Auf geht's

Simple Moving Average (SMA)

QMA/SMA DifferenceIntroduction The quadratic moving average (QMA) or quadratic weighted moving average (QWMA) is a type of moving average who is closer to the price when price is up trending. This moving average is defined as the square root of the moving average of the squared price. The QMA-SMA difference use this moving average to provide a new volatility indicator who aim to be reactive and filter noisy volatility in order to only provide essential information. QMA - SMA This indicator is defined as the difference between a quadratic moving average and a simple moving average of same period. Since the QMA emphasize up movements and tend to be away from down movements she is always greater than the simple moving average, so a simple difference between those moving average provide our volatility indicator. Below is a comparison with a standard deviation and the indicator of both period 100. Since its a difference between two moving average it can be interesting to use a simple moving as source for the standard deviation to provide another comparison The standard deviation is smoother but still contain more information as well as having less reactivity. Conclusion I have a presented a new volatility indicator based on the quadratic moving average and compared it with a classic standard deviation. It is possible to change the power order of the QMA in order to provide different results, in order to do so you must also change the root, this is done in pine with : pow(sma(pow(close,w),length),1/w) where w is the power order, notice that an high power order can provide non attributed values.
Pine Script® Indikator
von alexgrover
6
High/Low Percentage DifferenceThis chart shows simple moving averages of the differences in the high and low prices across the time frame you choose. I use this when researching to see if the investment vehicle meets my criteria for volatility within the time-frame I want to invest. The columns show the percentage difference between the current candle's high and low. The lines show the SMA of the past 10(red), 30(orange), and 100(blue) candles, but you can edit these to be whatever you'd like.
Pine Script® Indikator
von Shortcut_Analysis
SlingerMust be added an Ichimoku Clound with the following entries Conversion Line Periods __4 Base Line Periods _______ 26 Lagging Span 2 Periods___ 52 Displacement __________ 26 Turn off from chart -Conversion Line -Base Lina -Lagging Span Must add 1 EMA 25 Instructions, USE FOR BINARY AT TRENDING CHARTS 5MIN BUY Price must be OVER Ichimoku Clound, EMA 25 and pulled back to the GREEN lines SELL Price must be BELOW Ichimoku Cloud, EMA 25 and pulled back to the GREEN lines ENTRY As it comes back moving up or down after touching the green line(s) I may update the script later and add all at the same so you don't have to add the EMA 25 and the Ichimiku Cloud
Pine Script® Indikator
von Kittzaru