A moving average that weighted with Farey fractions. It matches a standard linear weighted average almost one-to-one. Why? Because both averages have strictly monotonic weighting sequences and assign a higher weight to latests data. So, Farey weights are just scaled to linear ones. Instead of specifing period you specify an order of Farey sequence. To learn more...
This is an experimental study designed to identify the underlying trend bias and volatility of an instrument over any custom interval TradingView supports.
First, reset points are established at points where the opening price of the interval changes.
Next, Volume Weighted Average Price (VWAP) is calculated. It is the cumulative sum of typical price times volume...
This is simply three moving averages in the same indicator, with the possibility to change the source, length, offset and type on every moving average (Simple, Exponential, Weighted, Volume-weighted, Triple EMA or a moving average that uses RSI ).
If you want to disable any of the moving averages, then do that under the "Style"-tab by unchecking the box for that...
With the same idea of the VSA i make the VPSA to make synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns.
Can use others indicators over the VPSA, only write in CAPITAL letters open, high, low, close or hl2 at inputs section.
I am reading "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" by Buff Pelz Dormeier so I am going to implement all indicators that are considered there.
VW-MACD was developed by Buff Pelz Dormeier in 2000 and is based on the difference between a short-term volume-weighted moving average and a long-term volume-weighted...
This is an experimental study derived from George Lane's Stochastic Oscillator.
The %KWMA is calculated by taking a moving average of source with a %K weighting factor over its specified period.
The %DWMA is calculated by taking a simple moving average of %KWMA over its specified period.
Custom bar color scheme included.
This indicator was originally developed by Edwin "Sedge" Coppock (Barron's Magazine, October 1962).
Specially for @AlexMayorov:
1) Buy when indicator crosses the zero line upside
2) Sell when indicator crosses the zero line downside
The TRIMA is simply the SMA of the SMA -- a double-smoothed simple moving average . The end effect of the double smoothing is that greater weight is placed on values near the middle of the lookback period. It therefore reacts relatively slowly to price changes compared to most moving averages .
But why would I want more lag?
One potential use of this moving...
MULTI-TF AVERAGE BBANDS - with signals (BETA)
Overall, it shows where the price has support and resistance, when it's breaking through, and when its relatively low/high based on the magic of standard deviation.
created by gamazama. send me a shout if u find this useful, or if you create something cool with it.
%BB: The price's position in the boilinger band is...
With the same idea of the VPSA i make the VPSA2 to make Heiken Ashi style synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns.
I see very useful like a secondary analysis layer. in the graph show the same RSI with price and VPSA2 like source.
Can use others...
Applying a window to the filter weights provides sometimes extra control over the characteristics of the filter.In this script an hamming window is applied to the volume before being used as a weight.In general this process smooth the frequency response of a filter.
Lets compare the classic vwma with hamming windowed...
Cumulative Force Indicator. Can also be seen as an OBV indicator that takes the price differences into account. In a regular OBV, a high volume bar can make a huge difference, even if the price went up only 0.01, and it it goes down 0.01 instead, that volume makes the OBV go down big time, even though in both cases hardly anything really happened. cForce is a...