HEX Risk Metric (v0.2)This indicator plots a "risk metric" based on the % increases of the following averages:
ema21, sma50, sma100, sma200, sma300, sma600.
Depending on the rolling 7-day percentage increase of this moving average, a value is assigned to each data point, then normalized to a common range.
This set of metrics attempts to represent data similar to that of a heat map.
Users can adjust filter top, filter bottom, and toggle on/off the different metrics within the set.
Derivative
HEX Risk Metric (v0.1)This indicator plots a "risk metric" based on the % increases of the following averages:
ema21, sma50, sma100, sma200, sma300, sma600.
Depending on the rolling 7-day percentage increase of this moving average, a value is assigned to each data point, then normalized to a common range.
This set of metrics attempts to represent data similar to that of a heat map.
Users can adjust filter top, filter bottom, and toggle on/off the different metrics within the set.
make lead signalAdd derivative of a signal for leading behaviour
formula: sig = (lambda/100)*source + (1-lambda/100)**momentum )
it has a multiplier and an offset for adjustment of result.
final formula: sig = multiplier*( (lambda/100)*src + (1-lambda/100)*mom_coef*mom ) + offset
Delta-RSI OscillatorIntroducing the Delta-RSI Oscillator.
This oscillator is a time derivative of the RSI, plotted as a histogram and serving as a momentum indicator. The derivative is calculated explicitly by means of local polynomial regression. It is designed to provide minimum false and premature buy/sell signals compared to many traditional momentum indicators such as Momentum, RSI, Rate of Change.
Application:
Potential trading signals provided by the Delta-RSI Oscillator include:
- zero crossing (negative-to-positive as a bullish sign and positive-to-negative sign as a bearish signal),
- change of direction (consider going long if the oscillator starts to advance, and short otherwise).
In addition, the strength of a particular trend can be estimated by looking at the Delta-RSI value (positive D-RSI in case of the uptrend, and negative in case of the downtrend).
Choosing the model Parameters:
-RSI Length: The timeframe of the RSI that is being differentiated.
- Frame Length: The length of the lookback frame used for local regression.
- Polynomial Order: The order of the local polynomial function.
Longer frames and lower order of polynomials will result in a " smoother " D-RSI, but at the expense of greater lag. Increasing the polynomial order while maintaining the frame length will reduce lag while producing more variance. The values set as default (Length=18, Order=2) were found to provide optimum the variance/lag tradeoff. However, other options (e.g., Length=35, Order=3) can also work well.
Relationship with other methods:
When developing this indicator, I was inspired by Connie Brown’s Derivative Oscillator. The latter pursues the same goal but evaluates the RSI derivative by means of triple smoothing. This paves the way for more clear interpretation and easier tuning of model parameters.
BitFlyerFX Kairi(%)This is an indicator that shows the ratio of spot price and "FX" price of bitFlyer, a Japanese cryptocurrency exchange.
"FXBTCJPY" is a special product and does not strictly work with spot price.
Because of the extremely "peculiar" price, it often deviates from the spot price.
This is an indicator to confirm it.
·Source
BITFLYER: BTCJPY
BITFLYER: FXBTCJPY
=================
bitFlyerの現物価格とFX価格の乖離率を見るやつ。とりあえず見れればいい人向け
[RS][V4]ZigZag Percent Reversal - Helper - AntiSlopeEXPERIMENTAL:
A helper script to map the Anti derivative slopes.
Derivative Oscillator Cu [ID: AC-P]The "AC-P" version of the Derivative Oscillator is my personal customized version of Constance Brown's Derivative Oscillator (using Everget's implementation of it as the base), with the the following modifications and additions:
VWAP Indication - option to show whether the price input option is above or below the Daily VWAP (red triangles = price input is below vwap, green triangles = price input is above vwap)
Bullish and Bearish phases from shayankm's Waddah Attar Explosion V2 () is included as indication dots (bullish = blue dots, bearish = yellow dots) below/above the Derivative Oscillator histogram
Coral Trend from Lazybear () is included as indication dots (red/green dots below/above the Derivative Oscillator histogram
Input source options for vwap, Waddah components (MACD, Bollinger Upper/Lower)
Centerline option for Coral trend, and Horizontal center option for the Derivative Oscillator with circle indication (optional - provided as option for flexibility in use with overlaying with other indicators)
This indicator is a hybrid, with a combination of leading indicators and lagging trending indicators combined into one. Specifically, a few of the other indicators I use are lacking in the momentum and trend department, and this is one of the indicators I use to address that:
VWAP provides trend information on lower timeframes from a high timeframe interval (D)
Coral Trend provides additional confirmation to VWAP trend wise, and is adjustable
Waddah Attar Explosion provides a third level of confirmation for trending moves, taking into account shorter and longer timeframes (FastEMA and SlowEMA parameters).
Script base for the Derivative Oscillator is credited to Everget () and LazyBear ().
Source attribution to Constance Brown for the Derivative Oscillator formula/indicator:
// Brown, Constance.
// Reference 1: “The Derivative Oscillator: a New Approach to an Old Problem,” Journal of Technical Analysis (Winter-Spring 1994) 45–61.
// Reference 2: Technical Analysis for the Trading Professional. New York, NY: McGraw-Hill, 1999.
Information on the Derivative Oscillator:
www.investopedia.com
Derivative Oscillator Arrows [Salty]Values above zero are considered bullish, and larger arrows print when the cross over occurs in the bullish area.
Values below zero are considered bearish, and larger arrows print when the cross under occurs in the bearish area.
Derivative OscillatorThis indicator was originally developed by Constance (Connie) M. Brown (Journal of Technical Analysis (Winter-Spring 1994, 45-61): "Derivative Oscillator: A New Approach to an Old Problem").
MaxWarren's Pine Acceleration - 2nd DerivativeThis is the acceleration of a chart written in pine. It's the second derivative otherwise the derivative of the momentum.
It shows how fast a stock's momentum is changing and in what direction.
As standard I left the controls in the settings for source and length of the estimate.
I will be incorporating this in other more complicated scripts here shortly
