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rthomson Uppdaterad 

This script creates candles based on an aggregated Index price from various exchange tickers. A lot of exchanges have specific flash crash wicks, missing data, erraticness compared to other exchanges particularly in their first few months, this is an attempt to clean up the price history, be it for TA ( trendlines , S/R etc.) or use in algos or other indicators,...

blackcat1402

Level: 2 Background John F. Ehlers introuced Hilbert Channel Breakout Trading System in Nov, 2000. Function This indicator will show how the adaptive filter is being applied to a trading strategy. After the Hilbert Channel Breakout Signal is optimized, set the inputs for this indicator to match the corresponding inputs for the signal. In the March 2000...

blackcat1402

Level: 2 Background John F. Ehlers introuced Measuring the Dominant Cycle using the HomoDyne Discriminator in his "Cycle Analytics for Traders" chapter 14 on 2013. Function With Hilbert transformer, the third algorithm for computing the dominant cycle is the homodyne approach. Homodyne means the signal is multiplied by itself. More precisely, we want to...

blackcat1402

Level: 2 Background John F. Ehlers introuced Measuring the Dominant Cycle using the Phase Accumulation in his "Cycle Analytics for Traders" chapter 14 on 2013. Function With Hilbert transformer, the next algorithm to compute the dominant cycle is the phase accumulation method. The phase accumulation method of computing the dominant cycle is perhaps the easiest...

blackcat1402

Level: 2 Background John F. Ehlers introuced Measuring the Dominant Cycle using the Dual Differentiator in his "Cycle Analytics for Traders" chapter 14 on 2013. Function With Hilbert transformer, the first algorithm to compute the dominant cycle is called the dual differentiator. In this case, the phase angle is computed from the analytic signal as the...

rthomson Uppdaterad 

This script creates candles based on an aggregated Index price from various BTC exchange tickers. Since the early years in particular have a lot of exchange specific flash crash wicks, missing data, erraticness compared to other exchanges particularly in their first few months, this is an attempt to clean up the price history, be it for TA (trendlines, S/R etc.)...

blackcat1402

Level: 2 Background John F. Ehlers introuced Adaptive Stochastic in his "Rocket Science for Traders" chapter 21 on 2001. Function The Stochastic measures the current closing price relative to the lowest low over the observation period. It then normalizes this to the range between the highest high and the lowest low over the observation period. If the current...

blackcat1402 Uppdaterad 

Level: 2 Background John F. Ehlers introuced Optimum Predictor in his "Rocket Science for Traders" chapter 20 on 2001. Function As we have seen before, the majority of the code involves the computation of the period using the Homodyne Discriminator algorithm. Once the period has been computed, the Optimum Predictor is found in just a few lines of code....

MartinShkreIi Uppdaterad 

Inspired by the article "2020's Best Performing Hedge Fund Warns Of 'Incredible Move' Around The Election" from ZeroHedge: This script explores the relationship and attempts to find dislocation between equity risk (VIX) and high-yield corporate debt risk (VXHYG, The Cboe VXHYG Index is an estimate of the expected 30-day volatility of the return on iShares' High...

blackcat1402 Uppdaterad 

Level: 2 Background Bollinger bands are a type of price envelope developed by John Bollinger , where price envelopes define upper and lower price ranges. Bollinger Bands are envelopes that are represented with a standard deviation above and below a simple moving average of price. Because the spacing of the bands is based on the standard deviation, they adjust...

blackcat1402 Uppdaterad 

Level: 2 Background The KDJ oscillator display consists of 3 lines (K, D and J - hence the name of the display) and 2 levels. K and D are the same lines you see when using the stochastic oscillator. The J line in turn represents the deviation of the D value from the K value. The convergence of these lines indicates new trading opportunities. Just like the...

aybarsm Uppdaterad 

Extremely simple algorithm in order to calculate the gap between 2 simple moving averages. Analyzing perspective defines the line of color as white, green or red. This is done by checking sources of both moving averages and evaluate their past values with the mutual length respectively. Analysis is done by scoring the movements of sources. What to expect? -...

blackcat1402

Level: 1 Background The MACD is a superior derivative of moving average crossovers and was developed by Gerald Appel in 1979 as a market timing tool. MACD uses two exponential moving averages with different bar periods, which are then subtracted to form what Mr. Appel calls the Fast Line. A 9-period moving average of the fast line creates the slow...

blackcat1402

Level: 1 Background The KDJ oscillator display consists of 3 lines (K, D and J - hence the name of the display) and 2 levels. K and D are the same lines you see when using the stochastic oscillator. The J line in turn represents the deviation of the D value from the K value. The convergence of these lines indicates new trading opportunities. Just like the...

blackcat1402 Uppdaterad 

Level: 1 Background The MACD is a superior derivative of moving average crossovers and was developed by Gerald Appel in 1979 as a market timing tool. MACD uses two exponential moving averages with different bar periods, which are then subtracted to form what Mr. Appel calls the Fast Line. A 9-period moving average of the fast line creates the slow...

blackcat1402

Level: 1 Background Bollinger bands are a type of price envelope developed by John Bollinger, where price envelopes define upper and lower price ranges. Bollinger Bands are envelopes that are represented with a standard deviation above and below a simple moving average of price. Because the spacing of the bands is based on the standard deviation, they adjust for...

MartinShkreIi

Simple script that calculates the normalized value of N. Rules taken from an online PDF containing the original Turtle system: "The Turtles used a volatility-based constant percentage risk position sizing algorithm. The Turtles used a concept that Richard Dennis and Bill Eckhardt called N to represent the underlying volatility of a particular market. N is simply...

GeckoPrimed

The new feature of arrays allows for a multitude of new possibilities within Pinescript. This script implements a bubble sort function with most probable efficiency of О(n^2) with a best-case being O(n). This sort does not require large amounts of memory to process and has advantages when sorting small lists of data. The main advantages: Bubble sort is an...