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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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Estrategia
Cycles StrategyThis is back-testable strategy is a modified version of the Stochastic strategy. It is meant to accompany the modified Stochastic indicator: "Cycles".
Modifications to the Stochastic strategy include;
1. Programmable settings for the Stochastic Periods (%K, %D and Smooth %K).
2. Programmable settings for the MACD Periods (Fast, Slow, Smoothing)
3. Programmable thresholds for %K, to qualify a potential entry strategy.
4. Programmable thresholds for %D, to qualify a potential exit strategy.
5. Buttons to choose which components to use in the trading algorithm.
6. Choose the month and year to back test.
The trading algorithm:
1. When %K exceeds the upper/lower threshold and then hooks down/up, in the direction of the Moving Average (MA). This is the minimum entry qualification.
2. When %D exceeds the lower/upper threshold and angled in the direction of the trade, is the exit qualification.
3. Additional entry filters include the direction of MACD, Signal and %D. Also, the "cliff", being a long entry is a higher high or a short entry is a lower low.
4. Strategy can only go "Long" or "Short" depending on the selected setting.
5. By matching the settings in the "Cycles" indicator, you can (almost) see what the strategy is doing.
6. Be sure to select the "Recalculate" buttons, to recalculate on every new Tick, for best results.
Please click the Like button and leave a comment if you appreciate this script. Improvements will be implemented as time goes on.
I am not a licensed trade advisor. This strategy is for entertainment only. Use at your own risk!
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Stoch X, an Indicator of Indicators by DGTStochastic refers to a randomly determined process and financial markets use stochastic models to represent the seemingly random behaviour of assets and then used by quantitative analysts to value options on asset prices
The stochastic oscillator, developed by George Lane, presents the location of the closing price of a stock in relation to the high and low range of the price of a stock over a period of time. Lane has said that the stochastic oscillator does not follow price or volume or anything similar. He indicates that the oscillator follows the speed or momentum of price.
Traditionally, readings over 80 are considered in the overbought range, and readings under 20 are considered oversold. Please note that, very strong trends can maintain overbought or oversold conditions for an extended period and traders should look to changes in the stochastic oscillator for clues about future trend shifts. It is advised to check the higher timeframe of your trading timeframe and see where you are in the “big picture”
Signal crosses , intersection of stochastic and its signal line is considered to be a signal that a reversal may be in the works
Divergence between the stochastic oscillator and trending price action is also seen as an important reversal signal
Lane also reveals in interviews that, as a rule, the momentum or speed of the price of a stock changes before the price changes itself . In this way, the stochastic oscillator can be used to foreshadow reversals when the indicator reveals bullish or bearish divergences. This signal is the first, and arguably the most important, trading signal Lane identified.
What is Stochastic X ?
Stochastic X , is essentially an indicator of an indicator, providing stochastic calculation to some of well known indicators, such as RSI, MFI, OBV, etc. This means that it is a measure of selected specific indicator relative to its own high/low range over a user defined period of time.
Features of Stoch X
1- Displays Stoch of and indicator plus a companion indicator (companion display can be disabled from user dialog box)
Available options
Stoch Source plus PM A, where Source is close price and PMA refers to Price Distance to its Moving Average (for further details you may check my study of Price Distance to its MA by DGT, and different application of distance concept available with “MACD-X, More Than MACD" And “P-MACD”)
Stoch RSI plus RSI , Stoch RSI, developed by Tushar Chande and Stanley Kroll, is a build-in indicator available on Trading View, where Stoch X adds RSI as a companion indicator to Stoch RSI
Stoch MFI and MFI , where MFI is Money Flow Index, measures buying and selling pressure through analyzing both price and volume
Stoch OBV + VO , Where OBV is On Balance Volume, is a momentum indicator that measures positive and negative volume flow. VO stands for Volume Oscillator which aims to confirm a market turnaround or trend reversal
Stoch EWO + EWO , EWO stands for Elliott Wave Oscillator
By default the threshold levels are indicated and are displayed differently for the regular Stoch or Stoch RSI. Overbought band (70-80), oversold band (20-30) and middle line (0) are emphasized
Warning : Centered Oscillators base line is moved from 0 to 50 to better suit with Stoch X, which is applied to PMA, VO and EWO
2- Can be plotted along with Stoch in the same window using the same scaling
To avoid misinterpreting the area between Stoch X and its Signal Line is highlighted automatically in case Stoch is selected to be plotted
3- Squeeze Indicator added as Add-on in the bottom of the Stoch X
During volatile market conditions the stochastic oscillator has been known to produce false signals. One way to help with this is to take the price trend as a filter, or basic chart pattern analysis can help to identify major, underlying trends and increase the Stoch X's accuracy.
This study implements Squeeze Indicator to help and add additional insight for filtering false signals. Blue diamond shapes indicates the squeeze release, that is volatility increased and according to momentum direction the buy/sell possibility can be considered. Orange ones displays consolidation periods, that is low volatility and the market is assumed to be in squeeze and no trade is recommended. in this phase.
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 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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