ACAT (14-2000 Half-Res) [acatwithcharts]

16 avr. 2019

Adaptive Comprehensive Average Tracker is a 2 in 1 version of Mean Reversion MA and Compression MA. The slightly odd name is a backronym that spells "ACAT" - suffice it to say, I'm pretty proud of what these two indicators have developed into.

As I've looked into ways to lower variable count and optimize ACAT, I've found that decreasing the resolution in half to allow the full range that I otherwise split across two indicators is broadly more convenient to use and seems to have faster loading and far fewer timeouts. There is a significant precision tradeoff that is most acutely felt with more dramatic sawtoothing when plotting the current highest compressed period. For most practical use cases, I think people will want to make this trade-off and then if necessary to look at a compression range do a second pass with a higher resolution version of the indicator.






My volatility indicators are available by subscription in several packages through SharkCharts.live - and this is planned to be the first new one ready to add. I plan to release a video explaining how to use this indicator coinciding with launch, as there's a lot to talk about. Videos on my other indicators are currently hosted on DadShark's YouTube channel.

Current pricing and subscription details will be kept up-to-date on SharkCharts.live

20 avr. 2019

Notes de version

Updates attribution to SharkCharts.live in preparation for official release.

29 mai 2019

Notes de version

Adds the ability to turn off resets of LOXP based on reversion and adds an option to use crossdown below a given WAVE-PM threshold. Reorganizes some menus.

12 juin 2019

Notes de version

Changes the set of bands for tracking the previous longest overexpanded period to a customizable set of bands that can track current or previous longest overexpanded or compressed periods, or a fixed custom length, and at a multiplier factor for use in strategies that use a fractional period length for entries.

13 juin 2019

Notes de version

Makes the MA of the custom MA an optional plot.

1 juil. 2019

Notes de version

Pinescript v4 has arrived!

ACAT has been updated to use v4 and implements an extensive labeling system for LOXP, CLCP, and TLCP, as well as a summary table. By default, only the current period lengths are labeled, at the spots where those periods were triggered. An option exists to also display previous periods, fixed in place at the times they were triggered whenever they were reset.

A key feature of the labeling implementation – these are intended to weave reasonably well when using multiple period length ACAT scripts and the summary tables stack (it is important to have your indicators displayed in order of the stacking to use this). Finding a precise formula that works across all symbols and TFs has proven challenging but what I’ve come to should work well enough most of the time, and it only really matters when using the historical labels.

I think I’ve done pretty well squashing major bugs but this is all new tech for Pinescript so subscribers are bound to find plenty of oddities and oversights.

One additional minor quality of life improvement – you can now set a minimum period length to be displayed when using the custom plot, useful for avoiding plotting single-digit low periods when using fractions of tracked periods.

2 juil. 2019

Notes de version

Bugfix for custom bands.

2 juil. 2019

Notes de version

Better bugfix for custom bands.

3 juil. 2019

Notes de version

3rd time's the charm on this bugfix.

27 juil. 2019

Notes de version

Bugfix for previous TLCP labels.

2 août 2019

Notes de version

Fixed bug in expansion resets on threshold.

13 nov. 2019

Notes de version

Added a "mode" menu. You can now use instances of ACAT directly as an ACAT Period Tracker instead. By subscriber request, I have also included a mode to plot stdev of tracked periods around 0.

28 sept. 2020

Notes de version

I'm making a round of updates to my scripts after testing some of the new Pinescript features and looking for ways to address loading issues that have arisen from changes over the past 6 months or so as to what thresholds cause scripts to fail on the back end.