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Простое скользящее среднее (SMA)

QMA/SMA DifferenceIntroduction The quadratic moving average (QMA) or quadratic weighted moving average (QWMA) is a type of moving average who is closer to the price when price is up trending. This moving average is defined as the square root of the moving average of the squared price. The QMA-SMA difference use this moving average to provide a new volatility indicator who aim to be reactive and filter noisy volatility in order to only provide essential information. QMA - SMA This indicator is defined as the difference between a quadratic moving average and a simple moving average of same period. Since the QMA emphasize up movements and tend to be away from down movements she is always greater than the simple moving average, so a simple difference between those moving average provide our volatility indicator. Below is a comparison with a standard deviation and the indicator of both period 100. Since its a difference between two moving average it can be interesting to use a simple moving as source for the standard deviation to provide another comparison The standard deviation is smoother but still contain more information as well as having less reactivity. Conclusion I have a presented a new volatility indicator based on the quadratic moving average and compared it with a classic standard deviation. It is possible to change the power order of the QMA in order to provide different results, in order to do so you must also change the root, this is done in pine with : pow(sma(pow(close,w),length),1/w) where w is the power order, notice that an high power order can provide non attributed values.
Индикатор Pine Script™
от alexgrover
6
Multiple lines EMA/SMA [AKUBI] Ver.2 - 5本の指数平滑・移動平均線単純移動平均線と指数平滑移動平均線（SMA/EMA）を最大5本引けるインジケーターです。 これまでのものとの違いは ・線の太さ ・名前の変更←これ重要 です。いままでのものをそのまま使用いただいても、問題はありません。 通常、トレーディングビューでは、 移動平均線を5本同時に表示させるには「5つのインジケーターを必要とします」。 しかし、 このインジケーターは1つ使えば最大5本まで同時に表示させることができます 。 また、余計なオプションは一切ありませんので、 どなたにでも、すぐにご使用いただけます 。 １）まず、この画面の右下にある「お気に入りに追加」をクリックしてください。 　　そうすると、インジケーターの「お気に入り」からいつでも呼び出せます。 　　もしくはインジケーターの検索欄から「AKUBI」と検索しても見つけられます。 使い方は簡単。 ２）EMA（指数平滑移動平均線）か　SMA（単純移動平均線）のいずれかを選択。 ３）その後、お好きな期間を入力してください。 単純移動平均線（SMA）というのは、「5」と入力すれば、5本分のローソク足の終値の平均が表示され、それを結んだ線です。 指数平滑移動平均線（EMA）というのは、少し計算を複雑にして、より素早い動作を実現したものです。 デフォルトでは期間として（7,28,84,100,500）の5種類があらかじめ入力されています。 このまま使っても問題ありませんが、ネットで「移動平均線 設定」と検索すれば、いろいろな設定が紹介されていますので、参考にしてみてください。 不要な線があれば、チェックを外すだけです。 とっても簡単、便利です。 It is all in one. You can use 5 moving average lines with this one indicator only. It is so easy. Just add this indicator. Next step, please add your favorite periods. If you think this is an unnecessary line, you just remove in the check box. Thank you!
Индикатор Pine Script™
от AKUBI_FACTORY
5 MAs w. alerts [LucF]Is this gazillionth MA indicator worth an addition to the already crowded field of contenders? I say yes! This one shows up to 5 MAs and 6 different marker conditions that can be used to create alerts, among many other goodies. Features MAs can be darkened when they are falling. MAs from another time frame can be displayed, with the option of smoothing them. Markers can be filtered to Longs or Shorts only. EMAs can be selected for either all or the two shortest MAs. The background can be colored using any of the marker states except no. 3. Markers are: 1. On crosses between any two user-defined MAs, 2. When price is above or below an MA, 3. On Quick Flips (a specific setup involving a cross, multiple MA states and increasing volume, when available), 4. When the difference between two MAs is within a % of its high/low historic values, 5. When an MA has been rising/falling for n bars, 6. When the difference between two MAs is greater than a multiple of ATR. Some markers use similar visual cues, so distinguishing them will be a challenge if they are used concurrently. Alerts Alerts can be created on any combination of alerts. Only non-consecutive instances of markers 5 and 6 will trigger the alert condition. Make sure you are on the interval you want the alert to run at. Using the “Once Per Bar Close” trigger condition is usually the best option. When an alert is created in TradingView, a snapshot of the indicator’s settings is saved with the alert, which then takes on a life of its own. That is why even though there is only one alert to choose from when you bring up the alert creation dialog box and choose “5 MAs”, that alert can be triggered from any number of conditions. You select those conditions by activating the markers you want the alert to trigger on before creating the alert. If you have selected multiple conditions, then it can be a good idea to record a reminder in the alert’s message field. When the alert triggers, you will need the indicator on the chart to figure out which one of your conditions triggered the alert, as there is currently no way to dynamically change the alert’s message field from within the script. Background settings will not trigger alerts; only marker configurations. Notes MAs are just… averages. Trader lure would have them act as support and resistance levels. I’m not sure about that, and not the only one thinking along these lines. Adam Grimes has studied moving averages in quite a bit of detail. His numbers point to no evidence indicating they act as support/resistance, and to specific MA lengths not being more meaningful than others. His point of view is debated by some—not by me. Mean reversion does not entail that price stops when it reaches its MA; rather, it makes sense to me that price would often more or less oscillate around its MA, which entails the MA does not act as support/resistance. Aren’t the best mean reversion opportunities when price is furthest away from its MA? If so, it should be more profitable to identify these areas, which some of this indicator’s markers try to do. I think MAs can be much more powerful when thought of as instruments we can use to situate price events in contexts of various resolutions, from the instantaneous to the big picture. Accordingly, I use the relative positions and slopes of MAs in both discretionary and automated trading; but never their purported ability to support/resist. Regardless of how you use MAs, I hope you will find this indicator useful. Biased References The Art and Science of Technical Analysis: Market Structure, Price Action, and Trading Strategies, Adam Grimes, 2012. Does the 200 day moving average “work”? Moving averages: digging deeper
Индикатор Pine Script™
от LucF
21
5 lines_Moving Average EMA/SMA 5本の移動平均線It is all in one. You can use 5 moving average lines with this one indicator only. The way is easy. Just add this one indicator. Continue to enter your favorite periods in the setting. If there is unnecessary lines, just remove the check boxes. オールインワンです。 この1つのインジケーターを追加するだけで 5つの移動平均線 が使えます。 追加したら、設定から好きな期間を入力してください。不要な線があれば、チェックを外すだけです。 無料プランの人は移動平均線を3本追加するだけで、制限いっぱいになってしまいます。 これを使えば、最大5本分の移動平均線を引くことができます。 もっとたくさん線を引きたい方はご相談ください。 増やします（笑）
Индикатор Pine Script™
от AKUBI_FACTORY
5
SMA/pivot/Bollinger/MACD/RSI en pantalla gráficoMulti-indicador con los indicadores que empleo más pero sin añadir ventanas abajo. Contiene: Cruce de 3 medias móviles La idea es no tenerlas en pantalla, pero están dibujadas también. Yo las dejo ocultas salvo que las quiera mirar para algo. Lo que presento en pantalla es la media lenta con verde si el cruce de las 3 marca alcista, amarillo si no está claro y rojo si marca bajista. Pivot Normalmente los tengo ocultos pero los muestro cuando me interesa. Están todos aunque aparezcan 2 seguidos. Bandas de Bollinger No dibujo la línea central porque empleo la media como tal. Parabollic SAR Lo empleo para dibujar las ondas de Elliott como postula Matías Menéndez Larre en el capítulo 11 de su libro "Las ondas de Elliott". Así que, aunque se puede mostrar, lo mantengo oculto y lo que muestro es dónde cambia (SAR cambio). MACD No está dibujado porque necesitaría sacarlo del gráfico. Marco en la parte superior cuándo la señal sobrepasa al MACD hacia arriba o hacia abajo con un flecha indicando el sentido de esta señal. RSI Similar al MACD pero en la parte inferior. Probablemente, programe otro indicador para visualizar en una ventanita MACD, RSI y volumen todo junto. El volumen en la principal hay veces que no te permite ver bien alguna sombra y los otros 2 te quitan mucho espacio para graficar si los tienes permanentemente en 2 ventanas separadas.
Индикатор Pine Script™
от ambrosthegreat
4
Zero Phase Filtering [Repaint] - ExperimentalImportant ! The indicator is for experimental purpose only, it must not be used as a decisional tool but only as a visual one (like Zig-Zag, Fractal etc). The information this indicator display is uncertain and subject to drastic changes over time. If you have further question feel free to pm me. Introduction Most of the filters you will find are causal, this mean that they depend on present and past input values, this explain the lag they produce. Non causal filters however will use future input values. A well know way to get a zero-phase filter is by using the forward backward method, but this is not possible in pinescript as i recall. So we have to use some kind of function that will display future values, this is possible using the security function in version 2 or the one in version 3 using barmerge.lookahead_on . The Use Of A Repainting Indicator Its always better to filter data in order to have a clearer view of what is happening, this can be useful when doing some forecasting or doing less formal kind of analysis. However since it repaint you cant use it as a signal provider or use signals of other indicators using this filter as source. For example if you want to forecast a smooth indicator, the forecast of this indicator under normal circumstances could still have lag associated with it, so you would have to react before your forecast, this wont happen if you apply this filter as your indicator source. The Filter We smooth with a simple moving average the price provided by the security function twice, length control the smoothing level. Since security depend on the time frame you are in you must select your time frame in the indicator parameter selection window. Filtering using 45 minutes time frame close price in a 5 minutes chart, we fix this by selecting our time frame. Consider the fact that the input of the indicator is just periodic price, so sometimes the lag can sometimes be less or more than 0 and the estimation not centered. The indicator can work on time frames up to 1h, after that the filter have some lag, i tried fixing this and i ended up having data errors. Applying our filter as source for the rsi oscillator. Conclusion It is possible to have a kind of zero-phase filters, but it would be better if pinescript could support backward indexing thus making us able to do forward backward filtering. Since noise can affect our analysis, applying smoothing without having to use offset in plot can be considered useful.
Индикатор Pine Script™
от alexgrover
9