Financial Astrology Vesta LongitudeVesta is one of the largest objects in the asteroid belt between Mars and Jupiter, the orbit duration is 3.63 years and seems to be very relevant celestial object in financial astrology. The experienced financial astrologer "Bill Meridian" indicates that this asteroid rules the security business, and paper securities such as bonds and stocks. We have confirmed through statistical research that adding this asteroid to astrology machine learning models provides an increase in daily trend predictions accuracy for crypto-currencies sector.
Our statistical analysis of Vesta zodiac sign location concluded that when is transiting the signs of Aries, Gemini, Cancer, Leo and Libra the daily trend is 59% or more of the days bullish. When Vesta is located at Capricorn is very bearish with 60% of the daily trend going in downward direction. In the other zodiac signs the daily trend was neutral showing most of the time a sideways pattern.
Is very interesting to note that the exact date July 21, 2021, when Vesta entered in Libra BTCUSD started the last bullish wave that finally broke the congestion zone of the 30K-35K and started a new bullish optimism. Pay attention on what happened in the previous cycle when Vesta was located in Libra and do your conclusions.
Note: Vesta longitude indicator is based on an ephemeris array that covers years 2010 to 2030, prior or after this years the data is not available, this daily ephemeris are based on UTC time so in order to align properly with the price bars times you should set UTC as your chart timezone.
חפש סקריפטים עבור "2021年黄金价格走势"
Moving Average Band Width [CC]The Moving Average Band Width was created by Vitali Apirine (Stocks and Commodities Aug 2021 pg 25) and this is of course an extension based on my previous Moving Average Bands script. For those of you that aren't aware, the Band Width indicator is an indicator that tells you how close the upper and lower bands are to each other which is a great determination of how volatility is increasing or decreasing. This acts as both a trend indicator and a volatility indicator. I have included strong buy and sell signals in addition to normal ones so stronger signals are darker in color and normal ones are lighter. A great buy signal is when you are in an uptrend (so the line is green already) and the indicator line is moving up which means strong underlying volatility.
Let me know if there are any other indicators or scripts you would like to see me publish!
Tendies Heist Auto Compounding ExampleThis is an example of how we can use compounding to control our position size. This example shows how we can automatically add and reduce position size based on account equity. The "initial capital" in properties is the starting account equity. At default its set to 100,000. If our max position size is set to 25 then the very first position that's taken has a position size of 10, IF our leverage is set to 10,000. Account equity divided by leverage equals position size. So in that example 100,000 divided by 10,000 in leverage gives us a max position size of 10. However the max position size was set to 25 meaning we would need 250k in equity for it to open a position size of 25 with the leverage set at 10k. Now if the initial capital was set to 100,000 and the max position size was set to 5 and leverage remained at 10,000, all though 100,000 divided by 10,000 equals 10 it will ONLY open a position size of 5, because the max position size in this example was set at 5. Since this works for strategies you may look through the trade log on the posted back test and check out the position size, you can see in this back test the default 100k is used for the initial capital and the default 10k was used for the leverage. You will be able to see as this logic loses money it takes contracts away and as it gains money it adds contracts. I'm using trading view's basic strategy logic example to provide an example of how the compounding logic works.
Note, don't forget to add the syntax below to your strategy.entry call for this logic to work.
qty = size
Tendies Heist LLC 2021
KINSKI Volume Regression TrendRegression trends are typically used to determine when a price is unusually far from its baseline. The script calculates the linear regression of volume and price to determine the trend direction and strength. This can be used to determine the volume support for upward/downward trends.
As a special feature, this indicator allows you to choose from three (as of 07/20/2021) templates with special presets.
The following templates are available:
"Precise" (Period: 4, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1).
"Smooth" (Period: 4, Smoothing Factor Type: "RMA", Smoothing Factor Length = 2)
"Long Term (Period: 20, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1)
In the selection for templates, the option "DISABLED" can also be selected. Then the user-defined settings selectable under it take effect. There are the following setting options.
"Length": Adjustable period
"Smoothing Factor: Type": Type of moving average
"Smoothing Factor: Length": Adjustable period
Other setting options are:
Color codes: The color codes are explained in the settings
Display types: "Columns", "Histogram", "Area", "Line", "Stepline"
Financial Astrology Indexes ML Daily TrendDaily trend indicator based on financial astrology cycles detected with advanced machine learning techniques for some of the most important market indexes: DJI, UK100, SPX, IBC, IXIC, NI225, BANKNIFTY, NIFTY and GLD fund (not index) for Gold predictions. The daily price trend is forecasted through planets cycles (angular aspects, speed phases, declination zone), fast cycles are based on Moon, Mercury, Venus and Sun and Mid term cycles are based on Mars, Vesta and Ceres . The combination of all this cycles produce a daily price trend prediction that is encoded into a PineScript array using binary format "0 or 1" that represent sell and buy signals respectively. The indicator provides signals since 2021-01-01 to 2022-12-31, the past months signals purpose is to support backtesting of the indicator combined with other technical indicator entries like MAs, RSI or Stochastic . For future predictions besides 2022 a machine learning models re-train phase will be required.
When the signal moving average is increasing from 0 to 1 indicates an increase of buy force, when is decreasing from 1 to 0 indicates an increase in sell force, finally, when is sideways around the 0.4-0.6 area predicts a period of buy/sell forces equilibrium, traders indecision which result in a price congestion within a narrow price range.
We also have published same indicator for Crypto-Currencies research portfolio:
DISCLAIMER: This indicator is experimental and don’t provide financial or investment advice, the main purpose is to demonstrate the predictive power of financial astrology. Any allocation of funds following the documented machine learning model prediction is a high-risk endeavour and it’s the users responsibility to practice healthy risk management according to your situation.
Financial Astrology Neptune LongitudeNeptune energy influence the charity, confusion, imagination, waste, crime, intuition, occult, scandal, illusion and dreams. It rules the industries related to chemicals, gas and oil, drugs and alcoholic beverages, scams, non profit organisations, spirituality. The last decade Neptune have been traveling through Piscis sign which caused humanity to have an illusion that economical growth don't have limits, as consequence we saw US indexes growth toward new all time highs. However, Neptune is close to leave Piscis, in 7 more degrees as per July 2021 and new cycle is going to start. It will be interesting to see what happens as Neptune moves into Aries sign.
This longitude indicator show a zodiac signs horizontal line boundaries that identify the start of the sign marked in the corresponding horizontal line label in the Y axis, this simplify the analysis of a planet effect within specific zodiac sign.
Note: The Neptune longitude indicator is based on an ephemeris array that covers years 2010 to 2030, prior or after this years the data is not available, this daily ephemeris are based on UTC time so in order to align properly with the price bars times you should set UTC as your chart timezone.
Financial Astrology Uranus LongitudeUranus energy influence the wish to change, to innovate, to disrupt the confort zone, is the spirit of the inventions, revolutions and technology. Rules the industries of electricity, computing, aviation, technology, fin-tech and internet (because without web servers that needs electricity the network cannot operate). Through the course of the zodiac Uranus will reveal the human sectors that will be disrupted, at this moment 2021 is moving through Taurus so is expected that human finances are disrupted which is currently happening with all the innovations and momentum of the fin-tech startups that are innovating applications of the blockchain.
Note: The Uranus longitude indicator is based on an ephemeris array that covers years 2010 to 2030, prior or after this years the data is not available, this daily ephemeris are based on UTC time so in order to align properly with the price bars times you should set UTC as your chart timezone.
Weighted Harrell-Davis Quantile Estimator with AbsoluteDeviation
QUANTILE ESTIMATORS
Weighted Harrell-Davis Quantile Estimator with Absolute Deviation Fences.
DISCLAIMER:
The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets.
The following indicator was made for NON LUCRATIVE ACTIVITIES and must remain as is, following TradingView's regulations. Use of indicator and their code are published for work and knowledge sharing. All access granted over it, their use, copy or re-use should mention authorship(s) and origin(s).
WARNING NOTICE!
THE INCLUDED FUNCTION MUST BE CONSIDERED FOR TESTING. The models included in the indicator have been taken from open sources on the web and some of them has been modified by the author, problems could occur at diverse data sceneries, compiler version, or any other externality.
Purpose:
Weighted Quantiles or <> are quite difficult to find on must systems, also it's non-weighted approach are rarely used to estimate the location parameter of price distribution WICH IS NOT NORMAL, all this in favour of it's non-robust counterpart, the Arithmetic rolling Mean or <> and it's weighted variants like the WMA, VWAP, etc.
Also, a big drawback from this is that must statistics derived from Normal-Distribution parameter location (the Mean) definitely will not fit for an efficient, nor robust estimation for price distributions, so their moments like the standard deviation, kurtosis, skewness, etc. will not be the better tools to build derived algorithms or technical indicators among price/volume.
In an effort searching better statistical tools for price distributions, I found the excellent work of Andrey Akinshin that took me to port some of their Math research contributions for the compute benchmarking field , and bring it here at the TradingView ecosystem to take a shot at the price distribution crazy fields. For a better detail of what the weighted Harrell-Davis Quantile Estimator can do, who better than drink directly from the source at References:
References:
Weighted Quantile Estimators.
DoubleMAD outlier detector based on the Harrell-Davis quantile estimator.
Unbiased median absolute deviation based on the Harrell-Davis quantile estimator.
Quantile confidence intervals for weighted samples.
Licensing:
This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International Copyright (c) 2021 (CC BY-NC-SA 4.0)
Copyright's & Mentions:
The Gamma Functions & Beta Probability Density Functions C# implementations by the Math.NET Numerics, part of the Math.NET Project.
The Regularized Incomplete (Left) Beta Function C# implementation by the SAMTools, htslib project.
The Weighted Harrell-Davis Quantile estimator ; C# & R implementations by Andrey Akinshin.
External PineScript code, methods, support & consultancy by @PineCoders staff with special mention for:
+ "ma sorter ('sort by array' example)- JD" by @Duyck.
+ Porting, mods, compilation and debugging for this script by @XeL_Arjona for the TradingView's @PineCoders community.
Ultimate Momentum Indicator [CC]This is a custom indicator of mine loosely based on the work by Steve J Godwin & Louisa C Schneider (Stocks and Commodities Feb 2021 pg 22) and this works pretty well at anticipating future price swings as the momentum falls. The idea I was going for was to introduce the idea of reversals in combination with a momentum indicator so you can better identify peaks and valleys. I have included strong buy and signals in addition to normal ones so darker colors are the strong buy and sell signals and lighter colors are the normal ones. I would recommend to buy when the line turns green and sell when it turns red.
Let me know if there are any other indicators you would like me to publish!
Ichimoku Cloud Strategy Long Only [Bitduke]Slightly modificated and optimized for Pine Script 4.0, Ichimoku Cloud Strategy which, suddenly, good suitable for the several crypto assets.
Details:
Enter position when conversion line crosses base line up, and close it when the opposite happens.
Additional condition for open / close the trade is lagging span, it should be higher than cloud to open position and below - to close it.
Backtesting:
Backtested on SOLUSDT ( FTX, Binance )
+150% for 2021 year, 8% dd
+191% for all time, 32% dd
Disadvantages:
- Small number of trades
- Need to vary parameters for different coins (not very robust)
Should be tested carefully for other coins / stock market. Different parameters could be needed or even algo modifications.
Strategy doesn't repaint.
MACD RSI 2021-6-27This combines a trend based setting (MACD) and an oscillator (RSI) into one, creating a little extra room to add something else. Everything is colored based on whether RSI above/below 50. Adjust the parameters to your liking. Of course, this setting works best when used on multiple time frames: Enter on one time frame, take profits on a lower one.
Ultimate Volatility Indicator [CC]The Ultimate Volatility Indicator was created by Richard Poster (Stocks and Commodities July 2021 pg 21) and this is a very simple but effective indicator. The idea behind volatility indicators is that when the indicator rises above a certain threshold then volatility is high enough and you can make a good amount of money riding the trend in the current direction and then exit when volatility drops below the threshold or until the underlying trend changes.
I have included a threshold that you can change from the default but I would recommend trying out different values to see what works best for you. This indicator will let you know as soon as volatility increases and reacts very quickly. I have included strong buy and sell signals in addition to normal ones so darker colors are strong buy and sell signals and lighter colors are normal signals. Buy when the line turns green and sell when it turns red.
Please let me know if you would like to see me publish any other indicators!
Ehlers Simple Clip Indicator [CC]The Simple Clip Indicator was created by John Ehlers (Stocks and Commodities June 2021 pg 10) and this is obviously very similar to the previous indicator I published ( Ehlers Simple Deriv Indicator ) so I would recommend to try both out and see what you prefer. This is a new momentum indicator that is extremely responsive to price changes and when the indicator is above 0 then this means the stock is in a long term uptrend and when it is below 0 then it is in a long term downtrend. I have color coded the indicator line to show you both strong buy and sell signals and normal buy and sell signals. Dark colors are strong signals and of course green means a buy signal and red means a sell signal. I did change the original buy and sell signals that Ehlers included in his scripts because I didn't find that they worked very well so let me know what you think of my changes.
Let me know if there are any other indicators you would like to see me publish!
Folded Relative Strength Index [CC]The Folded Relative Strength Index was created by Richard Poster (Stocks and Commodities July 2021 pg 21) and this indicator provides both trend strength but also momentum and of course reversal points using the overbought and oversold markers. If the indicator line is above the mid line then this shows upward momentum and when it falls below the midline then this means it is losing momentum. When the indicator rises above the signal line then this shows upward trend strength and vice versa. Buy when the indicator line turns green and sell when it turns red.
Let me know if there are any other indicators you would like to see me publish!
Moving Average Bands [CC]The Moving Average Bands were created by Vitali Apirine (Stocks and Commodities July 2021 pg 16) and this is a very handy trend following indicator that will give you the overall trend of the underlying stock. As the bands rise then the stock is in an uptrend and as they fall then it is a downtrend. If the bands stay flat then it is a sideways and/or choppy market. I did change the middle band from what he originally authored because I believe this gives more accurate buy and sell signals so keep that in mind. Feel free to use a different moving average than the original exponential moving average in the formula. As always buy when the indicator lines turn green and sell when they turn red.
Let me know if there are any other indicators you would like to see me publish!
Relative Momentum IndexThe RMI indicator is intended as a general upgrade to the RSI indicator based on logical improvements to the underlying mathematics of the RSI function.
The first change is that the RMI indicator uses the maximal change in price in both directions rather than simply the change in the closing price to better capture the relative momentum in each direction. The second change is that the the ratio between bullishness and bearishness is passed through a log function rather than the 1/(1+x) function to remove the processing artefacts caused by the EMAs and the compression within the restricted range. As a result, the RMI is an unbounded centred oscillator, although it is usually at a similar value to the RSI indicator doubled and centred at zero. The bands are intended to make differences between values more visible at a glance and for interface familiarity with the RSI indicator, though their levels are arbitrary and not intended as overbought/oversold signals.
The practical effect of these changes are that divergences are easier to see since the indicator is not compressed at extreme values and divergence strategies based on the RMI indicator are slightly more accurate. The list of occasions on the included DJI Weekly chart where the RMI divergence strategy correctly predicted a reversal while the RSI did not are as follows: July 1932, June 1962, May 1970, November 1987, May 2021
Sortino RatioThe Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility using the asset's standard deviation of negative portfolio returns—downside deviation—instead of the total standard deviation of portfolio returns. The Sortino ratio takes an asset or portfolio's return and subtracts the risk-free rate and then divides that amount by the asset's downside deviation. The ratio was named after Frank A. Sortino.
What Can the Sortino Ratio Tell You?
The Sortino ratio is useful for investors, analysts, and portfolio managers to evaluate an investment's return for a given level of bad risk. Since this ratio uses only the downside deviation as its risk measure, it addresses the problem of using total risk, or standard deviation, which is important because upside volatility is beneficial to investors and isn't a factor most investors worry about.
The Difference Between the Sortino Ratio and the Sharpe Ratio
The Sortino ratio improves upon the Sharpe ratio by isolating downside or negative volatility from total volatility by dividing excess return by the downside deviation instead of the total standard deviation of a portfolio or asset.
The Sharpe ratio punishes the investment for good risk, which provides positive returns for investors. However, determining which ratio to use depends on whether the investor wants to focus on total or standard deviation or just downside deviation.
CONCLUSION: THE HIGHER THE RATIO, THE BETTER IT IS.
Note: The default risk-free rate is based on the Malaysian rate. Please change based on your country rate.
Note: The default length is based on 1 year Malaysia trading day (11/6/2020 - 11/6/2021).
Note: Sortino ratio is good for assessing a long-term investment, and thus, please use a longer time frame to get a better risk assessment.
Please let me know if this script contains any mistake. Cheers!
Ehlers Simple Deriv Indicator [CC]The Simple Deriv Indicator was created by John Ehlers (Stocks and Commodities June 2021 pg 10) and this is a heavily modified version of his original script that changes the buy and sell signals. I did testing with his original settings but they didn't seem to be very profitable for most stocks so I created my own system. This indicator does have a lag though so it is best used for trend confirmation imo. Buy when the line turns green and sell when it turns red.
Let me know if there are any other indicators you would like to see me publish!
Multi-VWAPVolume Weighted Average Price (VWAP) Definition
What is the Volume Weighted Average Price (VWAP)?
The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day,
based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security.
-Investopedia By JASON FERNANDO Reviewed by SOMER ANDERSON Updated Feb 24, 2021
-Choose from 5 different Timeframes (lower or higher)
Technicals Rating Strategy v420Ichimoku, HMA, RSI, Stoch, CCI, MACD, Technicals Rating Strategy is a trading Bot that looks at these chosen indicators and assigns a value to each, then calculates the result of adding each indicators result value to a overall rating, which is then compared to a user set level. Here seen on Bitcoin, it has the broker fee included in the testing result. If you choose to use it on Forex etc, perhaps remove the broker fee which is unrealistic for FX trading.
It has a Win/Loss ratio of only 40% wins, but it catches the big moves and thats the main thing, so if ELON MUSK had of used this strategy instead of BUY and HOLD, he could of made 700% instead of 7% (as is, may, 2021)
Mainly intended for use as Automated TRADE BOT.
(imagine if Elon Musk did use this bot with his 1.3 billion $ worth of BTC, the drawdown would be like, half a billion or something haha (p.s.- use smaller lotsize % to get smaller drawdown, but then smaller profit....) )
For use with any pair and timeframe. In fact there is a timeframe setting to set the strategy to look at alternative timeframe from chart, but as default will just be set to charts timeframe.
Stochastic Barcolor 2021-5-22This one is the stochastic with barcolor added to it. In this example, the bars are white when the stochastic line is above is above both 70 AND its signal (vice-versa the bars are red). Adjust the lines and overbought/oversold levels however you see fit for your needs. On higher time frames, this can be used to spot the most bullish/bearish trends. On lower time frames it can be used to take profits. This setting is most effective when used on multiple time frames. Enjoy!
Volume Positive Negative Indicator [CC]The Volume Positive Negative Indicator was created by Markos Katsanos (Stocks and Commodities April 2021 pg 9) and this indicator is useful for determining long trends but with some modification you can use it for short trends as well. Buy when the indicator line is green and sell when it turns red. Make sure to experiment with the threshold and see what works best for you.
Let me know if there are any other indicators you want me to publish!
[blackcat] L1 Ehlers FM DemodulatorLevel: 1
Background
John F. Ehlers introuced FM demodulator of "A Technical Description Of Market Data For Traders" on TASC MAY 2021
Function
John Ehlers introduces the use of FM modulation to determine the cycles of market data. The author also proposes that noise in market data does not necessarily mean chaos and that pink noise in the data implies memory in the data. According to the author, peaks and valleys of the FM demodulator indicator that he presents in the article can be correlated with major swings of the price. The FM demodulator indicator (FMD) ranges from -1.0 to 1.0. There is a natural delay in the detection of peaks and troughs, as we need to wait while the indicator has moved by a certain amount. The example system buys as soon as a new higher trough has been confirmed.
Key Signal
SS --> FM Demodulator ouput
Pros and Cons
100% John F. Ehlers definition translation, even variable names are the same. This help readers who would like to use pine to read his book.
Remarks
The 103rd script for Blackcat1402 John F. Ehlers Week publication.
Readme
In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts.
The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works.
Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element.
Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level.
Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated.
Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop.
Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
