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Двойная экспоненциальная скользящая средняя (DEMA)

SUPER MULTI MOVING AVERAGE [Gabbo]this indicator serves to differentiate the classic Moving Average with a different style There are 3 Moving Average editable with the Source, length, timeframe and styles. the styles are: SMA = Simple moving average EMA = Exponential moving average WMA = Weighted moving average RMA = Rolling moving average HMA = Hull moving average JMA = Jurik moving average DEMA = Double exponential moving average TEMA = Triple exponential moving average LSMA = Least squares moving average VWMA = Volume-weighted moving average SMMA = Moving average Smoothed KAMA = Kaufman Moving Average Adaptive ALMA = Arnaud Legoux moving average FRAMA = Fractal Adaptive moving average VIDYA = Variable Index Dynamic Average There are also Inputs that are valid only for some styles such as: JMA = "Phase" and "Power" ALMA = "Offset" and "Sigma" FRAMA = "Lower shift ( FC )" and "Upper shift ( SC )" VIDYA = "Fixed CMO Lenght (9)?" and "Calculation Method: CMO/StDev?" The "Ema Fill" input is used to decide the type of Moving Average long or short, the choices are: Fast/Slow = Long = maFast >= maSlow --- Short maSlow > maFast Fast = Long = maFast >= close ------ Short maFast < close Slow = Long = maSlow >= close ------ Short maSlow < close NA = No fill If they also select the input "USE Ema Conf ???" the calculations for Moving Average Long and Short become like this: Fast/Slow = Long = maFast >= maSlow and maConf >= maFast --- Short maSlow > maFast and maSlow > maFast Fast = Long = maFast >= close and maConf >= maFast ------ Short maFast < close and maFast > maConf Slow = Long = maSlow >= close and maConf >= maSlow ------ Short maSlow < close and maSlow > maConf NA = No fill selecting the input "TABLE ???" a table with 8 boxes will appear and each will be of a different color, based on the Moving Average Long and Short of the 8 different Timeframes. the "Neutral Position" input is used to calculate the Moving Average Neutral, Long and Short Long = maFast- maSlow >= upBar and maFast >= maFamaSlow Short = maFast- maSlow <= -lowBar and maSlow > maFast Neutral = maFast >= maSlow and maFast- maSlow < upBar OR maSlow > maFast and maFast- maSlow > -lowBar
Индикатор Pine Script™
от Cometreon
RSI-Adaptive, GKYZ-Filtered DEMA [Loxx]RSI-Adaptive, GKYZ-Filtered DEMA is a Garman-Klass-Yang-Zhang Historical Volatility Filtered, RSI-Adaptive Double Exponential Moving Average. This is an experimental indicator. The way this is calculated is by turning RSI into an alpha value that is then injected into a DEMA function to output price. Price is then filtered using GKYZ Historical volatility. This process of creating an alpha out of RSI is only relevant to EMA-based moving averages that use an alpha value for it's calculation. What is Garman-Klass-Yang-Zhang Historical Volatility? Yang and Zhang derived an extension to the Garman Klass historical volatility estimator that allows for opening jumps. It assumes Brownian motion with zero drift. This is currently the preferred version of open-high-low-close volatility estimator for zero drift and has an efficiency of 8 times the classic close-to-close estimator. Note that when the drift is nonzero, but instead relative large to the volatility , this estimator will tend to overestimate the volatility . The Garman-Klass-Yang-Zhang Historical Volatility calculation is as follows: GKYZHV = sqrt((Z/n) * sum((log(open(k)/close( k-1 )))^2 + (0.5*(log(high(k)/low(k)))^2) - (2*log(2) - 1)*(log(close(k)/open(2:end)))^2)) Included Alerts Signals Loxx's Expanded Source Types Bar coloring
Индикатор Pine Script™
от loxx
1
Step Generalized Double DEMA (ATR based) [Loxx]Step Generalized Double DEMA (ATR based) works like a T3 moving average but is less smooth. This is on purpose to catch more signals. The addition of ATR stepped filtering reduces noise while maintaining signal integrity. This one comes via Mr. Tools. Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was first introduced in the February 1994 issue of the magazine Technical Analysis of Stocks & Commodities in Mulloy's article "Smoothing Data with Faster Moving Averages". The way to calculate is the following : The Double Exponential Moving Average calculations are based combinations of a single EMA and double EMA into a new EMA: 1. Calculate EMA 2. Calculate Smoothed EMA by applying EMA with the same period to the EMA calculated in the first step 3. Calculate DEMA DEMA = (2 * EMA) - (Smoothed EMA) This version: For our purposes here, we are using Tim Tillson's (the inventor of T3) work, specifically, we are using the GDEMA of GDEMA for calculation (which is the "middle step" of T3 calculation). Since there are no versions showing that "middle step, this version covers that too. The result is smoother than Generalized DEMA, but is less smooth than T3 - one has to do some experimenting in order to find the optimal way to use it, but in any case, since it is "faster" than the T3 (Tim Tillson T3) and still smooth, it looks like a good compromise between speed and smoothness. Usage: You can use it as any regular average or you can use the color change of the indicator as a signal. Included Alerts Signals Bar coloring Loxx's Expanded Source Types
Индикатор Pine Script™
от loxx
6
Variety N-Tuple Moving Averages [Loxx]Variety N-Tuple Moving Averages is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 5 different moving average types including T3. A list of tuples can be found here if you'd like to name the order of the moving average by depth: Tuples extrapolated You'll notice that this is a lot of code and could normally be packed into a single loop in order to extract the N-tuple MA, however due to Pine Script limitations and processing paradigm this is not possible ... yet. If you choose the EMA option and select a depth of 2, this is the classic DEMA; EMA with a depth of 3 is the classic TEMA, and so on and so forth this is to help you understand how this indicator works. This version of NTMA is restricted to a maximum depth of 30 or less. Normally this indicator would include 50 depths but I've cut this down to 30 to reduce indicator load time. In the future, I'll create an updated NTMA that allows for more depth levels. This is considered one of the top ten indicators in forex. You can read more about it here: forex-station.com How this works Step 1: Run factorial calculation on the depth value, Step 2: Calculate weights of nested moving averages factorial(nemadepth) / (factorial(nemadepth - k) * factorial(k); where nemadepth is the depth and k is the weight position Examples of coefficient outputs: 6 Depth: 6 15 20 15 6 7 Depth: 7 21 35 35 21 7 8 Depth: 8 28 56 70 56 28 8 9 Depth: 9 36 34 84 126 126 84 36 9 10 Depth: 10 45 120 210 252 210 120 45 10 11 Depth: 11 55 165 330 462 462 330 165 55 11 12 Depth: 12 66 220 495 792 924 792 495 220 66 12 13 Depth: 13 78 286 715 1287 1716 1716 1287 715 286 78 13 Step 3: Apply coefficient to each moving average For QEMA, which is 5 depth EMA, the caculation is as follows ema1 = ta.ema(src, length) ema2 = ta.ema(ema1, length) ema3 = ta.ema(ema2, length) ema4 = ta.ema(ema3, length) ema5 = ta.ema(ema4, length) qema = 5 * ema1 - 10 * ema2 + 10 * ema3 - 5 * ema4 + ema5 Included: Alerts Loxx's Expanded Source Types Bar coloring
Индикатор Pine Script™
от loxx
4
2 Ema Pullback StrategyHi everyone! CAUTION... This is only an indicator. Do not rely 100% on it. I made this indicator hoping to help everyone with this specific Pull Back Scalping Strategy. RULES: Time Chart of 5minuts LONG Condition - "EMA Red Line" below the "EMA Blue Line" and wait for a green long signal. SHORT Condition - "EMA Red Line" below the "EMA Blue Line" and wait for a red short signal Feel free to add any adjustments or give feedback so we can improve. The strategy idea and guidelines came from "The Master" Juan Luis. Autor: © Germangroa
Индикатор Pine Script™
от Germangroa
Price Action Signals V2Indicator that shows buy/sell signals based on price action and volume as it relates to a double EMA. If the candle is above the double EMA, we look for candles with long wicks on the top indicating selling pressure. If the candle is below the double EMA , we look for candles with a long bottom wick indicating buying pressure. The user defined parameters are the length of the double EMA and the length of the volume moving average. Lower timeframes such as 5 minutes and lower are better off using lower lengths while higher timeframes should user higher lengths. Your mileage will vary. Note, while this indicator can signal the beginning of long term trends, it will also signal minor retracements. Do not blindly buy or sell based on a signal appearing, pay attention to where the candle is in the overall trend and wait for confirmation to avoid losses.
Индикатор Pine Script™
от sonnyparlin
2
2 EMA PullbackHi everyone! CAUTION... This is only an indicator. Do not rely 100% on it. I made this indicator hoping to help everyone with this specific Pull Back Scalping Strategy. RULES: Time Chart of 5minuts Long Condition - "EMA Red Line" below the "EMA Blue Line" and wait for a green long signal. Short Condition - "EMA Red Line" below the "EMA Blue Line" and wait for a red short signal Feel free to add any adjustments or give feedback so we can improve. The strategy idea and guidelines came from the "Master Juan Luis" Autor: © Germangroa
Индикатор Pine Script™
от Germangroa
1
QUAD DEMAHey Folks, Just created my first script, It's basically 4 DEMA in one indicator which helps you not to use multiple indicators. It's more accurate than Exponential Moving Average & give signals much prior to the breakout, very helpful in short timeframes. Tweak it according to your preference Instructions to use -When 55 DEMA crosses all the DEMA it's a clear signal for uptrend or downtrend which can potentially be a entry or exit points. -Don't depend on this when all the DEMA's are entangled to each other. -Use Stochastic RSI for better approach in entry. -Most accurate in 1hr time frame for short term entry. Enjoy!
Индикатор Pine Script™
от BeardCrack
Support and Resistance with MACD IndicatorOriginal script from ©akpaswaniitk. I just added MACD to filter out bad trades and alert function so that we get notified whenever indicator gives us an entry signal. Most of the false breakout has been removed but the remaining ones only pop up during consolidation, so it's wait for the retest before entry. Works better in continuous market. Also look at the color of EMA for further confirmation, only focus on buy side when EMA is green and sell when EMA is red or when after the buy signal EMA changes color from red to green. These are the highly profitable setups I've found with this indicator. Signals Red or Green solid line with diamond are trailing stoploses dotted black line is entry level dotted white line is optimal exit
Индикатор Pine Script™
от luckyAccount25610
4
3 EMA/SMA + Colored Candles[C2Trends]// Indicator Features: // 1) 3 Exponential Moving Averages and 3 Simple Moving Averages. // 2) Additional EMA input for colored candles(EMA is hidden from chart, input used for coloring of candles only) // 3) Turn colored candles on/off from main input tab of indicator settings. // 4) Turn SMA's and EMA's on/off from main input tab of indicator settings. // 5) Select single color or 2 color EMA and SMA lines from main input tab of indicator settings. // Indicator Notes: // 1) 'Candle EMA' input is the trend lookback period for the price candle colors. When price is above desired Candle EMA, price candles will color green. When price is below the Candle EMA, price candles will color fuchsia. // 2) If you are using another indicator that colors the price candles it may overlap the candle colors applied by this indicator. Trying hiding or removing other indicators to troubleshoot if having candle color issues. // 3) Using 2-color price moving averages: when price is above an average the average will color green, when price is below an average the average will color fuchsia.
Индикатор Pine Script™
от PrepForProfit
4