This moving average was originally developed by professor Andreas Uhl in 2005 (The paper in German: www.buero-uhl.de). Here is the guy himself: wavelab.at
The strength of the CMA is that the current value of the time series must exceed the current volatility-dependent threshold, so that the filter increases or falls,...
This indicator shows a Key Level Support & Resistance level and VWAP that reset on your choice of the Bitcoin's halving date.
Optional Key Calculation Mode:
- Start with first (2012) or second (2016) halving date.
- Start with first and reset on the second (Halving to halving mode)
- Start with every next halving simultaneously (Halving + halving mode)
This indicator shows a Key Level Support & Resistance level and VWAP that resets on your choice of the stock's Earnings , Dividends or Splits release date.
A maximum of 8 bands calculated using a factor of the anchored VWAP's standard deviation can be displayed.
The script is designed for stock-trading only.
Inspired by timwest, LazyBear's Earnings...
This script creates a STDEV in a candle format so you can see the Change in a candle format and compare it with the actual price candle.
Is very similar to SMU RSI and SMU ROC. The interesting part is to see the full effect of traditional indicators in a candle format rather than a simple plot format. Very interesting view in SPX. There is a very big clue in the...
Corrected Relative Volatility Index. This indicator was originally developed by Donald Dorsey (Stocks & Commodities V.11:6 (253-256): The Relative Volatility Index).
The indicator was revised by Dorsey in 1995 (Stocks & Commodities V.13:09 (388-391): Refining the Relative Volatility Index).
I suggest the refined RVI with optional settings. If you disabled...
Pinescript requires many of its built-in functions to use a simple int as their period length, which entails the period length cannot vary during the script's execution. These functions allow using a series int or series float for their period length, which means it can vary on each bar.
The functions shared in this script include:
Rolling sum: Sum(src,p)
The standard deviation measure the dispersion of a data set, in short this metric will tell you if your data is on average closer or farther away from the mean. Its one of the most important tools in statistics and living without it is pretty much impossible, without it you can forget about Bollinger-bands, CCI, and even the LSMA (ouch this...
Standard Error Bands - Code by @XeL_arjona
Original implementation by:
Traders issue: Stocks & Commodities V. 14:9 (375-379):
Standard Error Bands by Jon Andersen
For a quick and publicly open explanation of this Statistical indicator, you can refer at Here!
Extract from the former URL:
Standard Error bands are...
Shout out to nPE- for the idea.
Bands made with stdev from 10 day OHLC.
Keeps resolution to daily, so you can use bands as daily pivots for day trading.
Upper band 1=yesterday close + 0.5 std(ohlc,10)
Upper band 1=yesterday close + 1 std(ohlc,10)
Lower band 1=yesterday close - 0.5 std(ohlc,10)
Lower band 2=yesterday close - 1 std(ohlc,1
This indicator was originally developed by Donald Dorsey (Stocks & Commodities, V.13:9 (September, 1995): "Refining the Relative Volatility Index").
Inertia is based on Relative Volatility Index (RVI) smoothed using linear regression.
In physics, inertia is the tendency of an object to resist to acceleration. Dorsey chose this name because he believes that trend...
Welcome to the second version of the BBLathe!
This shows Bollinger Bands centered on a horizontal basis, to make it easier to see how volatility is changing and identify squeeze opportunities. By default Bollinger bands are calculated using an exponential moving average and an improved higher precision stdev implementation, but this can be disabled. Version 2...
Basic Bollinger Bands implementation, with the option to use an exponential moving average and a more accurate stdev function than the builtin. This also includes two extra MA lines which can be tuned as you like, to reduce the number of indicators needed (the bollinger basis is also a moving average, so in total you get 3MA out of this indicator). This draws an...
This script shows Bollinger Bands function and want to detect Bollinger Band Width Squeeze with a successful, different perspective .
Bollinger Bands : You can specify the Bollinger Bands periods as mutable variables.
Bollinger Band Width Squeeze : First the Bollinger bands width was calculated.The width was then divided into levels using the money flow...