders looking to identify trends in the markets.
Volume Weighted Exponential Moving AverageThis is a volume weighted exponential moving average. uses exponential weighting and considers volume in the consideration of the average price. This makes for a more accurate "average" than a standard moving average.
Hull Weighted Exponential Moving AverageBINANCE:BTCUSDT
Open source version of the Hull Weighted Exponential Moving Average as described by Vincent Charles in [ Hull-WEMA: A Novel Zero-Lag Approach in the Moving Average Family ]
█ OVERVIEW
The study takes into considerations two variants of MA.
Namely:
Weighted Exponential Moving Average (WEMA)
Hull Moving Average (HMA)
WEMA, which was introduced in 2013, has been widely used in different scenarios but still suffers from lags.
To address this shortcoming, a novel zero-lag Hull-WEMA method is proposed that combines HMA and WEMA.
Results show that the new approach achieves a better accuracy level than both HMA and WEMA.
█ SIGNALS
The indicator generates:
a LONG signal when switching color from RED to GREEN
a SHORT signal when switching color from GREEN to RED
Additionally is available an option to color the candles on your chart to confirm the signals and filter ranges.
Moving Average Exponential CrossA simple indicator that shows a 16 day exponential MA and a 31 day exponential MA. This is used with other various indicators to confirm trend formation and continuation.
3 Moving Average Exponential with multi TFThis is a simple Exponential Moving Average indicator. It allows you to have 3 Exponential Moving Averages and set a specific TimeFrame for each. Feel free to cope code LOL!
SMA Simple, EMA Exponential Moving Averages with high lowThis is a rewrite of my previous moving average script.
In this version, I have added the 3 day high and low as these are often used as short term trend following entry points
Traders often try to buy the 3 day average of lows in an uptrend and sell the 3 day average of highs in a downtrend
In the same fashion, I have added the 3 week high and low averages for longer term trend following for swing trading
I have added the 18 day, week, month simple moving averages ( SMA ) as I follow these from Ira Epsteins free you tube trading videos).
His 50 years of experience has taught him these are best
I have also added some longer term SMA , 100 day, 200 day, 100w, and 200w
Exponential EMA averages for longer term charts are included 100d, 200d, 100w, 100m, 200m
You can configure the script in the options to remove the ones you don't want to follow
I have removed the micro averages from my previous script since they are for short term scalping day trading hyper-trading which I don't do
Exponential averages are shown as crosses
some of the longer term averages are circles just to set them apart
Elder impulse system with double exponential moving average dema
This version of impulse uses the double exponential moving average instead of the typical ema both to calculate macd and the moving slow and fast moving average that are plotted.
The impulse system :
The Impulse System combines two simple but powerful indicators.
One measures market inertia, the other its momentum. When both
point in the same direction, they identify an impulse worth following.
We get an entry signal when both indicators get in gear.
The Impulse System uses an exponential moving average to find
uptrends and downtrends. When the EMA rises, it shows that inertia
favors the bulls. When EMA falls, inertia works for the bears. The sec-
ond component is MACD-Histogram, an oscillator whose slope reflects
changes of power among bulls or bears. When MACD-Histogram rises,
it shows that bulls are becoming stronger. When it falls, it shows that
bears are growing stronger.
The Impulse System flags those bars where both the inertia and the
momentum point in the same direction. When both the EMA and
MACD-Histogram rise, they show that bulls are roaring and the uptrend
is accelerating.
3 EMAS strategy to define trendsBasic script that allows you to have 3 scripts all in one EMA (exponential moving averages). They are useful to know the general trends of your chart: current long-term trend, short-term (or immediately) and general.
1 ° EMA 36 serves to define or mark action of the market trend price.
At the moment of crossing EMA 36 with EMA 200 upwards it indicates continuation to level 2 ...
2 ° EMA 200 serves as support or resistance according to the case, confirms continuation of trend in medium or long term when crossing with EMA 500, upward trend probability level 3 confirmed. As the case may be, cross up or down.
3 ° EMA 500 serves as support or resistance of the price action.
EMAS 200 and 500 give you a probability of Starting Area ...
Confirming with support or resistance.
Complementation with Stochastics ..
MACD
Note: Remember that "exponential" means that these indicators give more weight to the most recent data, making them more reactive to price changes (react faster to changes in recent prices than simple moving averages)
GROWINGS CRYPTOTRADERS
Binque's Multi-Moving Average Binque's Multi-Moving Average - One indicator with four simple moving average and four exponential moving averages, plus as a bonus a Day High moving average and a Day Low Moving Average.
Simple Moving Average or MA(14), MA(50), MA(100) and MA(200) all in one indicator
Exponential Moving Average or EMA(8), EMA(14), EMA(20) and EMA(33) all in one indicator
Day High Moving Average - Tracks the Daily High versus most moving averages track the daily close.
Day Low Moving Average - Tracks the Daily Low versus most moving average track the daily close.
To Disable moving averages, Set the color to the chart background and then set the length to 1 and uncheck.
I Use the Daily High Moving Average to track upward resistance in a stock movement for Swing Trading.
I Use the Daily Low Moving Average to track my trailing stop in a stock movement for Swing Trading.
Moving Average ExponentialThe EMA 50 Trend Filter At the heart of the Sniper system lies the 50-period Exponential Moving Average. Unlike simple moving averages, the EMA applies a weighting factor to recent price data, significantly reducing lag. Role in Strategy:
Trend Identification: Serves as the binary divider between Long and Short bias.
Dynamic Structure: Acts as dynamic support in uptrends and resistance in downtrends.
Signal Filtering: The algorithm automatically suppresses any 'Buy' signals below the line and 'Sell' signals above it, ensuring you never trade against the institutional momentum.
3 Moving Average Exponential3 Moving Average Exponential, up to 10 ema with the possibility to personalize the lenght of each of them
10 Moving Average ExponentialHaving the possibility to add multiple Moving Average Exponential up to 10 with one indicator
Bitcoin Exponential Profit Strategy### Strategy Description:
The **Bitcoin Trading Strategy** is an **Exponential Moving Average (EMA) crossover strategy** designed to identify bullish trends for Bitcoin.
1. **Indicators**:
- **Fast EMA (default 9 periods)**: Represents the short-term trend.
- **Slow EMA (default 21 periods)**: Represents the longer-term trend.
2. **Entry Condition**:
- A **bullish crossover** occurs when the Fast EMA crosses above the Slow EMA.
- The strategy enters a **long position** with a user-defined order size (default 0.01 BTC).
3. **Exit Conditions**:
- **Take Profit**: Closes the position when the profit target is reached (default $100).
- **Stop Loss**: Closes the position when the price drops below the stop loss level (default $50).
- **Bearish Crossunder**: Closes the position when the Fast EMA crosses below the Slow EMA.
4. **Visual Signals**:
- **BUY signals**: Displayed when a bullish crossover occurs.
- **SELL signals**: Displayed when a bearish crossunder occurs.
This strategy is optimized for trend-following behavior, ensuring positions are aligned with upward-moving trends while managing risk through clear stop-loss and take-profit levels.
Volatility Exponential Moving AverageVEMA is a custom indicator that enhances the traditional moving average by incorporating market volatility. Unlike standard moving averages that rely solely on price, VEMA integrates both the Simple Moving Average (SMA) and the Exponential Moving Average (EMA) of the closing price, alongside a measure of market volatility.
The unique aspect of VEMA is its approach. It calculates the standard deviation of the closing price and also computes the simple moving average of this volatility. This dual approach to understanding market fluctuations allows for a more nuanced understanding of market dynamics.
Key to VEMA's functionality is the dynamic weighting factor, which adjusts the influence of SMA and EMA based on current market volatility. This factor increases the weight of the EMA, which is more responsive to recent price changes, during periods of high volatility. Conversely, during periods of lower volatility, the SMA, which offers a smoother view of price trends, becomes more prominent.
The resultant is a hybrid moving average that responds adaptively to changes in market volatility. This adaptability makes VEMA particularly useful in dynamic markets, potentially offering more insightful trend analysis and reversal signals compared to traditional moving averages.
Moving Average Exponential Angle DetectionMoving Average exponential angle detection use to find the angle of moving average so we can take trade according to our strategy.
Hope you like this.
Thanks and Regards,
TradingTail
True Range Adjusted Exponential Momentum [CC]-[burgered]Original Script by CheatCountry, used with permission (chill guy):
I have made a sort of conversion of CheatCountries implementation of the True Range Adjusted Exponential Moving Average into a momentum oscillator.
Being True Range based, it the bounds vary based on the chart.
Includes a Bollinger Band for bounds that forms a trend follower based on the 0 point.
Includes CheatCountry color code signals, different color scheme. Bright colors are strong signals, ark are weak, green bull, red bear, the basics.
This oscillator can be used for divergences, trends, signal strength, confirmation, volatility readings, you name it.
Works well on smoothed/filtered signals as well.
Give CheatCountry a follow, hes one of the MVPs of Tradingview Pinescripters, constantly giving us access to novel new concepts as they are published by professionals.
True Range Adjusted Exponential Moving Average [CC]The True Range Adjusted Exponential Moving Average was created by Vitali Apirine (Stocks and Commodities Jan 2023 pgs 22-27) and this is the latest indicator in his EMA variation series. He has been tweaking the traditional EMA formula using various methods and this indicator of course uses the True Range indicator. The way that this indicator works is that it uses a stochastic of the True Range vs its highest and lowest values over a fixed length to create a multiple which increases as the True Range rises to its highest level and decreases as the True Range falls. This in turn will adjust the Ema to rise or fall depending on the underlying True Range. As with all of my indicators, I have color coded it to turn green when it detects a buy signal or turn red when it detects a sell signal. Darker colors mean it is a very strong signal and let me know if you find any settings that work well overall vs the default settings.
Let me know if you would like me to publish any other scripts that you recommend!
Volume Weighted Exponential Moving Average Suite (VWEMA)This is a volume weighted exponential moving average (EMA) script that allows users to customize various parameters to fit their specific needs.
The script includes four different EMA styles: EMA, DEMA, TEMA, and EHMA. Users can choose which style they would like to use by selecting it in the input field. The script also allows users to customize the length of the EMA, with options for both a maximum and minimum length. Users can also choose to use a manual length or to use the dominant cycle within a range as the length.
In addition to these options, the script also includes the ability to turn on or off volume weighting and a daily reset feature that resets the EMA every day. There is also an option to turn on deviation bands, which show the standard deviation of the selected EMA.
Overall, this script offers a wide range of customization options to help users find the best EMA settings for their needs. It is an advanced tool that can be very helpful for traders looking to optimize their EMA strategy.
Cumulative length instead of cycle length
Double EMA Volume Weighted
Triple EMA Volume Weighted
EHMA Volume Weighted
Higher time frame
Deviation Bands
My exponential moving averages - Suri's EMAs
It's not an indication of anything here, it's just part of my operating in a simple and summarized way, I hope it helps someone.
Suri's EMA's indicator is nothing more than a set of exponential moving averages (EMA). They are 12, 26, 50 and 200.
Attention to the use of the indicator, it is just an INDICATOR, it should not be taken as the main point of your entry, but to guide you in your entries in favor of the trend, whether intra-day or swing.
Created for clear, monochrome screens. Make your adjustments.
Color condition, candles turn green when their close is above EMA 12 and 26.
Color condition, candles turn red when their close is below EMA 12 and 26.
Condition for colors, MME12,26,50 and 200 will turn green with price working above it.
Condition for colors, MME12, 26, 50 and 200 will turn red with price working below it.
Indication for use in time-frames = 5m, 15m, 60m, 240m. (higher hit rates)
How to use the indicator, MME 12 and 26, are the most important and led you to more entries, but we should not only consider them, we have to analyze the whole context to then make a decision.
Indicator was nicknamed by me by "Pullback Pick", it works in a simple way:
In an uptrend or downtrend, the price usually tends to return in the averages or the averages go up to the price, that being said, it is easy to observe that where the price returns would be a pullback from the last movement, so when returning to the averages, the candle that shows strength in favor of this trend, in the EMA's region, becomes a possible entry, with its stop below or above this "pullback" formed, because the stop goes there, because usually when the price returns on the EMAs they tend to to hold and replay the price in favor of the trend.
My observations:
I like to enter when the price returns to the averages smoothly, without much movement, when it touches the average 12 or 26 it is an entry, but an entry without confirmation, the gain is greater, but the chance of being stopped is higher, I like it when the price is close to the 12 and 26 averages and leaves a small candle or doji on this pullback, my entry goes to the breakout of this candle and the stop behind the candle.
THERE IS NO MIRACLE, THERE IS NO 100% HIT RATE, SO USE STOP.
Aaaaaaaaaa I was forgetting.... and the target???
As it is a trend following setup, it is cool to leave a trailing stop or update the stop as new bottoms or tops are formed.
Targeting in 1v1 is good, setup pays a lot!
Targeting in 2x1 is too good, setup pays well!
Making a target in 3x1 is more than good, setup pays sometimes, then from now on, it depends on where you are entering this "PULLBACK", if it is in the first wave, in the second, if you are going to lateralize, the market is SOVEREIGN, put in the pocket that is no longer on the market, oh it's yours!
That's it, doubts, send it there, suggestion, opinion, whatever you want.
Added a symbol at the crossing of the 12 and 26 moving averages.
I am so sorry, but i dont speak english, use google translate.
Português.
Não se trata de indicação de nada aqui, é apenas parte do meu operacional de maneira simples e resumida, espero que ajude alguém.
Indicador Suri's EMA's, nada mais é do que um conjunto de médias móveis exponenciais(MME). São elas 12, 26, 50 e 200.
Atenção para o uso do indicador, ele é apenas um INDICADOR, não deve ser tomado como o ponto principal de sua entrada, mas sim de te balizar nas suas entradas a favor da tendência, seja ela intra-day ou swing.
Criado para telas claras e monocromáticas. Façam seus ajustes.
Condição para as cores, candles ficam verdes quando o fechamento dele é acima das MME 12 e 26.
Condição para as cores, candles ficam vermelhos quando o fechamento dele é abaixo das MME 12 e 26.
Condição para as cores, MME12,26,50 e 200 ficará verde com preço trabalhando acima dela.
Condição para as cores, MME12, 26, 50 e 200 ficará vermelho com preço trabalhando abaixo dela.
Indicação para uso nos time-frame = 5m, 15m, 60m, 240m.(taxas de acerto maior)
Como utilizar o indicador, MME 12 e 26, são as mais importantes e te levaram a mais entradas, porém não devemos levar apenas elas em consideração, temos que analisar todo o contexto para então tomar decisão.
Indicador foi apelidado por mim por " Pega Pullback", ele funciona de uma maneira simples:
Em tendência de alta ou de baixa, o preço geralmente tende a retornar nas médias ou as médias irem até o preço, dito isso é fácil de se observar que onde o preço retorna seria um pullback do último movimento, portanto ao retornar nas médias, o candle que mostra força a favor dessa tendência, na região das EMA's, se torna uma possível entrada, com o seu stop abaixo ou acima desse "pullback" formado, porque o stop vai nesse local, porque geralmente quando o preço retorna nas EMAs elas tendem a segurar e voltar a jogar o preço a favor da tendência.
Minhas observações:
Eu gosto de entrar quando o preço retorna nas médias de maneira suave, sem muito movimento, quando toca na média 12 ou 26 é uma entrada, porém uma entrada sem confirmação, o ganho é maior, porém a chance de ser stopado é mais alta, eu gosto quando o preço fica perto das médias 12 e 26 e deixa um candle pequeno ou doji nesse pullback, minha entrada vai no rompimento desse candle e o stop atrás do candle.
Não existe MILAGRE, NÃO EXISTE TAXA DE ACERTO DE 100%, POR ISSO USE STOP.
Aaaaaaaaaa ia me esquecendo.... e o alvo???
Por ser um setup seguidor de tendência, o legal é deixar um trailing stop ou ir atualizando o stop conforme novos fundos ou topos são formados.
Realizar alvo no 1x1 é bom, setup paga muito!
Realizar alvo no 2x1 é bom de mais, setup paga bem!
Realizar alvo no 3x1 é mais do que bom, setup paga as vezes, ai daqui pra frente, depende de onde você está entrando nesse "PULLBACK", se é na primeira onda, na segunda, se vai lateralizar, o mercado é SOBERANO, põe no bolso que não é mais do mercado, ai é teu!
É isso, dúvidas, manda ai, sugestão, opinião, o que quiser.
Adicionado um símbolo no cruzamento das médias móveis 12 e 26.
STD-Filtered, Adaptive Exponential Hull Moving Average [Loxx]STD-Filtered, Adaptive Exponential Hull Moving Average is a Kaufman Efficiency Ratio Adaptive Hull Moving Average that uses EMA instead of WMA for its computation. I've also added standard deviation stepping to further smooth the signal. Using EMA instead of WMA turns the Hull into what's called the AEHMA. You can read more about the EHMA here: eceweb1.rutgers.edu
What is the traditional Hull Moving Average?
The Hull Moving Average (HMA) attempts to minimize the lag of a traditional moving average while retaining the smoothness of the moving average line. Developed by Alan Hull in 2005, this indicator makes use of weighted moving averages to prioritize more recent values and greatly reduce lag. The resulting average is more responsive and well-suited for identifying entry points.
What is Kaufman's Efficiency Ratio?
The Efficiency Ratio (ER) was first presented by Perry Kaufman in his 1995 book ‘Smarter Trading‘. It is calculated by dividing the price change over a period by the absolute sum of the price movements that occurred to achieve that change. The resulting ratio ranges between 0 and 1 with higher values representing a more efficient or trending market.
The value of the ER ranges between 0 and 1. It has the value of 1 when prices move in the same direction for the full time over which the indicator is calculated, e.g. n bars period. It has a value of 0 when prices are unchanged over the n periods. When prices move in wide swings within the interval, the sum of the denominator becomes very large compared to the numerator and ER approaches zero.
Some uses for ER:
A qualifier for a trend following trade; a trend is considered “persistent” only when RE is above a certain value, e.g. 0.3 or 0.4 .
A filter to screen out choppy stocks/markets, where breakouts are frequently “fakeouts”.
In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm.
It is used in the calculation of Kaufman’s Adaptive Moving Average (KAMA).
How to calculate the Hull Adaptive Moving Average (HAMA)
Find Signal to Noise ratio (SNR)
Normalize SNR from 0 to 1
Calculate adaptive alphas
Apply EMAs
Included
Bar coloring
Signals
Alerts
Loxx's Expanded Source Types
Simple and Exponential Moving Averages (20, 50, 200)Displays the 20, 50, and 200 simple and exponential moving averages in 1 indicator.
