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MACD (移動平均収束拡散手法)

Normalized MACD with RSI [bkeevil]This indicator normalizes the MACD and RSI indicators to a range between -1.0 and 1.0 so they can be displayed together on the same chart to save screen real-estate. While the MACD is a good indicator to detect trend changes, in some circumstances (such as a sideways range market) it can give false signals. The MACD is more likely to give a false signal when the RSI indicator is close to the centerline than if the RSI is signaling an overbought or oversold condition. Thus the RSI indicator and MACD indicator are commonly used together. I have included a few features found in other MACD indicators that I have found helpful: MACD line changes color if it is rising or falling Dots at the MACD line to signal crossovers The MACD signal line is hidden it by default as the information it contains is redundant. Hiding the signal line makes the indicator less busy.
インジケーター
bkeevilの投稿
2
Smoother Momentum MACD w/ DSL [Loxx]Smoother Momentum MACD w/ DSL uses two different EMA calculations to derive momentum and then calculates the MACD between those momentum outputs. This indicator uses a variation of Discontinued Signal Lines for the breakout/breakdown/reversal signals . There are three different signal types: middle, levels, and slope. I've also added alerts and signals. The discontinued signal lines can be smoothed using EMA or Fast EMA. 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: Loxx's Expanded Source Types Alerts Signals Bar coloring Other momentum indicators CFB-Adaptive Velocity Histogram Variety-Filtered, Squeeze Moving Averages William Blau Ergodic Tick Volume Indicator (TVI)
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loxxの投稿
Hodrick-Prescott MACD [Loxx]Hodrick-Prescott MACD is a MACD indicator using a Hodrick-Prescott Filter. What is Hodrick–Prescott filter? The Hodrick–Prescott filter (also known as Hodrick–Prescott decomposition) is a mathematical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series from raw data. It is used to obtain a smoothed-curve representation of a time series, one that is more sensitive to long-term than to short-term fluctuations. The adjustment of the sensitivity of the trend to short-term fluctuations is achieved by modifying a multiplier Lambda. The filter was popularized in the field of economics in the 1990s by economists Robert J. Hodrick and Nobel Memorial Prize winner Edward C. Prescott, though it was first proposed much earlier by E. T. Whittaker in 1923. There are some drawbacks to use the HP filter than you can read here: en.wikipedia.org Included Bar coloring 3 types of signals Alerts Loxx's Expanded Source Types
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loxxの投稿
Digital Kahler MACD [Loxx]Digital Kahler MACD is a MACD indicator that uses an extreme noise reduction algorithm by Philipp Kahler. For our purposes here, we call it Digital Kahler. 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. Included: Bar coloring Signals Alerts Loxx's Expanded Source Types Loxx's Moving Averages
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loxxの投稿
MAPM-V1Greetings dear traders! I would like to introduce you the script for testing the strategy by crossing two signal EMAs based on the MACD indicator. In the strategy itself: The entry is made as a percentage of the deposit by EMA crossings. There are additional purchases, they are set from the entry price for a given percentage in the opposite direction of the transaction. The distance in percentage from the entry price, on which the additional purchase is exposed, is set in the StepAddPurchases parameter. The Martingale parameter increases the initially purchased amount of the base traded cryptocurrency in each additional purchase. The essence of the strategy is to trade a large number of pairs in order to diversify risks and obtain a stable income. It is desirable to enter each trading pair with a small percentage of the deposit. The optimization result shows the trading result for the period of 5000 bars (the platform does not give more history) on 10% of the deposit for the first transaction, the addition will also take place on initially bought amount of base traded cryptocurrency, multiplied by the martingale parameter, raised by the number of addition. The strategy will still be updated, so see you soon!
ストラテジー
TradingSoft_techの投稿
3
Nyquist Moving Average (NMA) MACD [Loxx]Nyquist Moving Average (NMA) MACD is a MACD indicator using Nyquist Moving Average for its calculation. What is the Nyquist Moving Average? A moving average outlined originally developed by Dr . Manfred G. Dürschner in his paper "Gleitende Durchschnitte 3.0". In signal processing theory, the application of a MA to itself can be seen as a Sampling procedure. The sampled signal is the MA (referred to as MA.) and the sampling signal is the MA as well (referred to as MA). If additional periodic cycles which are not included in the price series are to be avoided sampling must obey the Nyquist Criterion. It can be concluded that the Moving Averages 3.0 on the basis of the Nyquist Criterion bring about a significant improvement compared with the Moving Averages 2.0 and 1.0. Additionally, the efficiency of the Moving Averages 3.0 can be proven in the result of a trading system with NWMA as basis. What is the MACD? Moving average convergence divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average (EMA) from the 12-period EMA. The result of that calculation is the MACD line. A nine-day EMA of the MACD called the "signal line," is then plotted on top of the MACD line, which can function as a trigger for buy and sell signals. Traders may buy the security when the MACD crosses above its signal line and sell—or short—the security when the MACD crosses below the signal line. Moving average convergence divergence (MACD) indicators can be interpreted in several ways, but the more common methods are crossovers, divergences, and rapid rises/falls. Included Bar coloring 2 types of signal output options Alerts Loxx's Expanded Source Types
インジケーター
loxxの投稿
1
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 :)
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theehoganatorの投稿
8
Fisher Transform of MACD w/ Quantile Bands [Loxx]Fisher Transform of MACD w/ Quantile Bands is a Fisher Transform indicator with Quantile Bands that takes as it's source a MACD. The MACD has two different source inputs for fast and slow moving averages. What is Fisher Transform? The Fisher Transform is a technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend. What is Quantile Bands? In statistics and the theory of probability, quantiles are cutpoints dividing the range of a probability distribution into contiguous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one less quantile than the number of groups created. Thus quartiles are the three cut points that will divide a dataset into four equal-size groups (cf. depicted example). Common quantiles have special names: for instance quartile, decile (creating 10 groups: see below for more). The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points. q-Quantiles are values that partition a finite set of values into q subsets of (nearly) equal sizes. There are q − 1 of the q-quantiles, one for each integer k satisfying 0 < k < q. In some cases the value of a quantile may not be uniquely determined, as can be the case for the median (2-quantile) of a uniform probability distribution on a set of even size. Quantiles can also be applied to continuous distributions, providing a way to generalize rank statistics to continuous variables. When the cumulative distribution function of a random variable is known, the q-quantiles are the application of the quantile function (the inverse function of the cumulative distribution function) to the values {1/q, 2/q, …, (q − 1)/q}. What is MACD? Moving average convergence divergence ( MACD ) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average ( EMA ) from the 12-period EMA . Included: Zero-line and signal cross options for bar coloring, signals, and alerts Alerts Signals Loxx's Expanded Source Types 35+ moving average types
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loxxの投稿
PA-Adaptive MACD w/ Variety Levels [Loxx]PA-Adaptive MACD w/ Variety Levels is a Phase Accumulation Adaptive MACD with both floating and quantile levels. This is tuned for Forex. You'll have to adjust the Phase Accumulation Cycle settings to work for crypto and stock markets. What is MACD? Moving average convergence divergence ( MACD ) is a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period exponential moving average ( EMA ) from the 12-period EMA . What is the Phase Accumulation Cycle? The phase accumulation method of computing the dominant cycle is perhaps the easiest to comprehend. In this technique, we measure the phase at each sample by taking the arctangent of the ratio of the quadrature component to the in-phase component. A delta phase is generated by taking the difference of the phase between successive samples. At each sample we can then look backwards, adding up the delta phases.When the sum of the delta phases reaches 360 degrees, we must have passed through one full cycle, on average.The process is repeated for each new sample. The phase accumulation method of cycle measurement always uses one full cycle’s worth of historical data.This is both an advantage and a disadvantage.The advantage is the lag in obtaining the answer scales directly with the cycle period.That is, the measurement of a short cycle period has less lag than the measurement of a longer cycle period. However, the number of samples used in making the measurement means the averaging period is variable with cycle period. longer averaging reduces the noise level compared to the signal.Therefore, shorter cycle periods necessarily have a higher out- put signal-to-noise ratio. Included: Zero-line and signal cross options for bar coloring, signals, and alerts Alerts Signals Loxx's Expanded Source Types 4 moving average types
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loxxの投稿
1
MACD DEMA by ToffMACD DEMA by Toff converted to version 5 Changed Histogram formatting Changed MACD plot to indicate macd direction change //@version=5 //by ToFFF converted to version 5, changed histogram formating changed macd plot to show macd direction changed with lighter color indicator('MACD DEMA', timeframe = "", timeframe_gaps=true) sma = input(12,title='DEMA Short') lma = input(26,title='DEMA Long') tsp = input(9,title='Signal') lines = input(true,title="Lines") col_grow_above = input(#26A69A, "Above   Grow", group="Histogram", inline="Above") col_fall_above = input(#B2DFDB, "Fall", group="Histogram", inline="Above") col_grow_below = input(#FFCDD2, "Below Grow", group="Histogram", inline="Below") col_fall_below = input(#FF5252, "Fall", group="Histogram", inline="Below") col_macd = input(#2962FF, "MACD Line  ", group="Color Settings", inline="MACD") col_signal = input(#FF6D00, "Signal Line  ", group="Color Settings", inline="Signal") col_macd_i = #0000FF col_macd_d = #66FFFF slowa = ta.ema(close,lma) slowb = ta.ema(slowa,lma) DEMAslow = ((2 * slowa) - slowb) fasta = ta.ema(close,sma) fastb = ta.ema(fasta,sma) DEMAfast = ((2 * fasta) - fastb) MACD = (DEMAfast - DEMAslow) signala = ta.ema(MACD, tsp) signalb = ta.ema(signala, tsp) signal = ((2 * signala) - signalb) hist = (MACD - signal) //swap1 = MACDZeroLag>0?green:red plot(hist,style=plot.style_columns, color=(hist>=0 ? (hist < hist ? col_grow_above : col_fall_above) : (hist < hist ? col_grow_below : col_fall_below)),title='HIST') p1 = plot(lines?MACD:na,style = plot.style_line, color=(MACD < MACD) ? col_macd_i : col_macd_d , linewidth =3,title='MACD') p2 = plot(lines?signal:na, color=col_signal, linewidth =2,title='Signal') hline(0)
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shawn4812の投稿
Inverse MACD + DMI Scalping with Volatility Stop (By Coinrule)This script is focused on shorting during downtrends and utilises two strength based indicators to provide confluence that the start of a short-term downtrend has occurred - catching the opportunity as soon as possible. This script can work well on coins you are planning to hodl for long-term and works especially well whilst using an automated bot that can execute your trades for you. It allows you to hedge your investment by allocating a % of your coins to trade with, whilst not risking your entire holding. This mitigates unrealised losses from hodling as it provides additional cash from the profits made. You can then choose to hodl this cash, or use it to reinvest when the market reaches attractive buying levels. Alternatively, you can use this when trading contracts on futures markets where there is no need to already own the underlying asset prior to shorting it. ENTRY The trading system uses the Momentum Average Convergence Divergence (MACD) indicator and the Directional Movement Index (DMI) indicator to confirm when the best time is for selling. Combining these two indicators prevents trading during uptrends and reduces the likelihood of getting stuck in a market with low volatility. The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 12-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9. The DMI indicates what way price is trending and compares prior lows and highs with two lines drawn between each - the positive directional movement line (+DI) and the negative directional movement line (-DI). The trend can be interpreted by comparing the two lines and what line is greater. When the negative DMI is greater than the positive DMI, there are more chances that the asset is trading in a sustained downtrend, and vice versa. The system will enter trades when two conditions are met: 1) The MACD histogram turns bearish. 2) When the negative DMI is greater than the positive DMI. EXIT The strategy comes with a fixed take profit combined with a volatility stop, which acts as a trailing stop to adapt to the trend's strength. Depending on your long-term confidence in the asset, you can edit the fixed take profit to be more conservative or aggressive. The position is closed when: Take-Profit Exit: +8% price decrease from entry price. OR Stop-Loss Exit: Price crosses above the volatility stop. In general, this approach suits medium to long term strategies. The backtesting for this strategy begins on 1 April 2022 to 18 July 2022 in order to demonstrate its results in a bear market. Back testing it further from the beginning of 2022 onwards further also produces good returns. Pairs that produce very strong results include SOLUSDT on the 45m timeframe, MATICUSDT on the 2h timeframe, and AVAUSDT on the 1h timeframe. Generally, the back testing suggests that it works best on the 45m/1h timeframe across most pairs. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance.
ストラテジー
Coinruleの投稿
1
Sherry on Crypto - MACD ScalpingThis indicator is originally made by someone else, I just modified it to increase its win rate. How to use this indicator? Step 1: This indicator only works in 5 minutes timeframe (BTC) . Apply 5 minutes timeframe in Tradingview. Step 2: Apply 2 EMA(s), 1st EMA length 50, 2nd EMA length 200. Step 3: Draw support and resistance and understand price action as well. Step 4: Use RSI along with this indicator. Strategy: When you see a down tick on the MACD in 5 minutes timeframe, you are allow to take a long position. When you see an up tick on the MACD in 5 minutes timeframe, you are allow to take a Short position, but RSI should be Included (you can do your own settings of RSI). Recommended TP 0.50 and SL 0.40.
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SherrySOCの投稿
1
Variety Moving Average Waddah Attar Explosion (WAE) [Loxx]Variety Moving Average Waddah Attar Explosion is a Waddah Attar Explosion after the original version created over a decade ago. This version has ATR and Pips calculated dead-zone as well as 35+ moving averages to choose from for all moving average calculations. What is Waddah Attar Explosion? Waddah Attar Explosion is a momentum indicator that accounts for volatility in the market. It is the combination of MACD and Bollinger Bands with volatility cutoffs to determine entry and exit points. How to use: Strong uptrend when dark green arrow points up Weak uptrend when light green arrow points up Strong downtrend when dark red arrow points down Weak downtrend when light red arrow points down Included: 35+ moving averages Controls over explosion and trend filtering Bar coloring Dead-zone coloring ATR and Pips-based dead zone cutoffs Alerts
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loxxの投稿
5
MACD S/R signal indicatorI've based the script on my MACDs/r indicator. I think it works better on higher timeframes, this is just an experiment, please feel free to modify it. I have been testing it with parabolic SARS to know when to exit the trades. Exit condition: if I'm in a log position and the price is below the last bearish parabolic SARS dot I exit the trade and the opposite for shorts DISCLAIMER: Is just an experiment and I haven't test it with real money, be careful
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miguel42815の投稿
2
MACD Potential Divergence - FontiramisuIndicator showing potential momentum divergences on MACD Momentum. The problem with the classic divergence is that when the signal appears, it is sometimes too late to enter a trade . The potential divergence corrects this problem by signaling the beginning of a potential divergence . MACD is a momentum indicator that offers relevant insights with divergences. Potential divergences are indicated with the letter B and a red color for Bearish Div or Green color for Bullish Div . Potential divergence is confirmed when the line and the label "Bear"' or "Bull" appear.
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Fontiramisuの投稿
6
ComiCo - Joel on Crypto - MACD ScalpingThis is a modified (hopefully improved) version of the "Joel on Crypto - MACD Scalping" indicator. It got turned into a strategy, and added some extra filters, like number of trades after EMA cross, minimal EMA distance (EMA 50's distance from the EMA 200). It is just an experiment to see how good this scalping strategy can get. Play around with it and let me know if you found good settings, or just have a comment on it. I could get fairly good results on BTCUSDT 5m with these settings (all others left on default values): Ticks Avg. Multiplier = 1.4 Max trades after EMA cross = 16 Limit Price Difference = 0 Take Profit = 0.0065 Stop Loss = 0.0085 Min EMA difference = 110 Pyramiding = 3
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bkomoroczyの投稿
29
WSTF RSI2 IndicatorThis is the Indicator replicating the basic RSI(2) created by Wilders. Buy condition: (RSI(2) crossed under 10) & (close > EMA(200)) & (EMA(5) > close) Sell condition: (RSI(2) crossed over 90) & (close < EMA(200)) & (EMA(5) < close) You can play around with the script by adjusting the RSI Values, EMA values and crossover & crossunder threshold. We will update the script with new features in the futures. Please don't hesitate to share some Ideas or Feedbacks, we would be happy to improve the script for you ! Have fun ! WS TradingFactory
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WS_TradingFactoryの投稿