This script shows the Squeeze firing event, after the Bollinger Bands have been inside Keltner Channels, indicating possible short term trend of price action. Based on Bollinger Bands & Keltner Channels scripts in the Pine scripts library. Bollinger Bands are a type of statistical chart characterizing the prices and volatility over time of a financial instrument...
This indicator is based on the Volatility Quality Index ( VQI ) by Thomas Stridsman. It shows the slope of the VQI in form of a histogram. The VQI is calculated in the following Steps: 1. Applying a WeightedMovingAverage with the onto the low, open, high, close and prior close 2. Calculating the true range and the range from the results of step 1 and setting...
Usage: 1. Set the put and call strike inputs to values of your choosing. 2. Select "days to expiration". 3. Set the put and call standard deviations using the output table. The indicator is meant help price a strangle using historical data and a volatility model. By default, the model is an ewma-method historical volatility. After selecting strikes and standard...
Dear friends! I'm happy to present an implementation of the Fast Fourier Transform (FFT) algorithm. The script uses the FFT procedure to decompose the input time series into its cyclical constituents, in other words, its frequency components , and convert it back to the time domain with modified frequency content, that is, to filter it. Input Description and...
This is a mod of a script by informanerd that has helped me immensely with my trading setup. HUGE HUGE HUGE credit to him! Check him out! He gave me permission to publish this and so here I am, sharing it with you. I hope you all like it! This version is functionally essentially the same - the difference is in visualization choices and automation. Instead of...
This script automatically highlights the Igor Session time zones based on the Chart Champions TPO time and volatility theory.
The Average Daily Range is a simple concept, calculated as the difference between daily highs and lows averaged over some period. This indicator uses that range in conjunction with Fibonacci ratios to create zones centered on the day's open that tends to act as areas of support and resistance. The thicker White lines are the ADR levels; all other lines are the...
This is a long only strategy adapted for crypto market. Its idea is to take the most juice out of a long trend and cut the losses as soon as possible. For this , its components are RSI with a very big length - 100 or 200 preferably and RVI. Rules for entry If RVI is in the buy zone and we have a crossover from RSI with the overbought level. Rules for...
Utilizes a combination of RSI and MA to determine the best time to acquire cryptocurrencies and then sell when the markets are reaching peak prices. Best followed on lower time frames. Based on a strategy of averaging down during dips then selling at peaks with the highest volume first, then slowly liquidating as the price increases in percentage of holdings.
This is an indicator that expands the usability of ATR into a strong and valuable volatility indicator. With the Relative ATR you can quickly see when the current market volatility its extremely low, normal or extremely high in relation to the past. This provides traders with a much more valuable insight as to the current market conditions than normal volatility...
This is a simple indicator that expands the usability of Standard deviation into a universally usable indicator. This indicator displays the volatility as standard deviation as a % of asset value, this allows using more standardized and comparable values across multiple instruments and asset classes.
This is a full strategy designed for forex major pairs, specially EUR/USD using 1h time frame chart. Its components are 200 EMA MACD OBV PSAR RIsk management with tp and sl movements Rules for entry For long = Previous histogram from MACD was below 0 and current one is above 0. CLose of a candle is above EMA 200 , OBV oscillator is negative and we have an...
This script looks for a period with increased volatility, as measured by ATR (Average True Range), then it looks for a high or a low in that area. When price is above EMA (200 is default, can be changed), it looks for the highs and adds multiples of ATR to the high. Default values for multipliers are 3,9 and 27, meaning that the script will show 3xATR level above...
Beta V0.1.0 This Keltner Channel Worm gives 6 different KCs at max, and allows you to set a multiplier for the offset and worm settings (exponential). The idea behind this script is that the overall brightness of the Keltner Channel will indicate the strength of the forecast. If the candles are shrouded by darkness, a correction is due. Enjoy and let me know...
Indicator version of the strategy: * Alerts added. TIPS AND WARNINGS 1-) The standard settings of this combo script is designed and tested with daily timeframe. For lower timeframes, you should change the indicator settings and find the best value for yourself. 2-) Only the mean vwap line is displayed on the graph. For a detailed view, you can delete the...
In this strategy, I used a combination of trend hunter and vwap mean reversion strategies that I published before. Trend Hunter Strategy: Mean Reversion Vwap Strategy: The results are quite impressive, especially for bitcoin. While the hodl return for bitcoin was 13419%, the strategy's return in the same period was about 5 times (65000%) of this. ...
This script shows three measures of volatility: historical (hv): realized volatility of the recent past median (mv): a long run average of realized volatility implied (iv): a user-defined volatility Historical and median volatility are based on the EWMA, rather than standard deviation, method of calculating volatility. Since Tradingview's built in ema function...