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Strategy

RSI based on ROC Backtest This is the new-age indicator which is version of RSI calculated upon the Rate-of-change indicator. The name "Relative Strength Index" is slightly misleading as the RSI does not compare the relative strength of two securities, but rather the internal strength of a single security. A more appropriate name might be "Internal Strength Index." Relative strength charts that compare two market indices, which are often referred to as Comparative Relative Strength. And in its turn, the Rate-of-Change ("ROC") indicator displays the difference between the current price and the price x-time periods ago. The difference can be displayed in either points or as a percentage. The Momentum indicator displays the same information, but expresses it as a ratio. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
RSI based on ROC Strategy This is the new-age indicator which is version of RSI calculated upon the Rate-of-change indicator. The name "Relative Strength Index" is slightly misleading as the RSI does not compare the relative strength of two securities, but rather the internal strength of a single security. A more appropriate name might be "Internal Strength Index." Relative strength charts that compare two market indices, which are often referred to as Comparative Relative Strength. And in its turn, the Rate-of-Change ("ROC") indicator displays the difference between the current price and the price x-time periods ago. The difference can be displayed in either points or as a percentage. The Momentum indicator displays the same information, but expresses it as a ratio. WARNING: - This script to change bars colors.
Pineスクリプト™ インジケーター
HPotterの投稿
Relative Volatility Index Backtest The RVI is a modified form of the relative strength index (RSI). The original RSI calculation separates one-day net changes into positive closes and negative closes, then smoothes the data and normalizes the ratio on a scale of zero to 100 as the basis for the formula. The RVI uses the same basic formula but substitutes the 10-day standard deviation of the closing prices for either the up close or the down close. The goal is to create an indicator that measures the general direction of volatility. The volatility is being measured by the 10-days standard deviation of the closing prices. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
3
Relative Volatility Index Strategy The RVI is a modified form of the relative strength index (RSI). The original RSI calculation separates one-day net changes into positive closes and negative closes, then smoothes the data and normalizes the ratio on a scale of zero to 100 as the basis for the formula. The RVI uses the same basic formula but substitutes the 10-day standard deviation of the closing prices for either the up close or the down close. The goal is to create an indicator that measures the general direction of volatility. The volatility is being measured by the 10-days standard deviation of the closing prices. WARNING: - This script to change bars colors.
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HPotterの投稿
Relative Momentum Index Backtest The Relative Momentum Index (RMI) was developed by Roger Altman. Impressed with the Relative Strength Index's sensitivity to the number of look-back periods, yet frustrated with it's inconsistent oscillation between defined overbought and oversold levels, Mr. Altman added a momentum component to the RSI. As mentioned, the RMI is a variation of the RSI indicator. Instead of counting up and down days from close to close as the RSI does, the RMI counts up and down days from the close relative to the close x-days ago where x is not necessarily 1 as required by the RSI). So as the name of the indicator reflects, "momentum" is substituted for "strength". You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
Relative Momentum Index Strategy The Relative Momentum Index (RMI) was developed by Roger Altman. Impressed with the Relative Strength Index's sensitivity to the number of look-back periods, yet frustrated with it's inconsistent oscillation between defined overbought and oversold levels, Mr. Altman added a momentum component to the RSI. As mentioned, the RMI is a variation of the RSI indicator. Instead of counting up and down days from close to close as the RSI does, the RMI counts up and down days from the close relative to the close x-days ago where x is not necessarily 1 as required by the RSI). So as the name of the indicator reflects, "momentum" is substituted for "strength". WARNING: - This script to change bars colors.
Pineスクリプト™ インジケーター
HPotterの投稿
Range Action Verification Index (RAVI) Backtest The indicator represents the relative convergence/divergence of the moving averages of the financial asset, increased a hundred times. It is based on a different principle than the ADX. Chande suggests a 13-week SMA as the basis for the indicator. It represents the quarterly (3 months = 65 working days) sentiments of the market participants concerning prices. The short moving average comprises 10% of the one and is rounded to seven. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
Range Action Verification Index (RAVI) Strategy The indicator represents the relative convergence/divergence of the moving averages of the financial asset, increased a hundred times. It is based on a different principle than the ADX. Chande suggests a 13-week SMA as the basis for the indicator. It represents the quarterly (3 months = 65 working days) sentiments of the market participants concerning prices. The short moving average comprises 10% of the one and is rounded to seven. WARNING: - This script to change bars colors.
Pineスクリプト™ インジケーター
HPotterの投稿
Positive Volume Index Backtest The theory behind the indexes is as follows: On days of increasing volume, you can expect prices to increase, and on days of decreasing volume, you can expect prices to decrease. This goes with the idea of the market being in-gear and out-of-gear. Both PVI and NVI work in similar fashions: Both are a running cumulative of values, which means you either keep adding or subtracting price rate of change each day to the previous day`s sum. In the case of PVI, if today`s volume is less than yesterday`s, don`t add anything; if today`s volume is greater, then add today`s price rate of change. For NVI, add today`s price rate of change only if today`s volume is less than yesterday`s. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
3
Positive Volume Index Strategy The theory behind the indexes is as follows: On days of increasing volume, you can expect prices to increase, and on days of decreasing volume, you can expect prices to decrease. This goes with the idea of the market being in-gear and out-of-gear. Both PVI and NVI work in similar fashions: Both are a running cumulative of values, which means you either keep adding or subtracting price rate of change each day to the previous day`s sum. In the case of PVI, if today`s volume is less than yesterday`s, don`t add anything; if today`s volume is greater, then add today`s price rate of change. For NVI, add today`s price rate of change only if today`s volume is less than yesterday`s. WARNING: - This script to change bars colors.
Pineスクリプト™ インジケーター
HPotterの投稿
PFE (Polarized Fractal Efficiency) Backtest The Polarized Fractal Efficiency (PFE) indicator measures the efficiency of price movements by drawing on concepts from fractal geometry and chaos theory. The more linear and efficient the price movement, the shorter the distance the prices must travel between two points and thus the more efficient the price movement. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
Percentage Volume Oscillator (PVO) Backtest The Percentage Volume Oscillator (PVO) is a momentum oscillator for volume. PVO measures the difference between two volume-based moving averages as a percentage of the larger moving average. As with MACD and the Percentage Price Oscillator (PPO), it is shown with a signal line, a histogram and a centerline. PVO is positive when the shorter volume EMA is above the longer volume EMA and negative when the shorter volume EMA is below. This indicator can be used to define the ups and downs for volume, which can then be use to confirm or refute other signals. Typically, a breakout or support break is validated when PVO is rising or positive. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿
Percentage Volume Oscillator (PVO) Strategy The Percentage Volume Oscillator (PVO) is a momentum oscillator for volume. PVO measures the difference between two volume-based moving averages as a percentage of the larger moving average. As with MACD and the Percentage Price Oscillator (PPO), it is shown with a signal line, a histogram and a centerline. PVO is positive when the shorter volume EMA is above the longer volume EMA and negative when the shorter volume EMA is below. This indicator can be used to define the ups and downs for volume, which can then be use to confirm or refute other signals. Typically, a breakout or support break is validated when PVO is rising or positive. WARNING: This script to change bars colors.
Pineスクリプト™ インジケーター
HPotterの投稿
Money Flow Indicator (Chaikin Oscillator) Indicator plots Money Flow Indicator (Chaikin). This indicator looks to improve on Larry William's Accumulation Distribution formula that compared the closing price with the opening price. In the early 1970's, opening prices for stocks stopped being transmitted by the exchanges. This made it difficult to calculate Williams' formula. The Chaikin Oscillator uses the average price of the bar calculated as follows (High + Low) /2 instead of the Open. The indicator subtracts a 10 period exponential moving average of the AccumDist function from a 3 period exponential moving average of the AccumDist function. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Pineスクリプト™ ストラテジー
HPotterの投稿