Volatility Index (Expo) DESCRIPTION Volatility can be referred to many things, but a commonly accepted definition of volatility is that it’s a measure of the risk or uncertainty in the market. Higher volatility is equal to more risk in the market. A simple way of describing it is that when volatility is high, the value of the market can be spread out over a...
This signal indicator combines some key turning points including Fractals, Volume , Moving average and Momentum to try and pinpoint the moments a breakout or reversal is likely. Purple Arrows: Shows a possible breakout/breakdown is pending. Wait for the close and only pay attention to the most recent arrows. Place a long/short sell above or below the purple price...
This is originally a script built by LazyBear in version 2 and updated to version 4. Slowly trying to learn other concepts in Pine and sharing what I come up with just in case it adds any value to the community. This gives a good idea of low volatility in the market and is a good warning sign to pay attention for a larger move when volatility swings back the other way.
ATR measures volatility, but you can't compare one instrument vs. another with it because the ATR value will be different depending on the price of the instrument. I went searching for something like ATR but with percentages, so you could compare one stock vs. another to find who is more volatile and found this . It was exactly what I was looking for, so...
This indicator ads option to compare BandWidth accross time. John Bollinger says he uses 125 period.
This strategy buys when the Donchian Channel is broken to the upside and uses the lower Donchian Channel line as a trailing stop. You can also choose to use a moving average as a filter to keep you out of trades that are counter trend. You can also configure which dates you want to backtest, so you can see how this behaves over specific time frames and market cycles.
Same as XBT Contango Calc V3, however built specifically for Deribit Futures . See link to XBT Contango Calc V3 for full description. Above is capture of how this indicator performed on December Futures Contract BTC27Z19, since I assume I will loose this as the main chart when I update to June contract Current (Dec. 2019) futures contracts are as...
Since creating the first version of the XBT Contango Calculator, I found that the first version is good a calculating contango and backwardation in real time, however does not do a good job of capturing historical data of brief moves. Since backwardation moves are often brief, and since the first version Contango Calc was based on candlestick closes, it did not...
Time Series Lag Reduction Filter by Cryptorhythms Description A little filter to reduce lag on any time series data. Here we use an EMA to demonstrate how it works, but you could use it in many different ways/appications. This method can cause overshoot if you get too aggressive with the "lagReduce" setting. In this case lower the lagReduce variable. 👍 We...
Uses a modified ATR to find entries, take profits, and stop losses. Optimized for the 3m chart, but can be used on higher time frames with some tinkering of the settings.
What is this tool? This is an implementation of the well-known Parabolic SAR indicator that can adjust parameters on the fly to achieve a better profitability. The algorithm was borrowed from Profitable Parabolic SAR and connected to the basic Parabolic SAR implementation. So, now it will switch parameters automatically without any manual work required. ...
I add a basic strategy for the "Quadratic traffic light" indicator, it can help to find a good configuration. Regards.
Cryptocurrency markets are not Gaussian in nature, and similar is the case with other financial markets. But still, most of the volatility indicators(and many other indicators as well) are based upon the Gaussian Model. This Strategy is a perfect example of how custom Gaussian Models can predict the price action with decent accuracy. This strategy primarily...
The quadratic semaphore indicator is an indicator that find confirmed market u-turn with the help of 2 quadratic regression calculated with Highs and Lows over the last “length” periods. - “p” setting is candlesticks quantity to confirmed the quadratic regression has formed a High or Low parabola, such as Fractals. Consecutive same signals can happen due to the...
potential top bottom finder long is start of accumulation / buying short is start of distribution / selling
AUTO DRAW HARMONIC HARMONIC FORMATIONS BAT GARTLEY BUTTERFLY WOLFE ETC. BORSACA TARGET FORECASTING MODULE NEXT GENERATION TECHNICAL ANALYSIS
Disclaimer : This script is exclusively reserved to business customers. There's no free trial. For any request, drop us a private message. _____________________________________________________________ Hello TV community, Let us present our internal script strategy : The core algorithm focuses on micro-variations (μ.var feature) calculations. It has been...
The VSA Trade Assistant is a fully featured data dashboard and information management tool that visually tracks, analyzes and displays key performance indicators in any BTC related market on Trading View This indicator recognizes climatic up and down bars including when their vol is very high (at least 100 percent of the bar is above the average vol line) and...