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MegaChangeThe MegaChange indicator is a traditional Change - on steroids!
This indicator visualizes the Change from the current bar to the one before.
Besides showing the standard change (% change from the previous bar's Last to current bar's Last),
the indicator also includes the % change from the previous bar's Last
to current bar's High, and to current bar's Low.
The result is always in percentage.
"green" days and "red" days are separated so you can always see on the scales the change for
the last green day and the change for the last red day (only one of whom is the current change).
The indicator demonstrates "how far" the change has gone each way, and where is it currently.
Here's an example, using the chart above:
When we look at the big red candle we might see it as a very bad sign. (With the blue bubble next to it)
When we examine that candle with this indicator - the MegaChange - we can observe that the downside
is very small in comparison to the Upside that came before that. (Tagged as 1)
On the next candle (Tagged as 2) we can see a small tail representing the stock price going down
and coming most of the way back. returning from -16% to only -4% after moving more than +170% only 2 days earlier!
This might mean that the buyers are coming back and they're chasing the stock again for another run (long).
This is an example of how the indicator might indicate future moves, when we might think the move is already over.
Looking at the chart alone might be frightening, but using the indicator makes a change, as we can see that's the downside
was really small relative to the upside. The small tail from the last day might tell us that the buyers are coming back,
and that the stock might still have a potential Upside.
fill free to ask any questions, or tell me if you find this indicator helpful, and how. 指标
Logistic RSI, STOCH, ROC, AO, ... by DGTExperimental attemt of applying Logistic Map Equation for some of widly used indicators.
With this study "Awesome Oscillator (AO)", "Rate of Change (ROC)", "Relative Strength Index (RSI)", "Stochastic (STOCH)" and a custom interpretation of Logistic Map Equation is presented
Calculations with Logistic Map Equation makes sense when the calculated results are iterated many times within the same equation.
Here is the Logistic Map Equation : Xn+1 = r * Xn * (1 - Xn)
Where, the value of r is the key for this equation which changes amazingly the behaviour of the Logistic Map.
The value we have asigned for r is less then 1 and greater than 0 ( 0 < r < 1) and in this case the iterations performed with the maximum number of output series allowed by Pine is quite enough for our purpose and thanks to arrays we can easiliy store them for further processing
What we have as output:
Each iteration result is then plotted (excluding plotting the first iteration), as circles or line based on user preference
Values above and below zero level (0) are coloured differently to emphasis bull and bear power
Finally Standard Deviation of Array's Elements is ploted as line. Users may choose to display this line only
So where it comes the indicators "Awesome Oscillator (AO)", "Rate of Change (ROC)", "Relative Strength Index (RSI)", "Stochastic (STOCH)".
Those are the indicators whose values are assigned to our key varaiable in the Logistic Map equation forulma which is r
Further details regarding Logistic Map can found under the description of “Logistic EMA w/ Signals by DGT” study
Disclaimer:
Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
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Higher High / Lower Low StrategyThis is a very simple trend following strategy for Day Trading. The premise is to follow the Moving Average for the trend direction and buy/sell the dips and blips in the trend.
1. In an uptrend, when the candle action offers a "dip", or a lower high, the strategy will then buy on the close of the candle that breaks the high of the previous candle.
2. In a downtrend, when the candle action offers a"blip", or a higher low, the strategy will then sell on the close of the candle that breaks the low of the previous candle.
3. The strategy will go Long only or Short only, not both. It must be manually reversed in the settings when a new trend is established.
4. The start month and year allow you to backtest from then until now. It's not one month at a time.
5. The strategy uses a reversal of the Stochastic %K variable as the exist. The setting for Period K controls the exit for backtesting purposes.
6. The strategy uses a moving average to determine the trend. The setting for the Period MA controls the SMA.
7. The strategy has the option of filtering the number of trades based on the direction of the MACD and/or the Signal line. This can either reduce or increase the probability, and is highly dependent on the price action of the instrument.
WARNING: I am not a licensed financial advisor. This script is intended for entertainment purposes only. I highly recommend you manually enter and exit positions per your own Trading Rules, and do not blindly follow any software or recommendation. Use of this script is elective and at your own discretion, and risk.
If you like this script, please give it a Thumb's Up, and leave a comment. If you would like any custom scripts developed, contact me to discuss it. All of my work here is open and available, free of charge. It can be copied and edited to suit your needs. 策略
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Momentum Acceleration by DGTItalian physicist Galileo Galilei is usually credited with being the first to measure speed by considering the distance covered and the time it takes. Galileo defined speed as the distance covered during a period of time. In equation form, that is v = Δd / Δt where v is speed, Δd is change in distance, and Δt is change in time. The Greek symbol for delta, a triangle (Δ), means change.
Is the speed getting faster or slower?
Acceleration will be the answer, acceleration is defined as the rate of change of speed over a set period of time, meaning something is getting faster or slower. Mathematically expressed, acceleration denoted as a is a = Δv / Δt , where Δv is the change in speed and Δt is the change in time.
How to apply in trading
Lets think about Momentum, Rate of Return, Rate of Change all are calculated in almost same approach with Speed
Momentum measures change in price over a specified time period,
Rate of Change measures percent change in price over a specified time period,
Rate of Return measures the net gain or loss over a specified time period,
And Speed measures change in distance over a specified time period
So we may state that measuring the change in distance is also measuring the change in price over a specified time period which is length, hence
speed can be calculated as (source – source )/length and acceleration becomes (speed – speed )/length
In this study acceleration is used as signal line and result plotted as arrows demonstrating bull or bear direction where direction changes can be considered as trading setups
Just a little fun, since we deal with speed the short name of the study is named after famous cartoon character Speedy Gonzales
Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
Disclaimer: The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
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Rate Of Change - Weekly SignalsRate of Change - Weekly Signals
This indicator gives a potential "buy signal" using Rate of Change of SPX and VIX together,
using the following criteria:
SPX Weekly ROC(10) has been BELOW -9 and now rises ABOVE -5
*PLUS*
VIX Weekly ROC(10) has been ABOVE +80 and now falls BELOW +10
The background will turn RED when ROC(SPX) is below -9 and ROC(VIX) is above +80.
The background will turn GREEN when ROC(SPX) is above -5 and ROC(VIX) is below +10.
So the potential "buy signal" is when you start to get GREEN BARS AFTER RED - usually with
some white/empty bars in between...but wait for the green. This indicates that the volatility
has settled down, and the market is starting to turn up.
This indicator gives excellent entry points, but be careful of the occasional false signals.
See Nov. 2001 and Nov. 2008, in both cases the market dropped another 25-30% before the final
bottom was formed. Always have an exit strategy, especially when buying in after a downtrend.
How I use this indicator, pretty much as shown in the preview. Weekly SPX as the main chart with
some medium/long moving averages to identify the trend, VIX added as a "Compare Symbol" in red,
and then the Weekly ROC signals below.
For the ROC graphs, you can show SPX+VIX together, SPX alone, or VIX alone. I prefer to display
them separately because they don't scale well together (VIX crowds out the SPX when it spikes).
Background color is still based on both SPX/VIX together, regardless of which graph is shown.
Note that there is no VIX data available on Trading View prior to 1990, so for those dates the
formula is using only ROC(SPX) and the assigned thresholds (-9 and -5, or whatever you choose).
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