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חפש סקריפטים עבור "MA Cross"

Instantaneous Trendline Strategy [ChuckBanger]Based on Instantaneous Trendline, by John Ehlers , identifies the market trend by doing removing cycle component. I think, this simplicity is what makes it attractive :) To understand Ehlers's thought process behind this, refer to the PDF linked below. There are atleast 6 variations of this ITrend. This version is from his early presentations. You can find it here: www.mesasoftware.com This is better then a regular MA cross over strategy
אינדיקטור Pine Script®
מאת ‎ChuckBanger‎
4
Trend Impulse FilterIntroduction There is a lot of indicators similar to this one, however i think this one don't share the same calculation method and this is why i share it. This indicator aim to forecast price direction using an exponential filter architecture using highest and lowest information for the estimation of a smoothing variable. This filter is similar to the average Max-Min filter. The Indicator In the code a is equal to 1 when the price is greater or lower than any past price over length period, else a is equal to 0. The center parameter control the filtering degree of the output, when center is equal to 1 and a = 1 the indicator return the highest or lowest depending on market current trend, when center is superior to 1 the output will be smoother, however the reactivity of the indicator will still depend on the length parameter. A color option show you the trend of the market, however the generated signals are the same that can be generated from a Donchian channel. When highest is greater than previous highest the indicator direction will move upward, else if lowest is lower than previous lowest the indicator direction will move downward. Therefore the indicator can give information on the Donchian channels direction and provide a nice filter. Conclusions Adapting to highest and lowest can make an indicator adapt to the essence of trend trading, the indicator i showed can be used as source for others indicator or in MA crossover strategies. If you have a strategy using Donchian channels you may be interested in using this indicator and se how it fit in your strategy. Hope you like it. Thanks for reading !
אינדיקטור Pine Script®
מאת ‎alexgrover‎
13
Falling-Rising FilterIntroduction This is a modification of an old indicator i made. This filter aim to adapt to market trend by creating a smoothing constant using highest and lowest functions. This filter is visually similar to the edge-preserving filter, this similarity can make this filter quite good for MA cross strategies. On The Filter Code a = nz(a ) + alpha*nz(error ) + beta*nz(error ) The first 3 terms describe a simple exponential filter where error = price - a , beta introduce the adaptive part. beta is equal to 1 when the price is greater or lower than any past price over length period, else beta is equal to alpha , someone could ask why we use two smoothing variable (alpha, beta) instead of only beta thus having : a = nz(a ) + beta*nz(error ) well alpha make the filter converge faster to the price thus having a better estimation. In blue the filter using only beta and in red the filter using alpha and beta with both length = 200 , the red filter converge faster to the price, if you need smoother results but less precise estimation only use beta . Conclusion I have presented a simple indicator using rising/falling functions to calculate an adaptive filter, this also show that when you create an exponential filter you can use more terms instead of only a = a + alpha*(price - a ) . I hope you find this indicator useful. Thanks for reading !
אינדיקטור Pine Script®
מאת ‎alexgrover‎
11