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Sma

Dynamically Adjustable Moving AverageIntroduction The Dynamically Adjustable Moving Average (AMA) is an adaptive moving average proposed by Jacinta Chan Phooi M’ng (1) originally provided to forecast Asian Tiger's futures markets. AMA adjust to market condition in order to avoid whipsaw trades as well as entering the trending market earlier. This moving average showed better results than classical methods (SMA20, EMA20, MAC, MACD, KAMA, OptSMA) using a classical crossover/under strategy in Asian Tiger's futures from 2014 to 2015. Dynamically Adjustable Moving Average AMA adjust to market condition using a non-exponential method, which in itself is not common, AMA is described as follow : 1/v * sum(close,v) where v = σ/√σ σ is the price standard deviation. v is defined as the Efficacy Ratio (not be confounded with the Efficiency Ratio) . As you can see v determine the moving average period, you could resume the formula in pine with sma(close,v) but in pine its not possible to use the function sma with variables for length, however you can derive sma using cumulation. sma ≈ d/length where d = c - c_length and c = cum(close) So a moving average can be expressed as the difference of the cumulated price by the cumulated price length period back, this difference is then divided by length. The length period of the indicator should be short since rounded version of v tend to become less variables thus providing less adaptive results. AMA in Forex Market In 2014/2015 Major Forex currencies where more persistent than Asian Tiger's Futures (2) , also most traded currency pairs tend to have a strong long-term positive autocorrelation so AMA could have in theory provided good results if we only focus on the long term dependency. AMA has been tested with ASEAN-5 Currencies (3) and still showed good results, however forex is still a tricky market, also there is zero proof that switching to a long term moving average during ranging market avoid whipsaw trades (if you have a paper who prove it please pm me) . Conclusion An interesting indicator, however the idea behind it is far from being optimal, so far most adaptive methods tend to focus more in adapting themselves to market complexity than volatility. An interesting approach would have been to determine the validity of a signal by checking the efficacy ratio at time t . Backtesting could be a good way to see if the indicator is still performing well. References (1) J.C.P. M’ng, Dynamically adjustable moving average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets, Physica A (2018), doi.org (2) www.researchgate.net (3) www.ncbi.nlm.nih.gov
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alexgroverの投稿
15
SMA/pivot/Bollinger/MACD/RSI en pantalla gráficoMulti-indicador con los indicadores que empleo más pero sin añadir ventanas abajo. Contiene: Cruce de 3 medias móviles La idea es no tenerlas en pantalla, pero están dibujadas también. Yo las dejo ocultas salvo que las quiera mirar para algo. Lo que presento en pantalla es la media lenta con verde si el cruce de las 3 marca alcista, amarillo si no está claro y rojo si marca bajista. Pivot Normalmente los tengo ocultos pero los muestro cuando me interesa. Están todos aunque aparezcan 2 seguidos. Bandas de Bollinger No dibujo la línea central porque empleo la media como tal. Parabollic SAR Lo empleo para dibujar las ondas de Elliott como postula Matías Menéndez Larre en el capítulo 11 de su libro "Las ondas de Elliott". Así que, aunque se puede mostrar, lo mantengo oculto y lo que muestro es dónde cambia (SAR cambio). MACD No está dibujado porque necesitaría sacarlo del gráfico. Marco en la parte superior cuándo la señal sobrepasa al MACD hacia arriba o hacia abajo con un flecha indicando el sentido de esta señal. RSI Similar al MACD pero en la parte inferior. Probablemente, programe otro indicador para visualizar en una ventanita MACD, RSI y volumen todo junto. El volumen en la principal hay veces que no te permite ver bien alguna sombra y los otros 2 te quitan mucho espacio para graficar si los tienes permanentemente en 2 ventanas separadas.
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ambrosthegreatの投稿
4
Zero Phase Filtering [Repaint] - ExperimentalImportant ! The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me. Introduction Most of the filters you will find are causal, this mean that they depend on present and past input values, this explain the lag they produce. Non causal filters however will use future input values. A well know way to get a zero-phase filter is by using the forward backward method, but this is not possible in pinescript as i recall. So we have to use some kind of function that will display future values, this is possible using the security function in version 2 or the one in version 3 using barmerge.lookahead_on . The Use Of A Repainting Indicator Its always better to filter data in order to have a clearer view of what is happening, this can be useful when doing some forecasting or doing less formal kind of analysis. However since it repaint you cant use it as a signal provider or use signals of other indicators using this filter as source. For example if you want to forecast a smooth indicator, the forecast of this indicator under normal circumstances could still have lag associated with it, so you would have to react before your forecast, this wont happen if you apply this filter as your indicator source. The Filter We smooth with a simple moving average the price provided by the security function twice, length control the smoothing level. Since security depend on the time frame you are in you must select your time frame in the indicator parameter selection window. Filtering using 45 minutes time frame close price in a 5 minutes chart, we fix this by selecting our time frame. Consider the fact that the input of the indicator is just periodic price, so sometimes the lag can sometimes be less or more than 0 and the estimation not centered. The indicator can work on time frames up to 1h, after that the filter have some lag, i tried fixing this and i ended up having data errors. Applying our filter as source for the rsi oscillator. Conclusion It is possible to have a kind of zero-phase filters, but it would be better if pinescript could support backward indexing thus making us able to do forward backward filtering. Since noise can affect our analysis, applying smoothing without having to use offset in plot can be considered useful.
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alexgroverの投稿
9
[N]RSIOMA - eXtremisRSIOMA Indicator This indicator takes two moving averages, calculates their RSI (Relative Strength Index) and then also adds a moving average of the calculated RSI. These two lines now can accurately signal the trend changes. RSIOMA eXtremis is based on ALMA (Arnaud Legoux Moving Average) - Why ALMA? - The Arnaud Legoux moving average applies the moving average twice, once from left to right and the other from right from left with the process said to eliminate price lag or phase shift significantly , a problem that is common to the traditional moving averages. About ALMA Offset : The offset value is used to tweak the ALMA to be more inclined towards responsiveness or smoothness. The offset can be set in decimals between 0 and 1. A setting of 0.99 makes the ALMA extremely responsive, while a value of 0.01 makes it very smooth. Sigma : The sigma setting is a parameter used for the filter. A setting of 6 makes the filter rather large while a smaller sigma setting makes it more focused. About Market Base It shows the overall direction of the market. The overall market has a tendency to do two things. It can turn slowly, or it can continue to go in the initial direction. This is because it’s too big and it can’t turn too quickly. About Divergences Regular Divergence - regular divergence is a sign of trend reversal. Hidden Divergence - hidden divergence is a sign of trend continuation RSIOMA eXtremis can detect all types. HOW TO TRADE - Look out for bounces. When RSI line bounces off from MA line it means the trend will likely continue; - Look out for support / resistance of RSI LINE. - Look out for Market Base Line, it can be used to determine the long-term trend. - 20 - 80 levels are important - Green > Red = Long - Red > Green = Short - Green > Red > Market Base = you can go long for a while - Red > Green > Market Base = you can go short for a while - Green & Red bounce from Market Base = initial trend will continue - Look out for divergences - Look out for retests after bounces - Look out for those tiny dots!! Those can tell you a great story. ;) Try different settings for your strategy MAY THE % BE WITH YOU!
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neutridの投稿
6
Trade Like A Boss Mega Moving Average-Multi-TimeFrame-12MA TypesTrade Like A Boss MA Has 12 Moving Averages and Includes 2-Tone & 4-Tone Candlestick Color Correlation All In ONE Indicator. The Trade Like A Boss MA Is Absolutely The Only Moving Average Indicator You Will Ever Need. *Buy or Long on Green, Sell or Short on Red ( Indicator is preset with HullMa for 2 hour and 4 hour timeframes ) Enjoy! And Happy Trading! Features/Options: Choose between 12 different types of moving averages, or add all or a few MA's to your chart: SMA = Simple Moving Average . EMA = Exponential Moving Average . WMA = Weighted Moving Average VWMA = Volume Weighted Moving Average SMMA = Smoothed Simple Moving Average . DEMA = Double Exponential Moving Average TEMA = Triple Exponential Moving Average . LAGMA = Laguerre Moving Average. HullMA = Hull Moving Average SSMA = Ehlers Super Smoother Moving average ZEMA = Near Zero Lag Exponential Moving Average . TMA = Triangular (smoothed) Simple Moving Average . 3) Candlestick Color Correlation - 2-Tone Candle Colors: Lime = candle closed above MA Line. Red = candle closed below MA Line. 4-Tone Candle Colors : Lime = Bullish candle closed above MA Line. Green = Bearish candle closed above MA Line. Red = Bullish candle closed below MA Line. Maroon = Bearish candle closed below MA Line. If you enjoy using this indicator and make money please feel free to send a donation to my Bitmex donation trading account! Send BTC donation to -3BMEXd8stjXuJtVHz3gxU5RQ37AXKCB3hg All proceeds from this account go to The Hydrocephalus Association. My eldest daughter was born with Congenital Hydrocephalus
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TradingSafelyの投稿
1
RPS Moving Average CrossThis indicator is a powerful SMA and EMA Cross tool, that gives the trader better perception on the trend and gives potential BUY (UP arrow) and SELL (DOWN arrow) signals. Highly configurable and gives deep customization, valuing individual preferences. How to trade using this tool: Buy @ Bullish 5 X 8 and Sell @ Bearish 5 X 8 (Suitable for Intra-Day Traders) Buy @ Bullish 10 X 21 and Sell @ Bearish 10 X 21 (Suitable for Day Traders) Buy @ Bullish 21 X 50 and Sell @ Bearish 21 X 50 (Suitable for Swing Traders) Buy @ Bullish 50 X 200 and Sell @ Bearish 50 X 200 (Suitable for Investors) Hit Like, if you find any value in this tool. Share your trading experience using this tool in the comments section. Thank you! ~RPS~
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praveensam001の投稿
AG Ultimate Bollinger BandsWe believe we have really built the ultimate Bollinger Bands! There are so many options with these Bands: - use an SMA or EMA for the Basis Moving Average - displaying the Average Highs/Lows (blue lines) to create a Moving Band - show breakouts of the Upper/Lower Bollinger Bands with arrows for simplicity (no more wondering whether it closed out or not!) - show a standard deviation of Highs/Lows alongside the traditional Upper/Lower Bollinger Bands. All options are togglable, for full flexibility and customisation.
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Analog-Tradingの投稿
1
AG Moving Averages w/ BandsThis is an indicator that we built from a few simple ideas: display more than one Moving Average, display the Moving Average "Band" (more below) for each Moving Average, and allowing toggle between SMA/EMA - all in the one indicator. The Moving Average "Band" is creating using Moving Averages (SMA/EMA) with High and Low as sources. The combination of the MA(Close), MA(High), MA(Low), creates a "Band" for each MA length - which we have found to be very helpful in our Moving Average studies. The example in the chart above is EURUSD with 20SMA (with Bands), 55EMA (without Bands), 200EMA (with Bands). As you can see, the Bands do a better job than MAs alone for capturing price movement and acting as larger dynamic Support/Resistance zones. Everything in this indicator is fully customizable, from which MAs to show, to those MA lengths, whether to use SMA/EMA for each individual MA, and whether to display the MA "Band" for each individual MA. We hope you find it as useful as we have!
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Analog-Tradingの投稿
Multi SMA EMA WMA HMA BB (5x8 MAs Bollinger Bands) MAX MTF - RRBMulti SMA EMA WMA HMA 4x7 Moving Averages with Bollinger Bands MAX MTF by RagingRocketBull 2019 Version 1.0 All available MAX MTF versions are listed below (They are very similar and I don't want to publish them as separate indicators): ver 1.0: 4x7 = 28 MTF MAs + 28 Levels + 3 BB = 59 < 64 ver 2.0: 5x6 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64 ver 3.0: 3x10 = 30 MTF MAs + 30 Levels + 3 BB = 63 < 64 ver 4.0: 5(4+1)x8 = 8 CurTF MAs + 32 MTF MAs + 20 Levels + 3 BB = 63 < 64 ver 5.0: 6(5+1)x6 = 6 CurTF MAs + 30 MTF MAs + 24 Levels + 3 BB = 63 < 64 ver 6.0: 4(3+1)x10 = 10 CurTF MAs + 30 MTF MAs + 20 Levels + 3 BB = 63 < 64 Fib numbers: 8, 13, 21, 34, 55, 89, 144, 233, 377 This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels. There are 4 MA groups + 1 BB group, a total of 4 TFs * 7 MAs = 28 MAs. You can assign any type/timeframe combo to a group, for example: - EMAs 9,12,26,50,100,200,400 x H1, H4, D1, W1 (4 TFs x 7 MAs x 1 type) - EMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 x M15, H1 (2 TFs x 14 MAs x 1 type) - D1 EMAs and SMAs 8,13,21,30,34,50,55,89,100,144,200,233,377,400 (1 TF x 14 MAs x 2 types) - H1 WMAs 13,21,34,55,89,144,233; H4 HMAs 9,12,26,50,100,200,400; D1 EMAs 12,26,89,144,169,233,377; W1 SMAs 9,12,26,50,100,200,400 (4 TFs x 7 MAs x 4 types) - +1 extra MA type/timeframe for BB There are several versions: Simple, MTF, Pro MTF, Advanced MTF, MAX MTF and Ultimate MTF. This is the MAX MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +2 custom Timeframes for each group (2x5 MTF) +1 TF for BB, TF XY smoothing - Pro MTF: 4 custom Timeframes for each group (4x3 MTF), 1 TF for BB, MA levels and show max bars back options - Advanced MTF: +4 extra MAs/group (4x7 MTF), custom Ticker/Symbols, Timeframe <>= filter, Remove Duplicates Option - MAX MTF: +2 subtypes/group, packed to the limit with max possible MAs/TFs: 4x7, 5x6, 3x10, 4(3+1)x10, 5(4+1)x8, 6(5+1)x6 - Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols MAX MTF version tests the limits of Pinescript trying to squeeze as many MAs/TFs as possible into a single indicator. It's basically a maxed out Advanced version with subtypes allowing for mixed types within a group (i.e. both emas and smas in a single group/TF) Pinescript has the following limits: - max 40 security calls (6 calls are reserved for dupe checks and smoothing, 2 are used for BB, so only 32 calls are available) - max 64 plot outputs (BB uses 3 outputs, so only 61 plot outputs are available) - max 50000 (50kb) size of the compiled code Based on those limits, you can only have the following MAs/TFs combos in a single script: 1. 4x7, 5x6, 3x10 - total number of MTF MAs must always be <= 32, and you can still have BB and Num Levels = total MAs, without any compromises 2. 5(4+1)x8, 6(5+1)x6, 4(3+1)x10 - you can use the Current Symbol/Timeframe as an extra (+1) fixed TF with the same number of MTF MAs - you don't need to call security to display MAs on the Current Symbol/Timeframe, so the total number of MTF MAs remains the same and is still <= 32 - to fit that many MAs into the max 64 plot outputs limit you need to reduce the number of levels (not every MA Group will have corresponding levels) Features: - 4x7 = 28 MAs of any type - 4x MTF groups with XY step line smoothing - +1 extra TF/type for BB MAs - 2 MA subtypes within each group/TF - 4x7 = 28 MA levels with adjustable group offsets, indents and shift - supports any existing type of MA: SMA, EMA, WMA, Hull Moving Average (HMA) - custom tickers/symbols for each group - show max bars back option - show/hide both groups of MAs/levels/BB and individual MAs - timeframe filter: show only MAs/Levels with TFs <>= Current TF - hide MAs/Levels with duplicate TFs - support for custom TFs that are not available in free accounts: 2D, 3D etc - support for timeframes in H: H, 2H, 4H etc Notes: - Uses timeframe textbox instead of input resolution dropdown to allow for 240 120 and other custom TFs - Uses symbol textbox instead of input symbol to avoid establishing multiple dummy security connections to the current ticker - otherwise empty symbols will prevent script from running - Possible reasons for missing MAs on a chart: - there may not be enough bars in history to start plotting it. For example, W1 EMA200 needs at least 200 bars on a weekly chart. - for charts with low/fractional prices i.e. 0.00002 << 0.001 (default Y smoothing step) decrease Y smoothing as needed (set Y = 0.0000001) or disable it completely (set X,Y to 0,0) - for charts with high price values i.e. 20000 >> 0.001 increase Y smoothing as needed (set Y = 10-20). Higher values exceeding MAs point density will cause it to disappear as there will be no points to plot. Different TFs may require diff adjustments - TradingView Replay Mode UI and Pinescript security calls are limited to TFs >= D (D,2D,W,MN...) for free accounts - attempting to plot any TF < D1 in Replay Mode will only result in straight lines, but all TFs will work properly in history and real-time modes. This is not a bug. - Max Bars Back (num_bars) is limited to 5000 for free accounts (10000 for paid), will show error when exceeded. To plot on all available history set to 0 (default) - Slow load/redraw times. This indicator becomes slower, its UI less responsive when: - Pinescript Node.js graphics library is too slow and inefficient at plotting bars/objects in a browser window. Code optimization doesn't help much - the graphics engine is the main reason for general slowness. - the chart has a long history (10000+ bars) in a browser's cache (you have scrolled back a couple of screens in a max zoom mode). - Reload the page/Load a fresh chart and then apply the indicator or - Switch to another Timeframe (old TF history will still remain in cache and that TF will be slow) - in max possible zoom mode around 4500 bars can fit on 1 screen - this also slows down responsiveness. Reset Zoom level - initial load and redraw times after a param change in UI also depend on TF. For example: D1/W1 - 2 sec, H1/H4 - 5-6 sec, M30 - 10 sec, M15/M5 - 4 sec, M1 - 5 sec. M30 usually has the longest history (up to 16000 bars) and W1 - the shortest (1000 bars). - when indicator uses more MAs (plots) and timeframes it will redraw slower. Seems that up to 5 Timeframes is acceptable, but 6+ Timeframes can become very slow. - show_last=last_bars plot limit doesn't affect load/redraw times, so it was removed from MA plot - Max Bars Back (num_bars) default/custom set UI value doesn't seem to affect load/redraw times - In max zoom mode all dynamic levels disappear (they behave like text) - Dupe check includes symbol: symbol, tf, both subtypes - all must match for a duplicate group - For the dupe check to work correctly a custom symbol must always include an exchange prefix. BB is not checked for dupes Good Luck! Feel free to learn from/reuse the code to build your own indicators.
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RagingRocketBullの投稿
12
SMA Serial for Crypto Day Trade Fixed Length SSCDTENCrypto market is different from other financial markets This indicator plot SMA series that fits Crypto, esp BTCUSD, XBTUSD Good for 5m - 1H time period for Day Trading. Specific SMA can be toggle on/off ---------- Française ---------- Le marché de la crypto-monnaie est différent des autres marchés financiers Cet indicateur série SMA qui correspond à Crypto-monnaie, en particulier BTCUSD, XBTUSD Bon pour 5m - 1H période pour le day trading. SMA spécifique peut être activé / désactivé ---------- 中文 ---------- 加密货币市场与其他金融市场不同 该指标绘制了适合加密货币的SMA系列，特别是BTCUSD，XBTUSD 适合5分钟 - 1小时 日间交易时间段。 特定SMA可以打开/关闭 ----------日本語---------- 暗号通貨市場は他の金融市場とは異なります この指標は、暗号通貨、特にBTCUSD、XBTUSD用のSMAシリーズを描画します。 5分から1時間の取引期間に適しています。 特定のSMAをオン/オフにすることができます ---------- Disclaim ---------- Before using this indicator, you acknowledge that you have read and accepted that this indicator is for research purpose only and it does NOT provide any investment nor trading signal. Users should make their own decisions, carefully assess risks and be responsible for their own investment and trading activities.
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go8686の投稿
3