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Adaptive BB Triple Layer Adaptive BB SD Band based pullback and pivoting signals ♘♝ Macro Trend sentiment - Outer deviations coloring Micro trend - Mean Value and normal +/- st.dev colors Candle Colors - Median Trend Col Coded Primitive(Basic) Squeeze detection Sensitive micro break out/down signals derived from basic Mean line crossing (Added some Whipsaw Protection) Basic Squeeze Extreme deviations can be turned off for "compact" view Basic break out/down signals Indicator needs TESTING Signal sensitivity and trend recognition need testing/tuning before even considering to use this BB for trading purposes
אינדיקטור Pine Script™
מאת ‎InSilico‎
7
Self-Adjusting RSI +Here is an open source (no request needed!) version of the Self-Adjusting RSI by David Sepiashvili. Published in Stocks & Commodities V. 24:2 (February, 2006): The Self-Adjusting RSI David Sepiashvili's article, "The Self-Adjusting RSI," presents a technique to adjust the traditional RSI overbought and oversold thresholds so as to ensure that 70-80% of RSI values lie between the two thresholds. Sepiashvili presents two algorithms for adjusting the thresholds. One is based on standard deviation, the other on a simple moving average of the RSI. This script allows you to choose between plotting the Self-Adjusting bands or the traditional bands. You can also plot a smoothed RSI (SMA or EMA) and change the theme color for dark or light charts. If you find this code useful, please pass it forward by sharing open source! Thank you to all of the open source heroes out there! "If I have seen a little further it is by standing on the shoulders of Giants."
אינדיקטור Pine Script™
מאת ‎AltJams‎
10
Extreme DeviationThis indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature, the idea behind this indicator depends on that prices tend to exhibit “reversal to the mean” attributes. By using both volume and standard deviation of moving averages, volatility is considered in calculations too. The red zones are the “Extreme Zones” which signals and warns about possible incoming reversal. Because the indicator is semi non-directional, it is suggested to use it with a momentum indicator such as TTI , TPI or RSI . Using of momentum indicators becomes safer using it with ExDev/VoWExDev The green zone is the “Trade Safe” areas which indicates that if the price and indicator moves in same directions, the price is trending or market has relatively greater volume (for Volume Weighted version) than past periods. On the other hand, if the indicator floats in gray “No Trade” zone, the market is in ranging mode probably. Signal line (black dashes, default is 55) can be used for new orders. In a scenario in which price and the indicator moves together in same direction and then indicator starts to change direction, indicates a possible trend reversal approaches in coming periods. Waiting for both momentum and ExDev/VoWExDev extreme zones would be a good strategy. Seeking for divergences between momentum and opposite ExDev ExDev/VoWExDev extreme zone is the best long/short strategy developed so far. Notes: VoWExDev refers to Volume Weighted Extreme Deviation Multiplier adjusts the wave frequency of the indicator. Higher multiplier lowers the wave frequency of the indicator and vice versa. Look Back is the calculation period of the standard deviation. These two indicators are suitable for all markets for all time periods if there is enough back data to calculate. There would be significant differences between two versions due to volume as expected. For the markets lack of volume data, ExDev version is suggested to use. Türkçe: Bu indikatör, hacim ağırlıklı gecikmesiz üssel hareketli ortamaların birbirlerinden aşırı saptığı bölgeleri hesaplamaktadır. Fiyatın hareketli ortamaladan uzaklaşmasının standart sapması hesaplanarak aşırılık bölgeleri indikatör üzerinde gösterilmektedir. Bu indikatör, akademik çalışmalarda da bahsedilen “fiyat ortalamaya dönme eğilimindedir” teorisi üzerine geliştirilmiştir. Hareketli ortamala farklarının standart sapmasının hesaplanması ve hacim ile ilişkilendirilmesi ile volatilitede göz önünde bulundurularak indikatör hesaplamasına dahil edilmiş oldu. İndikatördeki kırmızı bölgeler “Aşırılık Bölgelerini” gösterir ve muhtemel bir trend dönüşünün yaklaştığını sinyaller ve uyarır. İndikatör, fiyat yönünden yarı bağımsız hareket ettiği için TTI ,TPI ya da RSI gibi herhangi bir momentum indikatörü ile kullanılması önerilir. Momentum indikatörlerinin kullanılması bu indikatör ile birlikte daha güvenli hale gelmektedir. Yeşil alan “Güvenli İşlem” bölgesini göstermektedir. Fiyat ve indikatör aynı yönde giderken piyasanın trendde olduğunu ve hacim ağırlıklı versiyonda da geçmiş dönemlere göre hacimin de göreceli olarak yükseldiğini göstermektedir. Diğer bir taraftan eğer indikatör gri “İşlem Yapma” bölgesinde dalgalanıyorsa piyasa muhtemelen yatay harekete geçmiştir. Sinyal çizgisi (kesik siyah çizgi, bazı 55) yeni işlemlere giriş için kullanılabilir. Fiyat ve indikatörün aynı yönde hareket ettiği ve indikatörün fiyattan önce yön değiştirmeye başladığı senaryoda indikatör, yaklaşan periyodlarda trendin dönebileceğini göstermektedir. Böyle bir senaryoda ExDev/VoWExDev ve momentum indikatörlerinin ikisinin de aşırılık bölgesine girmesinin beklenmesi iyi bir strateji olabilir. Momentum indikatörlerinde uyumsuzluk olduğu anlarda da indikatör aşırılık bölgesinde ise ve iki indikatörün birbirine göre de uyumsuz olduğu senaryolar şu ana kadar geliştirilmiş en başarılı stratejidir. Notlar: VoWExDev hacim ağırlıklı aşırı sapma indikatörünü tanımlamaktadır. Multiplier/Çarpan, indikatörün dalga frekansını ayarlamaktadır. Çarpan yükseldikçe indikatör frekansı düşer veya tersi. Look Back, standart sapmanın hesaplama periyodudur. Bu indikatörler, eğer yeterli geçmiş veri varsa her piyasayda her zaman periyodunda kullanılabilir. Hacimden dolayı iki versiyon arasında bariz farklar olabilir ve bu beklenen bir şeydir. Hacim verisinin olmadığı marketlerde ExDev versiyonunun kullanılması önerilir. Örnek stratejiler için/ For sample strategies: kriptomuhtar.com/dersler/asiri-sapma-ve-hacim-agirlikli-asiri-sapma/
אינדיקטור Pine Script™
מאת ‎KriptoMuhtar‎
Volume Weigthed Extreme DeviationThis indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature, the idea behind this indicator depends on that prices tend to exhibit “reversal to the mean” attributes. By using both volume and standard deviation of moving averages, volatility is considered in calculations too. The red zones are the “Extreme Zones” which signals and warns about possible incoming reversal. Because the indicator is semi non-directional, it is suggested to use it with a momentum indicator such as TTI , TPI or RSI . Using of momentum indicators becomes safer using it with ExDev/VoWExDev The green zone is the “Trade Safe” areas which indicates that if the price and indicator moves in same directions, the price is trending or market has relatively greater volume (for Volume Weighted version) than past periods. On the other hand, if the indicator floats in gray “No Trade” zone, the market is in ranging mode probably. Signal line (black dashes, default is 55) can be used for new orders. In a scenario in which price and the indicator moves together in same direction and then indicator starts to change direction, indicates a possible trend reversal approaches in coming periods. Waiting for both momentum and ExDev/VoWExDev extreme zones would be a good strategy. Seeking for divergences between momentum and opposite ExDev ExDev/VoWExDev extreme zone is the best long/short strategy developed so far. Notes: VoWExDev refers to Volume Weighted Extreme Deviation Multiplier adjusts the wave frequency of the indicator. Higher multiplier lowers the wave frequency of the indicator and vice versa. Look Back is the calculation period of the standard deviation. These two indicators are suitable for all markets for all time periods if there is enough back data to calculate. There would be significant differences between two versions due to volume as expected. For the markets lack of volume data, ExDev version is suggested to use. Türkçe: Bu indikatör, hacim ağırlıklı gecikmesiz üssel hareketli ortamaların birbirlerinden aşırı saptığı bölgeleri hesaplamaktadır. Fiyatın hareketli ortamaladan uzaklaşmasının standart sapması hesaplanarak aşırılık bölgeleri indikatör üzerinde gösterilmektedir. Bu indikatör, akademik çalışmalarda da bahsedilen “fiyat ortalamaya dönme eğilimindedir” teorisi üzerine geliştirilmiştir. Hareketli ortamala farklarının standart sapmasının hesaplanması ve hacim ile ilişkilendirilmesi ile volatilitede göz önünde bulundurularak indikatör hesaplamasına dahil edilmiş oldu. İndikatördeki kırmızı bölgeler “Aşırılık Bölgelerini” gösterir ve muhtemel bir trend dönüşünün yaklaştığını sinyaller ve uyarır. İndikatör, fiyat yönünden yarı bağımsız hareket ettiği için TTI ,TPI ya da RSI gibi herhangi bir momentum indikatörü ile kullanılması önerilir. Momentum indikatörlerinin kullanılması bu indikatör ile birlikte daha güvenli hale gelmektedir. Yeşil alan “Güvenli İşlem” bölgesini göstermektedir. Fiyat ve indikatör aynı yönde giderken piyasanın trendde olduğunu ve hacim ağırlıklı versiyonda da geçmiş dönemlere göre hacimin de göreceli olarak yükseldiğini göstermektedir. Diğer bir taraftan eğer indikatör gri “İşlem Yapma” bölgesinde dalgalanıyorsa piyasa muhtemelen yatay harekete geçmiştir. Sinyal çizgisi (kesik siyah çizgi, bazı 55) yeni işlemlere giriş için kullanılabilir. Fiyat ve indikatörün aynı yönde hareket ettiği ve indikatörün fiyattan önce yön değiştirmeye başladığı senaryoda indikatör, yaklaşan periyodlarda trendin dönebileceğini göstermektedir. Böyle bir senaryoda ExDev/VoWExDev ve momentum indikatörlerinin ikisinin de aşırılık bölgesine girmesinin beklenmesi iyi bir strateji olabilir. Momentum indikatörlerinde uyumsuzluk olduğu anlarda da indikatör aşırılık bölgesinde ise ve iki indikatörün birbirine göre de uyumsuz olduğu senaryolar şu ana kadar geliştirilmiş en başarılı stratejidir. Notlar: VoWExDev hacim ağırlıklı aşırı sapma indikatörünü tanımlamaktadır. Multiplier/Çarpan, indikatörün dalga frekansını ayarlamaktadır. Çarpan yükseldikçe indikatör frekansı düşer veya tersi. Look Back, standart sapmanın hesaplama periyodudur. Bu indikatörler, eğer yeterli geçmiş veri varsa her piyasayda her zaman periyodunda kullanılabilir. Hacimden dolayı iki versiyon arasında bariz farklar olabilir ve bu beklenen bir şeydir. Hacim verisinin olmadığı marketlerde ExDev versiyonunun kullanılması önerilir. Örnek stratejiler için/ For sample strategies: kriptomuhtar.com/dersler/asiri-sapma-ve-hacim-agirlikli-asiri-sapma/
אינדיקטור Pine Script™
מאת ‎KriptoMuhtar‎
(JS) Bollinger Band Momentum Average Trailing StopsA tool I made to use alongside the Bollinger Band Momentum Average - fairly simple to use. It has the same settings as the BBMA so you can match them together. If you prefer a wider stop than a close on the opposing side of the BBMA, this is for you. The "stop" is triggered by a close on the other side of the stop line line turns red whenever the stop is triggered. The calculation is simple: The stop on the short side it is High - BBMA over the length of time you select to use (20 is default). On the long side, it is BBMA - Low also over the preferred length of time you select to use. Note: Just shorten the length to make a tighter stop.
אינדיקטור Pine Script™
מאת ‎J-Streak‎
(JS) Bollinger Bands Momentum AverageSo this is something I've been using with my Squeeze system that I have found very useful (great addition especially if you use the Squeeze Arrows). First thing I'd like to point out is that the default setting (20 SMA) is also the default for the Bollinger Bands basis line, so I recommend using the line set at the default. First thing you'll notice is that whichever side of the line the candles close on, that basically determines the direction of the arrow for the Squeeze Arrows. So this is extremely helpful in case momentum shifts after an arrow signal is given, if you see the price shoot to the other side of the line you can use that as a means of protection. Second, the line is color coded in a way that I hope helps with entries and exits. The colors of the line change based on two things: 1. If there is currently a squeeze. 2. Are the Bollinger Bands expanding or contracting. Generally speaking, when the bands are contracting (light green and light orange default colors) this is the ideal time for entry before a trending move occurs. Same thing on the flip side when they're expanding (dark green and dark orange default colors), that's usually the better time to exit. Now what's the difference between orange and green? Green = There's an ongoing squeeze Orange = There's currently no squeeze So playing the side of momentum when the line is light green and starts to break in a certain direction would be the ideal entry. And, if momentum changes from that point, you can always use a close on the opposite side of the line as a stop (or an entry the other way). This is something else I've been using on my own for a little while prior to publishing and it has been a tremendous tool for me. Hope it helps you all as much as it has me!
אינדיקטור Pine Script™
מאת ‎J-Streak‎
2
3D-WAVE-PM indicatorThis is an extension of the WAVE-PM indicator as explained by Mark Whistler in his book Volatility Illuminated . This heatmap represent different lengths of WAVE-PM indicator, starting from 20 and incremented by 15 until 485. As a reminder, WAVE-PM compare the size of the current distribution to the last 100. The result is represented as a number between 0 and 1. The more close to 0, the more contracted the distribution is. The more close to 1, the more expanded the distribution is. The color code is the same as my standard WAVE-PM indicator : Between 0.35 and 0.5 also known as the "Gear change" level => Grey Between 0.5 and 0.7 also known as the "Consolidation" level => Green Between 0.7 and 0.9 also known as the "Breakout" level => Blue Between 0.9 and 1 also known as the "Danger" level => Red Note that i have colored results below 0.35 as black Note also that each level has been divided in 2 colors : The light one for the lower half of the range and the dark one for the higher half. You should resize the indicator window to have a clear and continuous heatmap.
אינדיקטור Pine Script™
מאת ‎PseT‎
2
Deviation Magnet - JDThis indicator shows price in relation to the standard deviations in a normalised way. It can be seen as a kind of Bollinger Bands, where the bands stay the same size apart and price amplitude is modified between them, or as a 'normalised' version of my BBC indicator. Contrary to the popular use where price is seen as BOUNCING AGAINST the different deviations (or upper and lower BBands), I tend to find that price likes to STICK to those deviations once it hits them (with a high or a low wick) and "rides them" for a while. I call this "THE MAGNET EFFECT" of the standard deviations. The indicator highlights those "MAGNET MOVES". For most assets I like to use 50 period deviations better than the standard 20 period because it shows the bigger trends better but of course this can be modified to your liking! JD. #NotTradingAdvice #DYOR I build these indicators for myself and provide them open source, to use for free to use and improve upon, as I believe the best way to learn is toghether.
אינדיקטור Pine Script™
מאת ‎Duyck‎
18
Implied Volatility Percentile (IV Percentile, HVP) [Improved]Indicator showing the Implied Volatility (IV) Percentile for any coin/security. Areas of low volatility are clearly highlighted. As volatility increases, the IV line moves upwards and the script indicates if the move is Bullish or Bearish. This script has been designed to be: Simple - it removes noise and provides a clear visualization of volatility at a glance Smart - you can define the 'low volatility' threshold and the time period to measure so it can adapt to highly volatile assets in all timeframes Useful - increased volatility tells us nothing about direction. This script also provides a visual signal indicating if increased volatility corresponds with a bullish or bearish move How it works: The script compares the current volatility to the volatility of the last 365 periods. The IV is range-bound between 0% and 100% and so provides a clear view of current volatility relative to previous volatility. Volatility is typically mean-reverting so the longer a period of low volatility, the more likely it is that an increase is upcoming. This knowledge can be used to place trades in advance of big moves. Examples of how it can assist your trading: Using the indicator before Bitcoin's 50% drop in November 2018: Using the indicator before Cardano's (ADA) 60% rise in early 2019:
אינדיקטור Pine Script™
מאת ‎mistakesofambition‎
34
Quad Bollinger Bands CCI Splash by ZekisQuad Bollinger Bands CCI Splash combine four Bollinger Bands with modified standard deviations and some other calcs and CCI indicator. It's working very well in trending market (obviously) with a very high win/loss ratio. It's working in any time frame. The long threshold should be opposed to the short one (ex.: Long T. 50 / Short T. -50), but it can be 0 for both. Greater difference between thresholds means fewer trades. There are standard entries for Longs and Shorts and reentries marked with RE. Also there are exits correlated with standard entries only. Enjoy! @Zekis
אינדיקטור Pine Script™
מאת ‎edward_Z‎
1