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Simple Moving Average (SMA)

Yield Curve Version 2.55.2Welcome to Yield Curve Version 2.55.2 US10Y-US02Y * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take a bit to display based off all the information that is required to display this script. **FEATURES** * Input Features let you view the information the way YOU like via Input Settings * Displays Current Version Title - Toggleable On/Off via Input Settings - Default On * Plots the Yield Curve of the Bonds listed (Middle Green and Red Line) * Displays the Spread for each Bond (Top Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On * Displays the current Yield for each Bond (Bottom Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On - Large Size * Plots the Average of the Entire Yield Curve (BLUE Line within the Yield Curve) - Toggleable On/Off via Input Settings - Default On * Displays messages based off Yield Inversions (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Displays 2 10 Inversion Warning Message (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Plots Column Data at the Bottom that tries to help determine the Stability of the Yield Curve (More information Below about Stability) - Toggleable On/Off via Input Settings - Default On * Plots the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD (More information Below about Stability Max Overload) - Toggleable On/Off via Input Settings - Default On for 100 SMA , 20 SMA and 7 SMA * Ability to Display Indicator Name and Value via Input Settings - Default On - Displays Stability Max Overload SMA Labels. Toggleable to Non SMA Values. See Below. **Bottom Columns are all about STABILITY** * I have tried to come up with an algorithm that helps understand the Stability of the Yield Curve. There are 3 Sections to the Bottom Columns. * Section 1 - STABILITY (Displayed as the lightest Green or Red Column) Values range from 0 to 1 where 1 equals the MOST UNSTABLE Curve and 0 equals the MOST STABLE Curve * Section 2 - STABILITY OVERLOAD (Displayed just above the Stability Column a shade darker Green or Red Column) * Section 3 - STABILITY MAX OVERLOAD (Displayed just above the Stability Overload Column a shade darker Green or Red Column) What this section tries to do is help understand the Stability of the Curve based on the inversions data. Lower values represent a MORE STABLE curve. If the Yield Curve currently has 0 Inversions all Stability factors should equal 0 and therefore not plot any lower columns. As the Yield Curve becomes more inverted each section represents a value based off that data. GREEN columns represent a MORE Stable Curve from the resolution prior and vise versa. (S SO SMO) STABILITY - tests the current Stability of the Curve itself again ranging from 0 to 1 where 0 equals the MOST Stable Curve and 1 equals the MOST Unstable Curve. STABILIY OVERLOAD - adds a value to STABLITY based off STABILITY itself. STABILITY MAX OVERLOAD - adds the Entire value to STABILITY derived again from STABILITY. This section also allows us to see the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD which should always be the GREATEST of ALL STABILTY VALUES. *Indicator Labels How to use* Indicator Labels by default are turned On and will display Name and Value Labels for Stability Max Overload SMA values. To switch to (S SO SMO) Labels, toggle "Indicator Labels / SMO SMA Labels", via Input Settings. This button allows you to switch between the two Indicator Label Display options. You must have "Indicators" turned On to view the Labels and therefore is turned On by Default. To turn all of the Indicator Labels Off, simply disable "Indicators" via Input Settings. Remember - All information displayed can be tuned On or Off besides the Curve itself. There are also other Features Accessible Via the Input Settings. I will continue to update this script as there is more information I would like to gather and display! I hope you enjoy, OpptionsOnly
Pine Script™ indicator
by UnknownUnicorn5129145
2
Yield Curve Version 2.41Welcome to Yield Curve Version 2.41 * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take a bit to display based off all the information that is required to display this script. **FEATURES** * Input Features let you view the information the way YOU like via Input Settings * Displays Current Version Title - Toggleable On/Off via Input Settings - Default On * Plots the Yield Curve of the Bonds listed (Middle Green and Red Line) * Displays the Spread for each Bond (Top Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On * Displays the current Yield for each Bond (Bottom Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On - Large Size * Plots the Average of the Entire Yield Curve (BLUE Line within the Yield Curve) - Toggleable On/Off via Input Settings - Default On * Displays messages based off Yield Inversions (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Displays 2 10 Inversion Warning Message (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Plots Column Data at the Bottom that tries to help determine the Stability of the Yield Curve (More information Below about Stability) - Toggleable On/Off via Input Settings - Default On * Plots the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD (More information Below about Stability Max Overload) - Toggleable On/Off via Input Settings - Default On for 100SMA Off for 7 and 20 SMA **Bottom Columns are all about STABILITY** * I have tried to come up with an algorithm that helps understand the Stability of the Yield Curve. There are 3 Sections to the Bottom Columns. * Section 1 - STABILITY (Displayed as the lightest Green or Red Column) Values range from 0 to 1 where 1 equals the MOST UNSTABLE Curve and 0 equals the MOST STABLE Curve * Section 2 - STABILITY OVERLOAD (Displayed just above the Stability Column a shade darker Green or Red Column) * Section 3 - STABILITY MAX OVERLOAD (Displayed just above the Stability Overload Column a shade darker Green or Red Column) What this section tries to do is help understand the Stability of the Curve based on the inversions data. Lower values represent a MORE STABLE curve. If the Yield Curve currently has 0 Inversions all Stability factors should equal 0 and therefore not plot any lower columns. As the Yield Curve becomes more inverted each section represents a value based off that data. GREEN columns represent a MORE Stable Curve from the resolution prior and vise versa. STABILITY tests the current Stability of the Curve itself again ranging from 0 to 1 where 0 equals the MOST Stable Curve and 1 equals the MOST Unstable Curve. STABILIY OVERLOAD adds a value to STABLITY based off STABILITY itself. STABILITY MAX OVERLOAD adds the Entire value to STABILITY derived again from STABILITY. This section also allows us to see the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD which should always be the GREATEST of ALL STABILTY COLUMNS. Remember - All information displayed can be tuned On or Off besides the Curve itself. There are also other Features Accessible Via the Input Settings. I will continue to update this script as there is more information I would like to gather and display! I hope you enjoy, OpptionsOnly
Pine Script™ indicator
by UnknownUnicorn5129145
Mix1 : Ema Cross + Trend Channel [Gu5]Based on Trend Channel Ema-crossover is added Crossing alerts, only on trend Basado en mi anterior indicador, Trend Channel Se agrega Cruce de Medias Moviles (Ema-crossover) Las alertas solo son en favor a la tendencia El valor de SMA Range es arbitrario (No Backtesting). Cambia la amplitud de canal que determina cuando es rango (barras amarillas por estar muy cerca del SMA200, sin tendencia definida) Range Multiplier adapta el indicador a distintos mercados //Setting recommended for SMA Range //BTCUSD = 100 //EURUSD = 1000 //SPX = 100 //ETHUSD = 10 Si te fue útil este indicador, puedes comprarme una cerveza ;)
Pine Script™ indicator
by gu5tavo71
96
2-Period RSI strategy (with filter)2-period RSI strategy backtest described in several books of the trader Larry Connors . This strategy uses a 2 periods RSI , one slow arithmetic moving average and one fast arithmetic moving average. Entry signal: - RSI 2 value below oversold level (Larry Connors usually sets oversold to be below 5, but other authors prefer to work below 10 due to the higher number of signals). - Closing above the slow average (200 periods). - Entry at closing of candle or opening of next candle. Exit signal: - Occurs when the candlestick closes above the fast average (the most common fast average is 5 periods, but some traders also suggest the 10 period average). Entry Filter (modification made by me): - Applied an RSI2 arithmetic moving average to smooth out oscillations. - Entered only when RSI2 is below oversold level and RSI2 moving average is below 30. * NOTE: In the stocks that I evaluate daily the averages of 4 and 6 periods work very well as a filter. Comments: This strategy works very well in Daily charts but can be applied in other chart times as well. As this is a strategy to catch market fluctuations, it presents different results with different stocks. I have been applying this strategy to the stocks of the Brazilian market (BOVESPA) and have enjoyed the result. Every day I evaluate the stocks that are generating entry signals and choose which one to trade based on the stocks with the highest Profit Value. The RSI 2 averaging filter probably will reduce profit of the backtests because reduces the number of signals, but the Profit Value will usually increase. For me this was a good thing because without the filter, this strategy usually shows more signals than I have capital to allocate. Before entering a trade I look at which fast average the paper has the highest Profit Value and then I use this average as my output signal for that trade (this change has greatly improved the result of the outputs). This strategy does not use Stop Loss because normally Stop Loss decreases effectiveness (profit). In any case, the option to apply a percentage Stop Loss if desired is added in the script. As the strategy does not use stop, extra caution with risk management is advisable. I advise not to allocate more than 20% of the trade capital in the same operation. I'm still studying ways to improve this strategy, but so far this is the best setup I've found. Suggestions are always welcome and we can test to see if they improve the backtest result. Good luck and good trades. ================================================ Backtest das estratégia do IFR de 2 períodos descrita em varios livros do trader Larry Connors . Esta estratégia usa um IFR de 2 períodos, uma média movel aritmética lenta e uma média movel aritmética rápida. Sinal de entrada: - Valor do IFR 2 abaixo do nível de sobrevenda (Larry Connors usualmente define sobrevenda sendo abaixo de 5, mas outros autores preferem trabalhar abaixo de 10 devido ao maior número de sinais). - Fechamento acima da média lenta (200 períodos). - Realizado a compra no fechamento do candle ou na abertura do candle seguinte. Sinal de saída: - Ocorre quando o candle fecha acima da média rápida (a média rápida mais comum é a de 5 períodos, mas alguns traders sugerem também a média de 10 períodos). Filtro para entrada (modificação feita por mim): - Aplicado uma média móvel aritmética do IFR2 para suavisar as oscilações. - Realizado a entrada apenas quando o IFR2 está abaixo do nível de sobrevenda e a média móvel do IFR2 está abaixo de 30. *OBS: nos ativos que avalio diariamente as médias de 4 e 6 períodos funcionam muito bem como filtro. Comentários: Esta estratégia funciona muito bem no tempo gráfico Diário mas pode ser aplicada tambem em outros tempos gráficos. Como trata-se de uma estratégia para pegar oscilações do mercado, ela apresenta diferentes resultados com diferentes ativos. Eu venho aplicando esta estratégia nos ativos do mercado brasileiro (BOVESPA) e tenho gostado do resultado. Diariamente eu avalio os papeis que estão gerando entrada e escolho qual irei realizar o trade baseado nos papeis que apresentam maior Profit Value. O filtro da média do IFR 2 reduz o lucro nos backtests pois reduz também a quantidade de sinais, mas em compensação o Profit Value irá normalmente aumentar. Para mim isto foi algo positivo pois, sem o filtro, normalmente esta estratégia apresenta mais sinais do que possuo capital para alocar. Antes de entrar em um trade eu olho em qual média rápida o papel apresenta maior Profit Value e então eu utilizo está média como meu sinal de saída para aquele trade (esta mudança tem melhorado bastante o resultado das saídas). Está estratégia não utiliza Stop Loss pois normalmente o Stop Loss diminui a eficácia (lucro). De qualquer maneira, foi acrescentado no script a opção de aplicar um Stop Loss percentual caso seja desejado. Como a estratégia não utiliza stop é aconselhável um cuidado redobrado com o gerenciamento de risco. Eu aconselho não alocar mais de 20% do capital de trade em uma mesma operação. Ainda estou estudando formas de melhorar esta estratégia, mas até o momento está é a melhor configuração que encontrei. Sugestões são sempre bem vindas e podemos testar para verificar se melhoram o resultado do backtest. Boa sorte e bons trades.
Pine Script™ strategy
by Tomazetti
12
Triple Moving Average HeatmapHi everyone I didn't publish on Friday because I was working on an Expert Advisor in MT4. The day I don't publish, some scripts spamming guys published many (not useful) scripts the same to kick me out of the TOP #1 ranking. So what I'm going to do about it? crying or sharing more quality scripts than before? :) I guess you know the answer :) I'm gonna share a few quality scripts that I have in my library. I noticed that you guys tend to like more the scripts useful for your trading actually making you money rather than a copy-paste (of another copy-paste) Alright, enough for the trolling now let's introduce the Three MA heatmap which is an upgrade of that script : MA-heatmap-Double-cross-edition/ The challenge was to keep the heatmap not rolling and to make it match with the MA cross. I did it using this ``` since_ma_buy = barssince(macrossover) since_ma_sell = barssince(macrossunder) heatmap_color() => since_ma_buy < since_ma_sell ? color.new(color.green, 20) : since_ma_buy > since_ma_sell ? color.new(color.red, 20) : na ``` This is a technique that I found after drinking three glasses of red wine (#french) to keep the heatmap stable and not rolling. To get what I'm saying I invite you to replace the piece of code above by what everyone would normally do ``` heatmap_color() => macrossunder() ? color.new(color.green, 20) : macrossover() ? color.new(color.red, 20) : na ``` Ah and I'm not done sharing for the day, a few scripts are coming also after that one and tonight !!!!! I want to live in a world where you guys can enjoy quality scripts (mostly) :) PS ____________________________________________________________ Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future. - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Pine Script™ indicator
by Daveatt
6
Triple Moving Average & Elder ImpulseThis is an updated version of my previous Triple Moving average script. This one plots 3 moving averages + Elder impulse system. The user has an option to choose from EMA or SMA. User can also choose the length and source for moving averages. The user also has an option to turn ON/OFF the use of the Elder impulse system. All this utilizing the space for a single indicator. This is especially helpful for free users with a limit of only 3 indicators per chart. This way you can add the 4 above + 2 more indicators of your choice. Hope it helps.
Pine Script™ indicator
by getmohsin.py
2
Ultimate Moving Average Package (17 MA's)Included is the: VWAP Current time frame 10 EMA Current time frame 20 EMA Current time frame 50 EMA Current time frame 10 SMA Current time frame 20 SMA Current time frame 50 SMA Daily 10 EMA Daily 20 EMA Daily 50 EMA Daily 50 SMA Daily 100 SMA Daily 200 SMA Weekly 100 SMA Weekly 200 SMA Monthly 100 SMA Monthly 200 SMA All Daily/Weekly/Monthly MA's can be seen on intraday charts. Current time frame MA's change depending on your time frame. Obviously you dont need all 17 on your chart but you can pick the ones you like and disable the rest.
Pine Script™ indicator
by Craig_Stine