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Stochastic of Two-Pole SuperSmoother [Loxx]Stochastic of Two-Pole SuperSmoother is a Stochastic Indicator that takes as input Two-Pole SuperSmoother of price. Includes gradient coloring and Discontinued Signal Lines signals with alerts. What is Ehlers ; Two-Pole Super Smoother? From "Cycle Analytics for Traders Advanced Technical Trading Concepts" by John F. Ehlers A SuperSmoother filter is used anytime a moving average of any type would otherwise be used, with the result that the SuperSmoother filter output would have substantially less lag for an equivalent amount of smoothing produced by the moving average. For example, a five-bar SMA has a cutoff period of approximately 10 bars and has two bars of lag. A SuperSmoother filter with a cutoff period of 10 bars has a lag a half bar larger than the two-pole modified Butterworth filter.Therefore, such a SuperSmoother filter has a maximum lag of approximately 1.5 bars and even less lag into the attenuation band of the filter. The differential in lag between moving average and SuperSmoother filter outputs becomes even larger when the cutoff periods are larger. Market data contain noise, and removal of noise is the reason for using smoothing filters. In fact, market data contain several kinds of noise. I’ll group one kind of noise as systemic, caused by the random events of trades being exercised. A second kind of noise is aliasing noise, caused by the use of sampled data. Aliasing noise is the dominant term in the data for shorter cycle periods. It is easy to think of market data as being a continuous waveform, but it is not. Using the closing price as representative for that bar constitutes one sample point. It doesn’t matter if you are using an average of the high and low instead of the close, you are still getting one sample per bar. Since sampled data is being used, there are some dSP aspects that must be considered. For example, the shortest analysis period that is possible (without aliasing)2 is a two-bar cycle.This is called the Nyquist frequency, 0.5 cycles per sample.A perfect two-bar sine wave cycle sampled at the peaks becomes a square wave due to sampling. However, sampling at the cycle peaks can- not be guaranteed, and the interference between the sampling frequency and the data frequency creates the aliasing noise.The noise is reduced as the data period is longer. For example, a four-bar cycle means there are four samples per cycle. Because there are more samples, the sampled data are a better replica of the sine wave component. The replica is better yet for an eight-bar data component.The improved fidelity of the sampled data means the aliasing noise is reduced at longer and longer cycle periods.The rate of reduction is 6 dB per octave. My experience is that the systemic noise rarely is more than 10 dB below the level of cyclic information, so that we create two conditions for effective smoothing of aliasing noise: 1. It is difficult to use cycle periods shorter that two octaves below the Nyquist frequency.That is, an eight-bar cycle component has a quantization noise level 12 dB below the noise level at the Nyquist frequency. longer cycle components therefore have a systemic noise level that exceeds the aliasing noise level. 2. A smoothing filter should have sufficient selectivity to reduce aliasing noise below the systemic noise level. Since aliasing noise increases at the rate of 6 dB per octave above a selected filter cutoff frequency and since the SuperSmoother attenuation rate is 12 dB per octave, the Super- Smoother filter is an effective tool to virtually eliminate aliasing noise in the output signal. What are DSL Discontinued Signal Line? A lot of indicators are using signal lines in order to determine the trend (or some desired state of the indicator) easier. The idea of the signal line is easy : comparing the value to it's smoothed (slightly lagging) state, the idea of current momentum/state is made. Discontinued signal line is inheriting that simple signal line idea and it is extending it : instead of having one signal line, more lines depending on the current value of the indicator. "Signal" line is calculated the following way : When a certain level is crossed into the desired direction, the EMA of that value is calculated for the desired signal line When that level is crossed into the opposite direction, the previous "signal" line value is simply "inherited" and it becomes a kind of a level This way it becomes a combination of signal lines and levels that are trying to combine both the good from both methods. In simple terms, DSL uses the concept of a signal line and betters it by inheriting the previous signal line's value & makes it a level. Included: Bar coloring Alerts Signals Loxx's Expanded Source Types
Indicador
por loxx
Customisable Stoch RSI [10 PRESETS INCLUDED]Customisable Stochastic by Nicholas Kormanik A stochastic oscillator is a momentum indicator comparing a particular closing price of a security to a range of its prices over a certain period of time. The sensitivity of the oscillator to market movements is reducible by adjusting that time period or by taking a moving average of the result. It is used to generate overbought and oversold trading signals, utilizing a 0–100 bounded range of values. In this version we have 4 levels top levels are 95 - extra overbought 80 - semi-extra overbought 70 - standart overbought bottom levels are 5 - extra oversold 20 - semi-extra oversold 30 - standart oversold Message by Nicholas Kormanik : " The formula I've adopted was put on the Silicon Investor web site thread by 'bdog'. Basically, I just leave the Slowing Periods (mp3) to 1, so it really plays no part in things. However, if somebody presents a good argument for using other than 1 ... hey, I'm amenable. Chande, the original inventor, didn't use a moving average on the whole thing. Chande's result was therefore sort of choppy. I guess along the way people decided to add the EMA Periods to smooth things out. " There are 10 presets, try to find your best! 1. 5 -- 5 -- 3 2. 8 -- 8 -- 5 3. 13 -- 13 -- 13 4. 21 -- 15 -- 13 5. 21 -- 21 -- 13 6. 34 -- 34 -- 13 7. 55 -- 55 -- 21 8. 89 -- 13 -- 34 9. 89 -- 89 -- 21 10. 233 -- 233 -- 34 On the chart im using 9th preset and the timeframe is daily on BTCUSD pair. *DISCLAIMER* Use this indicator for educational purpose only, i don't recommend you to use it to trade for real money!
Indicador
por crypteisfuture
Step-MA Filtered Stochastic [Loxx]Step-MA Filtered Stochastic is a stochastic indicator with step moving average filtering. This smooths the signal by filtering out noise. What is the Stochastic Indicator? The stochastic oscillator, also known as stochastic indicator, is a popular trading indicator​ that is useful for predicting trend reversals. It also focuses on price momentum and can be used to identify overbought and oversold levels in shares, indices, currencies and many other investment assets. The stochastic oscillator measures the momentum of price movements. Momentum is the rate of acceleration in price movement. The idea behind the stochastic indicator is that the momentum of an instrument’s price will often change before the price movement of the instrument actually changes direction. As a result, the indicator can be used to predict trend reversals. The stochastic indicator can be used by experienced traders and those learning technical analysis. With the help of other technical analysis tools such as moving averages, trendlines and support and resistance levels, the stochastic oscillator can help to improve trading accuracy and identify profitable entry and exit points. Included: Bar coloring 3 signal variations w/ alerts Loxx's Expanded Source Types
Indicador
por loxx
16
Adaptive-Lookback Stochastic [Loxx]Adaptive-Lookback Stochastic is an adaptive stochastic indicator. The Adaptive lookback is truly a market-driven period input used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure. It is based on the frequency of market swings - the time between swing highs or swing lows. A swing high is defined as two consecutive higher highs followed by two consecutive lower highs; a swing low is defined by two consecutive lower lows followed by two consecutive higher lows. As swing points typically accompany reversals, they occur more frequently in choppier and volatile markets than in trends. Adaptive lookback period is determined as : Determine the initial number of swing points (swing count parameter) to use in the calculation. Count the number of price bars it takes for the n swing points to form. Divide step 2 by step 1 and round the result. As an addition, adjust the "speed" of the produced period using the speed parameter - the smaller the speed parameter, the "slower" the average, and vice versa Included Bar coloring Loxx Expanded Source Types 3 types of signals: levels crosses, slope, and middle crosses Alerts
Indicador
por loxx
RSI + MA, LinReg, ZZ (HH HL LH LL), Div, Ichi, MACD and TSI HistRelative Strength Index with Moving Average, Linear Regression, Zig Zag (Highs and Lows), Divergence, Ichimoku Cloud, Moving Average Convergence Divergence and True Strength Index Histogram This script is based on zdmre's RSI script, I revamped a lot of things and added a few indicators from ParkF's RSI script. Disable Labels in the Style tab and the histogram if you don't enlarge the indicator and it seems too small. Look to buy in the oversold area and bounce of the support of the linear regression. Look to sell in the overbought area and bounce of the resistance of the linear regression. Look for retracement to the moving average or horizontal lines, and divergences for potential reversal. RSI The Relative Strength Index (RSI) is a well versed momentum based oscillator which is used to measure the speed (velocity) as well as the change (magnitude) of directional price movements. Moving Average Moving Average (MA) is a good way to gauge momentum as well as to confirm trends, and define areas of support and resistance. Linear Regression The Linear Regression indicator visualizes the general price trend of a specific part of the chart based on the Linear Regression calculation. Zig Zag (Highs and Lows) The Zig Zag indicator is used to identify price trends, and in doing so plots points on the chart to mark whenever prices reverse by a larger percentage point than a predetermined variable or marker. Divergence The divergence indicator warns traders and technical analysts of changes in a price trend, oftentimes that it is weakening or changing direction. Ichimoku Cloud The Ichimoku Cloud is a package of multiple technical indicators that signal support, resistance, market trend, and market momentum. MACD and TSI Histogram MACD can be used to identify aspects of a security's overall trend. The True Strength Index indicator is a momentum oscillator designed to detect, confirm or visualize the strength of a trend.
Indicador
por Yatagarasu_
21
Stochastic with DivergencesReuploading as there was an issue with the description. This indicator uses the popular Stochastic indicator as its base. I have included the ability to draw divergences on the indicator as they occur live. By default it will be off, select the settings for the indicator and about halfway down there will be a dropdown menu that says "Off". Select it and then select which divergences you want to draw: Regular, Hidden, or Both. I like to draw both. I find that hidden divergence is really nice during a trending market and the regular divergence is works great in a range market. I also feel that the regular divergence is great during a trending market if you are given the signal but then wait for the next price movement for a double top/bottom to occur. The Stochastic indicator itself is often used in a ranging market by selling when it is overbought and buying once it indicates oversold (much like the RSI indicator). I find that it can work in trending markets if you only take overbought in a down trend and oversold in an up trend. In the above picture you can see that I had used it to trade this downtrend using both the Hidden Divergence and Sell Signals to catch the trend continuation until it failed on the fourth trade. From here I would usually start using the Stochastic as simply an oscillating indicator and buy/sell based on overbought/oversold. I've also added an option to enable the Stochastic RSI if you'd rather use that, as well as a fill option which simply colors in the space between the Stochastic and Signal lines. The Signals option will put on highlights of when to buy or sell based on overbought/oversold areas that agree with the long term trend (based on the 200 EMA). Divergence is a short way of saying there was a higher or lower movement compared to normal but the price did not represent that movement, indicating strength or weakness in a specific direction. Regular divergence is an indication of a trend reversal. Regular bullish divergence occurs when the price chart shows a lower low while the stochastic shows a higher low. Regular bearish divergence occurs when the price chart shows a higher high while the stochastic shows a lower high. Hidden divergence is an indication of a trend continuation. Hidden bullish divergence occurs when the price chart shows a higher low while the stochastic shows a lower low. Hidden bearish divergence occurs when the price chart shows a lower high while the stochastic shows a higher high. The "Only Trending Divergences" option, if enabled, will only show bearish divergences during a down trend (price is below 200 EMA) and only show bullish divergences during an uptrend (price is above 200 EMA). I like to use this option and have set it to ON by default. The "Middle Filter" option, if enabled, ensures that Highs on the stochastic indicator will not be counted as Highs unless they are above the middle value of the oscillator (which is 50), same goes for lows: they will not be counted as Lows unless they are below the middle value of the oscillator. I also include buy/sell signals that coincide with the trend (based on the 200 EMA). If price is currently below the 200 EMA and the stochastic indicator is overbought (over 80), you can get a sell signal when it the blue line crosses down below 80. This sell signal shows that you are in a down trend and the price just was overbought but is now likely to continue pushing downwards. The opposite works for buy signals: Above 200 EMA, stochastic goes below 20, when it crosses above 20 it will show a green highlight to indicate price is likely to push upwards. I think the default options are likely the best to use. The only one I tend to change on occasion is the "Pivots to look back" which I adjust usually to either 1 or 3.
Indicador
por theehoganator
6
Jurik-Filtered Kase Permission Stochastic [Loxx]Jurik-Filtered Kase Permission Stochastic is a special implementation of Kase Permission Stochastic by Kase StatWare. This implementation uses a Jurik filter to smooth final output. What is Kase StatWare? Kase StatWare has been around since 1992 and is a technical analysis trading indicator package developed by the acclaimed market technician and former energy trader Cynthia A. Kase. StatWare’s self-optimizing indicators help professional and individual traders to form a precise and systematic approach to discretionary trading and trade risk management. Kase StatWare creates subscription-based technical analysis tools mainly for Stocks and Futures trading which can be subscribed to at a monthly cost. What is Kase Permission Stochastic? The Kase Permission Stochastic is a momentum indicator that examines a synthetic longer bar length, that by default, is three (5x by default for this implementation here) times higher than the bar length it is plotted against. Included Alerts Signals Bar coloring
Indicador
por loxx
4
OMA-Filtered Kase Permission Stochastic [Loxx]OMA-Filtered Kase Permission Stochastic is a special implementation of Kase Permission Stochastic by Kase StatWare. What is Kase StatWare? Kase StatWare has been around since 1992 and is a technical analysis trading indicator package developed by the acclaimed market technician and former energy trader Cynthia A. Kase. StatWare’s self-optimizing indicators help professional and individual traders to form a precise and systematic approach to discretionary trading and trade risk management. Kase StatWare creates subscription-based technical analysis tools mainly for Stocks and Futures trading which can be subscribed to at a monthly cost. What is Kase Permission Stochastic? The Kase Permission Stochastic is a momentum indicator that examines a synthetic longer bar length, that by default, is three (5x by default for this implementation here) times higher than the bar length it is plotted against. Included Alerts Signals Bar coloring
Indicador
por loxx
3
Double-Smoothed Stochastic QQE [Loxx]Double-Smoothed Stochastic QQE is a QQE indicator that uses a double-smoothed stochastic calculation for it's source input instead of traditional RSI. What is the double-smoothed stochastic? The Double Smoothed Stochastic indicator was created by William Blau. It applies Exponential Moving Averages (EMAs) of two different periods to a standard Stochastic %K. The components that construct the Stochastic Oscillator are first smoothed with the two EMAs. Then, the smoothed components are plugged into the standard Stochastic formula to calculate the indicator.' What is Qualitative Quantitative Estimation (QQE)? The Qualitative Quantitative Estimation (QQE) indicator works like a smoother version of the popular Relative Strength Index ( RSI ) indicator. QQE expands on RSI by adding two volatility based trailing stop lines. These trailing stop lines are composed of a fast and a slow moving Average True Range (ATR). There are many indicators for many purposes. Some of them are complex and some are comparatively easy to handle. The QQE indicator is a really useful analytical tool and one of the most accurate indicators. It offers numerous strategies for using the buy and sell signals. Essentially, it can help detect trend reversal and enter the trade at the most optimal positions. Included: Loxx's Expanded Source Types Alerts Signals Bar coloring
Indicador
por loxx
KDJ [JoseMetal]============ ENGLISH ============ - Description: This indicator is a modification of the common KDJ, as you may know the KDJ is just a Stochastic (K+D) with an extra line which is J, the J line can be used as "movement strength" filter and also for overbought and oversold conditions anticipating the K and D. In this particular modification I've tested many different settings to find the best possible ones, it also has customizable MA type for the calculation and a histogram calculated with the difference between J and D, this is useful to spot divergences and determine trend strength easily, the histogram has a smooth option to make it even more clearer. - Visual: So you have K and D from the Stochastic (green and red lines) as well as the J line (white). Then you have the histogram to show the difference between J and D, the histogram has a similar color scale as a MACD to determine the strength of the trend easily, lighter = stronger, darker = weaker, there are 2 default customizable color setups by the way. Crossovers between lines (which generates LONG and SHORT entries) are presented with a DOT (green for long and red for short). Background color also changes, green for bullish, red for bearish, crossovers also marks the background color even more. - Customization: As usual in my indicators, everything is customizable, you can pick yours, settings, colors, figures etc. - Usage and recommendations: I've tested many different setting setups, for now, the best are the default (14, 21, 21) for the KDJ and (7) for the histogram smooth, 20 and 80 for oversold and overbought levels. Histogram is great to spot divergences, I recommend to wait for a divergence on a 4H timeframe and wait for the LONG or SHORT signal to appear to enter a trade in the divergence direction. Enjoy! ============ ESPAÑOL ============ - Descripción: Éste indicador es una modificación del KDJ común, como sabrás el KDJ es solo un estocástico (K+D) con una línea extra que es la J, la línea J puede ser usada como filtro de "fuerza de movimiento" y también para condiciones de sobrecompra y sobreventa anticipando la K y la D. En esta modificación en particular he probado muchas configuraciones diferentes para encontrar las mejores posibles, también tiene un tipo de MA personalizable para el cálculo y un histograma calculado con la diferencia entre J y D, esto es útil para detectar divergencias y determinar la fuerza de la tendencia fácilmente, el histograma tiene una opción suave para hacerlo aún más claro. - Visual: Por lo tanto, tenemos por un lado la K y D del estocástico (líneas verde y roja), así como la línea J (blanco). Luego tenemos el histograma para mostrar la diferencia entre J y D, el histograma tiene una escala de colores similar a la del MACD para determinar la fuerza de la tendencia fácilmente, más claro = más fuerte, más oscuro = más débil, hay 2 escalas de color personalizables por defecto. Los cruces entre líneas (que generan entradas LARGAS y CORTAS) se presentan con un PUNTO (verde para LARGO y rojo para CORTO). El color de fondo también cambia, verde para alcista, rojo para bajista, los cruces también resaltan el color de fondo aún más. - Personalización: Como es habitual en mis indicadores, todo es personalizable, puedes elegir los tuyos, ajustes, colores, figuras, etc. - Uso y recomendaciones: He probado muchas configuraciones diferentes, por ahora, las mejores son las predeterminadas (14, 21, 21) para el KDJ y (7) para el histograma suave, 20 y 80 para los niveles de sobreventa y sobrecompra. El histograma es excelente para detectar divergencias, recomiendo esperar una divergencia en un marco de tiempo de 4H y esperar a que aparezca la señal de LARGO o CORTO para entrar en una operación en la dirección de la divergencia. ¡Que lo disfrutéis!
Indicador
por JoseMetal
9
Stochastic by BTBSA little word before you are going to use it, this indicator is just a MODIFIED script. The calculation part is NOT FROM ME , its still the original script by TradingView. The Usage is still the same as you can take out of the info tab by TradingView. The only difference is that the Color Changes red when: 1. %K is over 80 (Upper Band-High Band)=(OVERBOUGHT) 2. %D lays over %K (%D>%K) Changes green when: 1.%K is under 20 (Lower Band-Low Band)=(OVERSOLD) %K lays over %D (%K>%D) Tell me what I can add or do better :) Tag me if you use this in a public Analysis :)
Indicador
por bigtradesbigstacks
Jurik Smoothed Stochastic - TraderHalaiJurik Smoothed Stochastic The stochastic indicator has been long used by traders to identify inflection points in the price and to give a direction on Bullish and Bearish bias. This indicator aims to improve on the plots the %K value smoothed using a Jurik Filter instead of a simple moving average. This allows for a more adaptive K value average price, whilst also providing superior smoothing to traditional moving averages. As the Jurik Filter is a proprietary and non-open-source implementation, this script uses a common filters library implementation of Jurik MA which is a suitable proxy to the actual Jurik MA filter. Big thanks to LastGuru for making his version freely available. You can find his version of the Jurik Filters in the credits section below. %K is the Jurik Smoothed Version of the original Stochastic Formula %D is calculated using the following formula. This idea was borrowed from John Ehler’s stochastic implementation and can be seen below: %D = 0.05 + 0.95 * K Features %K line, Overbought and Oversold level and Mid Line Level Oversold / Overbought reversal indicators and signals - Shown in Red and Green Bullish / Bearish Divergences – Including Hidden divergences to spot reversals and continuations of trend (Big thanks to the developers of the built-in RSI Divergence indicator) - Shown as below: Bullish / Bearish crossover of %K with %D - Shown in Cyan and Fuschia Alerts for all of the above conditions Double Jurik smoothing mode - similar to slow Stochastic Credits : Massive shoutout to the following scripts: LastGuru JurikMA implementation (Common Filters Library) Divergence Indicator – Built into TradingView and coded by TradingView Developers This script is published as open source to allow for criticism, further development of this strategy and use by the community. Feel free to use this indicator/source code as you see fit. Enjoy! :)
Indicador
por TraderHalai
2
Digital Kahler Stochastic [Loxx]Digital Kahler Stochastic is a Digital Kahler filtered Stochastic. This modification significantly reduces noise. What is Digital Kahler? From Philipp Kahler's article for www.traders-mag.com, August 2008. "A Classic Indicator in a New Suit: Digital Stochastic" Digital Indicators Whenever you study the development of trading systems in particular, you will be struck in an extremely unpleasant way by the seemingly unmotivated indentations and changes in direction of each indicator. An experienced trader can recognise many false signals of the indicator on the basis of his solid background; a stupid trading system usually falls into any trap offered by the unclear indicator course. This is what motivated me to improve even further this and other indicators with the help of a relatively simple procedure. The goal of this development is to be able to use this indicator in a trading system with as few additional conditions as possible. Discretionary traders will likewise be happy about this clear course, which is not nerve-racking and makes concentrating on the essential elements of trading possible. How Is It Done? The digital stochastic is a child of the original indicator. We owe a debt of gratitude to George Lane for his idea to design an indicator which describes the position of the current price within the high-low range of the historical price movement. My contribution to this indicator is the changed pattern which improves the quality of the signal without generating too long delays in giving signals. The trick used to generate this “digital” behavior of the indicator. It can be used with most oscillators like RSI or CCI . First of all, the original is looked at. The indicator always moves between 0 and 100. The precise position of the indicator or its course relative to the trigger line are of no interest to me, I would just like to know whether the indicator is quoted below or above the value 50. This is tantamount to the question of whether the market is just trading above or below the middle of the high-low range of the past few days. If the market trades in the upper half of its high-low range, then the digital stochastic is given the value 1; if the original stochastic is below 50, then the value –1 is given. This leads to a sequence of 1/-1 values – the digital core of the new indicator. These values are subsequently smoothed by means of a short exponential moving average . This way minor false signals are eliminated and the indicator is given its typical form. Calculation The calculation is simple Step1: create the CCI Step 2: Use CCI as Fast MA and smoothed CCI as Slow MA Step 3: Multiple the Slow and Fast MAs by their respective input ratios, and then divide by their sum. if the result is greater than 0, then the result is 1, if it's less than 0 then the result is -1, then chart the data if ((slowr * slow_k + fastr * fast_k) / (fastr + slowr) > 50.0) temp := 1 if ((slowr * slow_k + fastr * fast_k) / (fastr + slowr) < 50.0) temp := -1 Step 4: Profit Other implementations of Digital Kahler This is to better understand the process the DK process and it's result, and furthermore, I'm linking these because for many in the Forex community, they see DK filtered indicators as the best implementations of standard indicators. Digital Kahler MACD VHF-Adaptive, Digital Kahler Variety RSI w/ Dynamic Zones Digital Kahler CCI Included: Bar coloring Signals Alerts Loxx's Expanded Source Types Loxx's Moving Averages
Indicador
por loxx
MACD + RSI with Trade SignalsThis indicator by default comes with the MACD shown but can be switched to show the RSI instead. Settings for each indicator can also be customized as well as Buy/Sell signals given based on pull back crossovers that follow the 200 EMA of the price Chart. There's an above/below middle fill option you can use but I tend not to but I know some traders like to see when an oscillator is above/below the middle and use it as a trend diretion. By the way, the fourth setting for the MACD (which is 2 by default) is the size of the histogram. Buy Signal = Price is above the 200 EMA. Current or previous MACD or RSI line is/was below middle line and now crossed above the signal line. Sell Signal = Price is below the 200 EMA. Current or previous MACD or RSI line is/was above middle line and now crossed below the signal line. There are alerts for each signal as well (MACD and RSI, both buy and sell). Feel free to leave a comment regarding issues or suggestions for this indicator or ideas for the next one I should do :)
Indicador
por theehoganator
8
Dynamic Zones of On Chart Stochastic [Loxx]Dynamic Zones of On Chart Stochastic is a Stochastic indicator that sits on top of the chart instead of below as an oscillator. Dynamic zone levels are included to find breakouts/breakdowns and reversals. What is the Stochastic Oscillator? A stochastic oscillator is a momentum indicator comparing a particular closing price of a security to a range of its prices over a certain period of time. The sensitivity of the oscillator to market movements is reducible by adjusting that time period or by taking a moving average of the result. It is used to generate overbought and oversold trading signals, utilizing a 0–100 bounded range of values. What are Dynamic Zones? As explained in "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl" Most indicators use a fixed zone for buy and sell signals. Here’ s a concept based on zones that are responsive to past levels of the indicator. One approach to active investing employs the use of oscillators to exploit tradable market trends. This investing style follows a very simple form of logic: Enter the market only when an oscillator has moved far above or below traditional trading lev- els. However, these oscillator- driven systems lack the ability to evolve with the market because they use fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market. And therein lies the problem. Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system’s mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market — bull or bear. Dynamic zones offer a solution to the problem of fixed buy and sell zones for any oscillator-driven system. An indicator’s extreme levels can be quantified using statistical methods. These extreme levels are calculated for a certain period and serve as the buy and sell zones for a trading system. The repetition of this statistical process for every value of the indicator creates values that become the dynamic zones. The zones are calculated in such a way that the probability of the indicator value rising above, or falling below, the dynamic zones is equal to a given probability input set by the trader. To better understand dynamic zones, let's first describe them mathematically and then explain their use. The dynamic zones definition: Find V such that: For dynamic zone buy: P{X <= V}=P1 For dynamic zone sell: P{X >= V}=P2 where P1 and P2 are the probabilities set by the trader, X is the value of the indicator for the selected period and V represents the value of the dynamic zone. The probability input P1 and P2 can be adjusted by the trader to encompass as much or as little data as the trader would like. The smaller the probability, the fewer data values above and below the dynamic zones. This translates into a wider range between the buy and sell zones. If a 10% probability is used for P1 and P2, only those data values that make up the top 10% and bottom 10% for an indicator are used in the construction of the zones. Of the values, 80% will fall between the two extreme levels. Because dynamic zone levels are penetrated so infrequently, when this happens, traders know that the market has truly moved into overbought or oversold territory. Calculating the Dynamic Zones The algorithm for the dynamic zones is a series of steps. First, decide the value of the lookback period t. Next, decide the value of the probability Pbuy for buy zone and value of the probability Psell for the sell zone. For i=1, to the last lookback period, build the distribution f(x) of the price during the lookback period i. Then find the value Vi1 such that the probability of the price less than or equal to Vi1 during the lookback period i is equal to Pbuy. Find the value Vi2 such that the probability of the price greater or equal to Vi2 during the lookback period i is equal to Psell. The sequence of Vi1 for all periods gives the buy zone. The sequence of Vi2 for all periods gives the sell zone. In the algorithm description, we have: Build the distribution f(x) of the price during the lookback period i. The distribution here is empirical namely, how many times a given value of x appeared during the lookback period. The problem is to find such x that the probability of a price being greater or equal to x will be equal to a probability selected by the user. Probability is the area under the distribution curve. The task is to find such value of x that the area under the distribution curve to the right of x will be equal to the probability selected by the user. That x is the dynamic zone. Included Bar coloring Signals Alerts 4 types of signal smoothing
Indicador
por loxx
Stochastic Slow and OBV Percent Oscillator Purpose - Stochastic is the best momentum indicator and On Balance Volume (OBV) is the best volume indicator. Why not combine both to come up with a more sophisticated oscillator? How It's Done - I had to put OBV as an oscillator (returning values between 0 and 100) in order to put it in the same pane with the slow stochastic oscillator. Otherwise, their synergy won't be that great. So, I have decided to visualize OBV as a percentage relative to selected period's high and low value. That way, I can keep the OBV value to stay within boundary. Interpretation 1. Dot color indicates the whether the stochastic K/OBV is over or below the stochastic D/Signal line. 2. When Stoch and OBV are moving in the same direction and are close together (on top of each other), this indicates a strong trend 3. When Stoch crosses up or down the OBV oscillator, it may indicate a trend reversal
Indicador
por Bhangerang
2
Easy Scalping by JayKasunBINANCE:BTCUSDTPERP This indicator can show stochastic RSI K and D line crosses and some candlestick patterns on chart. You can use this indicator to scalping, check usage for more info. Always backtest before trading with your real money. This indicator will also help mobile TradingView users to get an idea when getting stochastic RSI signals, they can use this indicator to check if stochastic RSI K and D crossed or not. ( Because they have limited area to view chart ) . 4 Exponential moving averages are there in the indicator with easy enable disable option. 9 , 21 , 55 , 100 is suggested as default values. Meanings of signs in chart Blue triangle bellow candle means it's a stochastic RSI K and D line cross in oversold level Red triangle above candle means it's a stochastic RSI K and D line cross in overbought level Green plus sign shows when EMA 50 crossover EMA 100 Red plus sign shows when EMA 50 cross bellow EMA 100 Features You can enable candlestick pattern displaying when stochastic RSI K and D cross happen. Check indicator settings. You can enable displaying ATR Trailing Stops in indicator settings. Indicator will only show blue triangle after Green plus sign and Red triangles after Red plus sign After you enable candlestick pattern option, stochastic RSI crosses with candlestick patterns will show in deferent colors. Blue triangle will turn into green and Red triangle into pink. Usage Use lower time frames like 5m or 15m After green plus sign, if price retouched 21 EMA or 55 EMA and blue triangle appeared , you can enter a long position. After red plus sign, if price retouched 21 EMA or 55 EMA and red triangle appeared , you can enter a short position. Always wait for candle close . signs of chart can be changed when candle closing. ( Does repaint until candle close ) Use ATR trailing to get a stop loss price. Use 1:1 or 1:0.5 Risk Reward ratio. Because it's scalping and lower time frame. Use more indicators like RSI to get more confirmations ( like divergences ) before entering a trade. Its more reliable. Candlestick Patterns Short names H - Hammer IH -Inverted Hammer BE - Bullish Engulfing ( green triangle ) BE - Bearish Engulfing ( pink triangle ) BH - Bullish Harami ( green triangle ) BH - Bearish Harami ( pink triangle ) I have included ATR + Trailing Stops by SimpleCryptoLife and Candlestick Patterns Identified (updated 3/11/15) by repo32 this is a combination of multiple indicators credit goes to original creators of above indicators
Indicador
por chnthkksn
3
DMI Stochastic Extreme Refurbished█ CONCEPTS DMI Stochastic Extreme was originally published by Barbara Star, PhD, in TASC magazine of January 2013. Basically it describes an improved version of the ADX DI+/DI- indicator, created by J. Welles Wilder. In the setup described by the author, the DMI Oscillator is used together with a stochastic oscillator of DMI. First, the DMI Oscillator is obtained by subtracting the minus directional movement indicator value (DI-) from the plus directional movement value (DI+). The final result is the "DMI Stochastic Extreme" indicator, in which the stochastic oscillator is calculated. Only instead of using the price value, the stochastic is obtained through the DMI value. █ Goals The final indicator described by Barbara is the Stochastic Oscillator of DMI. However, to use the DMI oscillator together (as described in the magazine), it is necessary to plot it in a separate indicator, which consumes screen space. That's why the idea of ​​joining both the DMI oscillator and the DMI Stochastic Oscillator into one thing came up, optimizing the visualization. Taking advantage of the fact that my hands are already dirty :), I created some fine adjustments. █ HOW TO USE IT Here are some examples: 1. With default params: 2. With custom DI Length of 21 (Histogram), DI Length of 13 (for Stoch Oscilator), Stoch Length of 5, and another theme. 3. Another params with less noise: █ THANKS AND CREDITS - Barbara Star (original creator) - ucsgears (arrow logic)
Indicador
por andre_007
4