//@version=5 indicator(" SUNIL DUGAR Volume and Price Table with Average", overlay=true) // Calculate average volume and closing price of the last 10 candles avg_volume = ta.sma(volume, 5) avg_close = ta.sma(close, 5) // Prepare text for table table_text = "Volume\tClose\n" for i = 0 to 5 table_text := table_text + str.tostring(volume) + "\t" +...
A simple script to filter bull and bear markets by using percentile rank filter. Using market regimes to filter by bull/bear/sideways markets helps to understand how your strategy will behave in various market regimes and allows you to avoid unprofitable regimes and only trade in profitable ones. The idea of market regime filtering is used in the most successful...
This indicator provides a simple market regime filter for Historical Volatility. Depending on the strategy that you are using, it is useful to know how your strategy will perform at different ranges of volatility, as this can greatly impact your performance. For instance, some of my long-only mean reversion strategies will only take trades where the volatility...