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Volatility Price TargetsPrints lines on the chart marking the price points for the standard deviation move using historical volatility. This script was born out of a need to easily spot target points for the wings of my Iron Condor Options trades. The study only shows on the Daily chart. Volatility is calculated based on the standard deviation of the daily returns of price. Price targets are calculated off yesterday's closing price and will not reprint. Inputs Days to Expiration - allow you to enter the number of days to expiration for the option, default is 30 for those monthly options traders but can be adjusted to your desire. Standard Deviation - you can enter the number of deviations for which to calculate the price points 1,2, or 3. Days in Year - you can adjust the number of days in the year used to calculate the daily volatility multiplier.
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karimkaの投稿
1
SDev Adjusted StochasticDescription : This Stochastic variant will auto-adjust stochastic period based on volatility measured by standard deviation. The idea behind it are in highly volatile market, %K period will be reduced to account for recent price range, while in low volatility market, %K period will be increased to account less of the recent price range. This idea is based on one of medium article written by Sofien Kaabar with slight modification on the adjusting logic implementation. Any ideas to further improve this indicator are welcome :) Disclaimer: I always felt Pinescript is a very fast to type language with excellent visualization capabilities, so I've been using it as code-testing platform prior to actual coding in other platform. Having said that, these study scripts was built only to test/visualize an idea to see its viability and if it can be used to optimize existing strategy. While some of it are useful and most are useless, none of it should be use as main decision maker.
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fareidzulkifliの投稿
2
(VIP) Contrarian Reversal Zones Script is showing potential reversal zones on chart, based on calculations of High/Low of selected period, smoothing it with selected type of Moving Average and applying Standard Deviation. Preferred to be used for contrarian traders. Another alternative usage would be to lock profit from open positions as this is very often early warning before reversal ahead. If you're interested with access to indicator, please contact me via DM (private message) on Tradingview.com ;)
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skyline-traderの投稿
4
Standard deviation zones Support & Resistance [LM]Hi Guy, I would like to introduce you Standard deviation zones Support & Resistance horizontals. It draws line horizontals on high and low st dev zone. The colors are dynamic depending whether price is below or above the line. Credit is due to @Zeiierman for st dev zone calculation so shout out to him. There are various sections in setting: general setting where you can select source for zone calculation tops setting bottom setting show and hide section of the first timeframe show and hide section of the second timeframe Be aware that when new zone starts and is not finished yet than the top will trail the high of unfinished zone that could be also at the high of current candle and next candle it can change Any suggestions are welcomed
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lmatlの投稿
4
Mulitple Bollinger Bands with MAsIn this indicator, I used Bollinger Bands and many standard deviation values together. These values are: 0.618 (Yellow), 1, 1.618 (Yellow), 2, 2.618 (Yellow), 3, 3.618 (Yellow), 4, 4.618 (Yellow). Like the indicator I just published, I also added multiple moving average options for the Bollinger Bands calculation. You can create your own strategies for where it bounces in ups and downs. Türkçe: Bu indikatörde Bollinger Bantları ile birçok standart sapma değerini birlikte kullandım. Bu değerler: 0.618 (Sarı), 1, 1.618 (Sarı), 2, 2.618 (Sarı), 3, 3.618 (Sarı), 4, 4.618 (Sarı). Daha yayınladığım indikatör gibi burada da Bollinger Bantları hesaplaması için birden çok hareketli ortalama seçeneği de ekledim. Yükseliş ve düşüşlerde sektiği yerler için kendi stratejileriniz oluşturabilirsiniz.
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melihtunaの投稿
!BooM!Hello The indicator measures the relationship between Average True Range (ATR) that shows how much an asset moves, on average, during a given time frame and Standard Deviation that measuring how widely asset prices are dispersed from the average price. If prices trade in a narrow trading range, the relationship between the ATR and SD will return a low value that indicates low volatility that will lead to potential price quick movement. To increase the accuracy of the indicator and reduce false signals, it generates three circles, each indicate protentional price quick movement coming. For circle to print, following criteria must meet: • Green Circle is based on low volatility and both ATR and SD are at minimum value for a short pre-defined time frame. • Magenta Circle is based on low volatility and SD are at minimum value for a long pre-defined time frame. • Yellow Circle is based on low volatility and SD are at minimum value for a short pre-defined time frame and Average Directional Movement Index reaching to pre-defined level. The indicator focuses mainly on identifying potential price quick movement. However, it is equipped with two signal that is generated upon crossing the keltner channel upper or lower bands to help identifying the direction of the price movements but the user shall study the chart on big time frame to confirm the direction of the price movement. If you would like to use it, please drop a message or find other contact under my signature. After purchase, open the TradingView indicator library. Under the Invite-Only Scripts section, you will see it. Add it to your chart and save your chart layout.
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OptionsMaster_1の投稿
59
Divergence Indicator [Nic]This divergence indicator can track the correlation between one or more symbols. I use it to track the divergences between the VIX volatility index, gold, bonds, as well as other market leading indicators. When using with Vix, lower coefficients can lead to false signals. When in a high vix bear market signals, there is more noise and more false (or missing) signals can occur. Please use with other technical tools.
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NicTheMajesticの投稿
1
Moving Average Ribbon Master StrategyThe following features available in this strategy are listed below. To access, please visit the website in the signature area of this posting. INTRODUCTION Robust, fast, trading system Multiple time frame (MTF) aspects built in everywhere into the strategy Combines swing, scalp, greedy, volatile trading mechanisms Works on intraday day time frames as well as Daily and Weekly Trade sizing, targets, and stops are shown as new trades form and existing trades develop Alerts warn the trader on all aspects of the trade evolution Alerts are ready to be used for complete lifecycle automated trading EMA TRADING Combining EMAs on a higher time frame than the chart time frame is key Trade conditions are met on a lower time frame that agree with the EMA ribbon direction WHY DOES IT WORK? With the right EMA settings, it is "hard" to generate trades. The trade direction can easily shift Successful trade entry triggers require a strong trend While the EMA trend is positive, longs are taken on pullbacks, opposite for shorts A basic learning algorithm is used to create a stop behind the trades Learns over time the best stop offset from the price based on volatility SWINGS AND SCALPS Swings and scalps are treated differently. Swings are the very first trade taken upon a directional shift. This is similar to the DIVINE series trading strategies Swings are held until stopped out, Scalps always have a target based on the current volatility of the ticker and multiplier Both swings and scalps start out in the "building" or "forming" phase. A building phase is triggered when all criteria are met to form a long or short Both trade types are executed as a market long or short when the ATR execution sensitivity reverses The current ATR direction can be seen by the colored bars. TRADING STYLES Conservative Aggressive Greedy Volatile TRADE SIZING Contract/Unit VIX Multiplier Percent of Equity Percent Risk TRADE INFORMATION Historical trades show the price target of a scalp and the number of ticks of profit in parenthesis New trades show all of the extra information surrounding the trade. This can be turned on to show the same information for past trades, but is left off to reduce clutter Go over trade information categories one-by-one Recent historical trades have a tooltip loaded to hover over and see the hidden information Scalp trade is filled the numbered scalp icon shows as a (N) SESSION WINDOW Longs and shorts can only receive an execution signal when the ticker is within one of three session options provided ADJUSTMENT Last 3 sizing types show the quantity required to enter the trade to meet the parameters Percent risk automatically adjusts the quantity to meet the risk criteria given the account equity, per trade The account currency can be changed with will update the quantities automatically Tick Unit and Value can also be changed if they are not accurate ALERTS Alerts for entire trade lifecycle Full automated trading ready
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mortdiggiddyの投稿
20
GMS: Linear Regression BandsSo I have been using the linear regression indicator that is built in but wanted to see it represented as bands around price like a keltner channel. I added in 4 tiers of of bands as I have found on shorter time frames that quick spike moves up or down usually end up in the +/- 4 deviation level before presenting a good opportunity to scalp. The linear regression will change colors based on whether or not the current value is higher or lower than the previous. This just helps to visually see if it may be beginning to turn up or down. I've tossed in a color fill for the outermost bands since that is usually what I look for. Also added in labels showing where the closing price is below the "Deviation 4" level for visual reference in the past. The default setting is just a 200 period linear regression as it's my preferred length for any time frame. I hope it helps, Andre
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GlobalMarketSignalsの投稿
2
Responsive Linear Regression ChannelsThis is a linear trend indicator that can: - automagically adjust to different chart resolutions - snap to day/session boundaries on intraday - totally not do the above and use ye olde good fixed lookback window - show the regression trend and its RMSE channels - disregard the trend and just show the period average and standard deviation lines (often acting as support and resistance) The main idea was to allow you to quickly view linear trends for different time periods without having to calculate the required amount of bars. By default, you will be able to quickly switch between 1-3 months, 6 months, 1 year, 2 years and 5 years of data, as well as various daily lookback periods. Please adjust resolution settings to your liking. Caveats: - More data means more noise and slower calculations. - HLC3 source is recommended, especially at resolutions above hourly. - Trend will be slightly different if you use extended hours. - If you use extended hours and don't have a data subscription, trend will be SUBSTANTIALLY different, especially at smaller resolutions like 1m. - You might want to use 3.5 days per week for crypto (it's 7 days by default). Known problems: - If you can't see the trendlines, scroll to the left or zoom out - the origin could be outside of your viewport. - Futures' sessions start on the previous day. We currently snap only to day boundaries, not session breaks. - UVXY and the like that have extremely high price datapoints. The calculations will be wrong on some resolutions. - Replay can freeze circa bar_index 244 — disable smart lookback and keep your window under 240 bars if you encounter this. ACKNOWLEDGEMENTS: Many thanks to alexgrover for his extremely efficient functions (used with permission)
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corgaliciousの投稿
65
Neglected Volume by DGTVolume is one piece of information that is often neglected, however, learning to interpret volume brings many advantages and could be of tremendous help when it comes to analyzing the markets. In addition to technicians, fundamental investors also take notice of the numbers of shares traded for a given security. What is Volume? The volume represents all the recorded trades for a security that occurs in a given time interval. It is a measurement of the participation, enthusiasm, and interest in a given security. Think of volume as the force that drives the market. Volume substantiates, energizes, and empowers price. When volume increases, it confirms price direction; when volume decreases, it contradicts price direction. In theory, increases in volume generally precede significant price movements. However, If the price is rising in an uptrend but the volume is reducing or unchanged, it may show that there’s little interest in the security, and the price may reverse. A high volume usually indicates more interest in the security and the presence of institutional traders. However, a rapidly rising price in an uptrend accompanied by a huge volume may be a sign of exhaustion. Traders usually look for breaks of support and resistance to enter positions. When security break critical levels without volume, you should consider the breakout suspect and prime for a reversal off the highs/lows Volume spikes are often the result of news-driven events. Volume spike will often lead to sharp reversals since the moves are unsustainable due to the imbalance of supply and demand note : there’s no centralized exchange where trades are recorded, so the volume data represents what happens at a particular exchange only In most charting platforms, the volume indicator is presented as color-coded bars, green if the security closes up and red if the security closed lower, where the height of the bars show the amount of the recorded trades Within this study, Relative Volume , Volume Weighted Bars and Volume Moving Average are presented, where Relative Volume relates current trading volume to past trading volume over long period, Volume Weighted Bars presents price bars colored based on short period past trading volume average, and Volume Moving Average is average of volume over shot period Relative Volume is presented as color-coded bars similar to regular Volume indicator but uses four color codes instead two. Notable increases of volume are presented in green and red while average values with back and gray, hence adding ability to emphasis notable increases in the volume. It is kind of a like a radar for how "in-play" a security is. Users are allowed to change the threshold, default value is set to Fibonacci golden ration standard deviation away from its moving average. Volume Weighted Bars, a study of Kıvanç Özbilgiç, aims to present if price movements are supported by Volume. Volume Weighted Bars are calculated based on shot period volume moving average which will reflect more recent changes in volume. Price actions with high volume will be displayed with darker colors, average volume values will remain as they are and low volume values will be indicated with lighter colors. Volume Moving Average, Is short period volume moving average, aims to display visually the volume changes. Please not that Relative Volume bars are calculated based on standard deviation of long volume moving average. What Else? Apart from the volume itself, your ability to assess what volume is telling you in conjunction with price action can be a key factor in your ability to turn a profit in the market. It makes little sense to analyze the volume alone. To correctly interpret the volume data, it shall be seen in the light of what the price is doing. there are a lot of other indicators that are based on the volume data as well as price action. Analysing those volume indicators has always helped traders and investors to better understand what is happening in the market. Here are the ones adapted with this study. Some of them used as a source for our aim, some adapted as they are with slight changes to fit visually to this study and please note that the numerical presentation may differ from their regular use • On Balance Volume • Divergence Indicator • Correlation Coefficient • Chaikin Money Flow Shortly; On Balance Volume The On Balance Volume indicator, is a technical analysis indicator that relates volume flow to changes in a security’s price. It uses a cumulative total of positive and negative trading volume to predict the direction of price. The OBV is a volume-based momentum oscillator, so it is a leading indicator — it changes direction before the price Granville, creator of OBV, proposed the theory that changes in volume precede price movements in a measurable way. He believed that volume was the main force behind major market moves and thought of OBV’s prediction of price changes as a compressed spring that expands rapidly when released. It is believed that the OBV shows the interactions between the institutional and retail traders in the market If the price makes a new high, the OBV should also make a new high. If the OBV makes a lower high when the price makes a higher high, there’s a classical bearish divergence — indicating that only the retail traders are buying. Another type of bearish divergence occurs when the price remains relatively quiet and fails to make a higher high but the OBV soars higher than the previous high — indicating that the institutional traders are accumulating short positions. On the other hand, if the price makes a lower low and the OBV makes a higher low, there is a classical bullish divergence, showing that the institutional traders don’t believe in that move With this study, Momentum and Acceleration (optional) of OBV is calculated and presented, where momentum is most commonly referred to as a rate and measures the acceleration of the price and/or volume of a security. It is also referred to as a technical analysis indicator and oscillator that is able to determine market trends. Additionally, smoothing functionality with Least Squares Method is added Divergences especially, should always be noted as a possible reversal in the current trend, so the divergence indicator is adapted with this study where the Momentum of OBV is assumed as Oscillator with similar usages as to RSI. Divergence is most often used to track and analyze the momentum in an asset’s price and the odds of a price reversal within the current trend. The divergence indicator warns traders and technical analysts of changes in a price/volume trend, oftentimes that it is weakening or changing direction. Correlation Coefficient The correlation coefficient is a statistical measure of the strength of the relationship between the relative movements of two variables. A correlation of -1.0 shows a perfect negative correlation, while a correlation of 1.0 shows a perfect positive correlation. A correlation of 0.0 shows no linear relationship between the movement of the two variables. In other words, the closer the Correlation Coefficient is to 1.0, indicates the instruments will move up and down together as it is mostly expected with volume and price. So the Correlation Coefficient Indicator aims to display when the price and volume (on balance volume) is in correlation and when not. With this study blue represent positive correlation while orange negative correlation. The strength of the correlation is determined by the width of the bands, to emphasis the effect horizontal lines are drawn with values set to 0.5 and -0.5. the values above 0.5 (or below -0.5) shows stronger correlation. Chaikin Money Flow , provide optionally as a companion indicator The Chaikin money flow indicator (CMF) is a volume indicator that measures the money flow volume over a chosen period. The money flow volume is a measure of the volume and where the price closed relative to the trading session’s range. It comes from the idea that buying pressure is indicated by a rising volume and recurrent closes in the upper part of the session’s price range while selling pressure is demonstrated by an increasing volume and repeated closes in the lower part of the price range. Both buying and selling pressures are accompanied by an increase in volume, but the location of the closing prices are in accordance with the direction of price Special thanks to @InvestCHK and @hjsjshs , who have enormously contributed while preparing this study related studies: Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
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dgtrdの投稿
132
SSHSH_DevVolatility is a market pulse, like breathing. And it's deviations is being considered as a signal attenuation. When You want to know how far is the current price of it's mean value, You can use this indicator to determine 3-sigma rule. The mean line (like moving average) shows if the market is in it's UpTrend state or the DownTrend state. When it hits it's upper level - so we can say that the Uptrend has ended. The vice versa for the DownTrend. Use it with the faster tuning when You trade the higher timeframes, and with the slower tuning on a lower timeframes. {PM me in TradingView to arrange subscription access}
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super-hshの投稿
Adaptive Bollinger BandsThis is part 3 of 11 in the system named Ninetales/Volt V2 you can find on Tradingview. It simply measures all of the combinations of the defined parameters for Bollinger Bands, and returns the most logically accurate values. Use it however you would use standard Bollinger Bands, just add your preferred values to test against each other, and set the period you would like for it to backtest.
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nonoyeslearnsの投稿
3 Leg Short Strangle BandsDraws 3 leg bands along with safe zone(green lines) based on input 1) Input ATR, Week Day, Current Market Close 2) Input ATR - Previous day 1H Max ATR 3) ADX < 25 4) Input Current Market Close 5) Trading Day - Mon/Tue/Wed/Thu/Fri - Bands distance calculated based on day M/Tu/F 2*(Max ATR), W/Th 1.5(ATR) 6) Safe zone green lines - CMPCls +/- (1.5 * Max ATR) 7) Leg 1 Upper Lower Legs - M/Tu/F - CMPCls +/-(2 * Max ATR), W/Th - CMPCls +/-(1.5 * ATR) 8) Leg 2 & 3 Calculates based on Leg 2 = Leg 1 +/- 100 pts distance, Leg 3 = Leg 2 +/- 100 pts distance' 9) All figures rounded to nearest 100's 10) Safe zone broken exit all positions This is a popular technic used by Profitable traders on sideway markets for Intraday One can keep 3K as SL per 1 set of 3 legs for better R:R
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SharemarketRajaの投稿
4
NIFTY VIX Bands1) The script takes current INDIA VIX as input Daily time frame for NIFTY 2) Used a Formula VIX Value / Square root of Time Period 3) Change Timeframe input accordingly 1 Year = 1, Monthly = 12, Weekly = 52, Daily = 365 4) based point 2 formula with 1 standard deviation it creates upper & lower range bands 5) This is generally used for option selling by big traders they go and sell above the band strikes
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SharemarketRajaの投稿
4
Spread by//Every spread & central tendency measure in 1 script with comfortable visualization, including scrips's status line. Spread measures: - Standard deviation (for most cases); - Average deviation (if there are extreme values); - GstDev - Geometric Standard Deviation (exclusively for Geometric Mean); - HstDev - Harmonic Deviation (exclusively for Harmonic Mean). These modified functions will calculate everything right, they will take source, length, AND basis of your choice, unlike the ones from TW. Central tendency measures: - Mean (if everything's cool & equal); - Median (values clustering towards low/high part of the rolling window); - Trimean (3/more distinguishable clusters of data); - Midhinhe (2 distinguishable clusters of data); - Geometric Mean ( |low.. ... ... .. .... ... . . . . . . . . . . . .high| this kinda data); <- Exp law - Harmonic Mean { |low. . . . . . . . . . . . . . .. . . .high| kinda data). <- Reciprocal law Listen: 1) Don't hesitate using Standard Deviation with non-mean, like "Midhinge Standard Devition", despite what ol' stats gurus gonna say, it works when it's appropriate; 2) Don't check log space while using Geometric Mean & Geometric Standard Deviation, these 2 implement log stuff by design, I mean unless u wanna make it double xd 3) You can use this script, modify it how you want, ask me questions whatever, just make money using it; 4) Use Midrange & Midpoints in tandem when data follows ~addition law (like this . . . . . . . . . . . . . . . . . . . . .). <- just addition law Look at the data, choose spread measure first, then choose central tendency measure, not vice versa. !!! Ain't gonna place ® sign on standard deviations like one B guy did in 1980s lmao, but if your wanna use Harmonic Deviations in science/write about/cite it/whatever, pls give me a lil credit at least, I've never seen it anywhere and unfortunately had to develop it by myself. it's useful when your data develops by reciprocals law (opposite to exponential). Peace TW
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gorx1の投稿
20
Bollinger Bands Money Flow IndexThis script embodies the application of the Bollinger Band and Money Flow Index in John A. Bollinger's book "Bollinger on Bollinger Bands." "Bollinger on Bollinger Bands" suggests a relatively method of analysis by applying the Bollinger Band to an indicator. Here's one of the indicators, Money Flow Index. Money Flow Index is an indicator of overbuying and overselling by reflecting the volume of transactions. "Bollinger on Bollinger Bands" suggests using the Bollinger Band to create relative top and bottom lines for various indicators, such as Money Flow Index. Original Money Flow Index is considered to be over-purchased if it is more than 80% and over-selling if it is less than 20%. But if you put a bolinger band on it, you can set the standard for higher or lower over-selling and over-selling in a sustained bullish, bearish market. This script uses the following values as the default values as recommended by "Bollinger on Bollinger Bands". Money Flow Index for 10 days. a bollinger band of forty days standard deviation of 2 The above values are suitable for most stocks and markets, but sometimes there is too much or too little data inside the Bollinger Band. It is recommended to modify each value little by little to adjust 85% to 90% of the total data to fit inside the Bollinger Band. If the value is higher than the top line, it is considered over-purchased, and a red background color appears. If the bottom line is crossed down, it is considered over-sold and the green background color appears.
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noooobの投稿