Commencez

Indice directionnel moyen (ADX)

VHF Adaptive ADXm [Loxx]VHF Adaptive ADXm is a variation of the ADX DI indicator with adaptive filtering using a vertical horizontal filter. What is ADXm? Unlike the traditional ADX indicator, where the ADX itself is plotted in absolute units and detection of the trend direction is hindered, this indicator clearly displays the positive and negative ADX half-waves (displayed as colored on the chart). And the DI+/- signals are displayed as their difference (gray). The method of using this indicator is the same as the traditional one. In addition, it displays the levels (dashed), above which the market is considered to be in a trend state. This level is usually set to approximately 20-25 percents--somewhat depends on the time frame it is used on. What is VHF Adaptive Cycle? Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX DI. Vertical Horizontal Filter does not, itself, generate trading signals, but determines whether signals are taken from trend or momentum indicators. Using this trend information, one is then able to derive an average cycle length. Included: Bar coloring Alerts Signal types: zero-line crosses, level crosses, or signal crosses
Indicateur Pine Script™
par loxx
4
3ngine Global BoilerplateABOUT THE BOILERPLATE This strategy is designed to bring consistency to your strategies. It includes a macro EMA filter for filtering out countertrend trades, an ADX filter to help filter out chop, a session filter to filter out trades outside of desired timeframe, alert messages setup for automation, laddering in/out of trades (up to 6 rungs), trailing take profit , and beautiful visuals for each entry. There are comments throughout the strategy that provide further instructions on how to use the boilerplate strategy. This strategy uses `threengine_global_automation_library` throughout and must be included at the top of the strategy using `import as bot`. This allows you to use dot notation to access functions in the library - EX: `bot.orderCurrentlyExists(orderID)`. HOW TO USE THIS STRATEGY 1. Add your inputs There is a section dedicated for adding your own inputs near the top of the strategy, just above the boilerplate inputs 2. Add your calculations If your strategy requires calculations, place them in the `Strategy Specific Calculations` section 3. Add your entry criteria Add your criteria to strategySpecificLongConditions (this gets combined with boilerplate conditions in longConditionsMet) Add your criteria to strategySpecificShortConditions (this gets combined with boilerplate conditions in shortConditionsMet) Set your desired entry price (calculated on every bar unless stored as a static variable) to longEntryPrice and shortEntryPrice. ( This will be the FIRST ladder if using laddering capabilities. If you pick 1 for "Ladder In Rungs" this will be the only entry. ) 4. Plot anything you want to overlay on the chart in addition to the boilerplate plots and labels. Included in boilerplate: Average entry price Stop loss Trailing stop Profit target Ladder rungs
Stratégie Pine Script™
par jordanfray
1
DMI Stochastic Extreme Refurbished█ CONCEPTS DMI Stochastic Extreme was originally published by Barbara Star, PhD, in TASC magazine of January 2013. Basically it describes an improved version of the ADX DI+/DI- indicator, created by J. Welles Wilder. In the setup described by the author, the DMI Oscillator is used together with a stochastic oscillator of DMI. First, the DMI Oscillator is obtained by subtracting the minus directional movement indicator value (DI-) from the plus directional movement value (DI+). The final result is the "DMI Stochastic Extreme" indicator, in which the stochastic oscillator is calculated. Only instead of using the price value, the stochastic is obtained through the DMI value. █ Goals The final indicator described by Barbara is the Stochastic Oscillator of DMI. However, to use the DMI oscillator together (as described in the magazine), it is necessary to plot it in a separate indicator, which consumes screen space. That's why the idea of ​​joining both the DMI oscillator and the DMI Stochastic Oscillator into one thing came up, optimizing the visualization. Taking advantage of the fact that my hands are already dirty :), I created some fine adjustments. █ HOW TO USE IT Here are some examples: 1. With default params: 2. With custom DI Length of 21 (Histogram), DI Length of 13 (for Stoch Oscilator), Stoch Length of 5, and another theme. 3. Another params with less noise: █ THANKS AND CREDITS - Barbara Star (original creator) - ucsgears (arrow logic)
Indicateur Pine Script™
par andre_007
4
STD Adaptive ADXm w/ Floating Levels [Loxx]STD Adaptive ADXm w/ Floating Levels is a standard deviation adaptive ADX indicator with adaptive floating boundary levels What is the ADX? Trading in the direction of a strong trend reduces risk and increases profit potential. The average directional index (ADX) is used to determine when the price is trending strongly. In many cases, it is the ultimate trend indicator. After all, the trend may be your friend, but it sure helps to know who your friends are. In this article, we'll examine the value of ADX as a trend strength indicator. What is the ADXm? Unlike the traditional ADX indicator, where the ADX itself is plotted in absolute units and detection of the trend direction is hindered, this indicator clearly displays the positive and negative ADX half-waves (displayed as colored on the chart). Included: -Toggle on/off bar coloring -Toggle on/off fill coloring
Indicateur Pine Script™
par loxx
2
Parabolic SAR with the ADX overlayThe following indicator and chart pattern is based on a twist from Welles Wilder's parabolic stop and reverse . This is a trend following system which is essentially a dynamic trailing stop loss for longs and shorts. The system is often criticized for it's poor performance in choppy rangebound markets so people often combine it with other signals that attempt to identify a "trend" the ADX is a popular indicator with three indicators, the DI+ "Positive Directional Indicator" the DI- "Negative Directional Indicator" and then a combination of the two, the ADX "Average Directional Indicator". Generally speaking, if the DI+ is above the DI- and the ADX is greater than 25 then we are in a positive trending market. If the DI+ is less than the DI- and the ADX is greater than 25 then we are in a negative trending market. If the ADX is less than 25 then there is no trend in place and we are in a range bound "choppy market". So, I created this chart to show when the ADX is > 25 (or you can enter your own number) and the DI+ is > DI- then the background will be green. Vice versa, when the ADX is >25 and the DI+ is < DI- then we are in a negative trending market and the background color will be red. If the ADX is < 25 (or whatever you choose) then we are in a choppy 'range-bound" market. Regarding the ParSAR. Pay attention to the "+" marks. they indicate whether we are bullish or bearish. When we cross through a + then we revert to the opposite. "Stop And Reverse". They are a simple calculation of a starting percentage, an incremental increase in that percentage, and a max percentage increase. If you want your system to trade less, decrease the "maximum" If you want it to trade more, increase the maximum. Tinker around with these and you might find a healthy strategy you can trade on. If you add Take Profit Targets and Stop Loss Targets, this is an even more productive strategy. Try it out on BINANCE:ETHUSDT with a 2hr time horizon and 0.02, 0.023, 0.2.
Indicateur Pine Script™
par Eervin123
4
Directional Movement IndexADX is an oscillating indicator, displayed as a single line, ranging from 0 to 100, it only indicates the strength of the trend and does not indicate its direction. In other words, the ADX is non-directional, meaning that it measures the strength of a trend, but doesn’t distinguish between uptrend and downtrends. So, during a strong uptrend, the ADX rises and during a strong downtrend, the ADX also rises. Here is how you correctly read what ADX is saying about the market. Here are 5 aspects regarding the interpretation of the ADX: 1- When ADX is above 25, trend strength is strong. Usually, once the ADX gets above 25 this signals the beginning of a trend. Big moves (upwards or downwards) tend to happen when ADX is right around this number. You can experiment with this number, some traders that want faster signals, tend to use a 20 threshold when trading with the ADX. 2- When ADX is below 25, traders must avoid trend trading strategies as the market is in accumulation or distribution phase. So, when we see the ADX line below 20 or 25 level, we forget about trend following strategies and we apply strategies suitable for a ranging market. 3- When ADX is above 25 and Positive Directional Movement Indicator (+DMI) is above the Negative Directional Movement Indicator (-DMI). ADX measures the strength of an uptrend. The crossover between the 2 Directional Movement Indicator, as the ADX line is well above 25 can result in an excellent bullish move. 4- The Positive Directional Movement Indicator (+DMI) should be above the Negative Directional Movement and the ADX should be above 25 signals for a strong upward trend for long opportunities. When ADX is above 25 and Positive Directional Movement Indicator is below the Negative Directional Movement Indicator, ADX measures the strength of a downtrend and short opportunities. 5- Values over 50 of the ADX indicate a very strong trend There are pros and cons of ADX. So, why is the ADX useful for traders: First, is excellent at quantifying trend strength. Also, it allows traders to see the strength of bulls and bears at the same time. It is good at filtering out trades, during accumulation periods and is good at identifying trending conditions. But the ADX also has its limitations. The most important disadvantage is the fact that ADX is a lagging indicator that follows the price, so we must be very careful when we apply this indicator, because we might miss the inception of the trend and join it when it’s nearly over. Also, it offers many false signals when used on shorter time frames, so it’s advisable to trade it on higher time frames Also, the ADX does not contain all of the data necessary a for proper analysis of price action, so it must be used in combination with other tools or indicators. Now that we fully covered the good and the bad regarding ADX, let’s see how it is used in a trading strategy. The trading strategy involves a DMI crossover, confirmed by ADX above consolidation threshold. If +DMI crossover, we take long position and if -DMI crosses over, we take a short position. Candles are re-colored for easy demonstration of uptrend, downtrend and consolidation periods. Green candles – ADX > Consolidation Threshold and +DMI > -DMI Red candles – ADX > Consolidation Threshold and +DMI < -DMI Black candles – ADX < Consolidation Threshold Repaint – This is a non-repainting strategy - All the signals are generated at candle closing. All the calculations are made on previous candle’s open, high, low, close. No request security function is used. No data is being used from higher time frame. Trade exit uses close function instead of exit to avoid limit orders. Only one long trade at a time (no pyramiding) is allowed. Strategy Time frame – D (To filter out false signals, higher time frame is recommended) Strategy For – Swing Traders Assets – Cryptocurrencies + Stocks
Stratégie Pine Script™
par wojak_bogdanoff
9
TUE ADX/MACD Confluence V1.0The ADX and MACD confluence can be a powerful predictor in stock movements. This script will help you find those confluences in an easy to understand visual manner. It includes Buy and Sell signals for detected confluences, and will show colored candles to help you determine when to exit a trade. When the candles turn to white that means the detected confluence is no longer in play and you may want to consider a trailing stop loss. The Buy and Sell signals will display on the first occurrence of each confluence. It's important to understand that both of these are lagging indicators, but with a careful attention to your stoploss you can easily generate a positive profit factor. This code is provided open source and you're free to use it for any purpose other than resale.
Indicateur Pine Script™
par TradersUltimateEdge
9
BB-RSI-ADX Entry PointsThis is a combination of indicators used to find oversold and overbought entry points for possible reversion. A Green arrow will appear when all condition are met for an ENTER LONG position. A Red arow will appear when all condition are met for an ENTER SHORT position. You can modify all of these condition parameters from the indicator's settings. How does the indicator work The signals are using Bollinger Bands , BB %B , RSI and ADX indicators to try and find points of reversal Enter LONG Conditions Current candle low is below BB lower band. The BB %B is more than 0. RSI > 30 ADX > 25 Enter SHORT Conditions Current candle high is above BB upper band. The BB %B is less than 1. RSI < 70 ADX > 25 Those are the default settings that seem to work for me but you can customize all of these from the indicator settings. I find this strategy to best work on a 3 minute timeframe Note: The bb %B is calculated for stDev - 1. This will help you see a change happening faster.
Indicateur Pine Script™
par frixou89
2
Dynamic ADX - [The Pine Guru]Dynamic ADX by The Pine Guru What is the Dynamic ADX? The Dynamic ADX is an indicator created using the regular ADX, Line, and additional ADX Moving Average. This MA allows the script to calculate the ADX differently to the original ADX, providing greater input and accessibility to the user. As the ADX is a volatility indicator, it is communicates to trend strength in the markets. The Dynamic ADX displays these trending Periods through user controlled visualizers like Fills, Background Color, and Bar Color. How do I use the Dynamic ADX? This indicator has 4 different "versions" or "conditions" in which it displays trend strength. These are achieved by checking and unchecking ADX, ADX MA and Line. Different combinations of these 3 inputs will result in a change of true condition that the script outputs. Dynamic ADX Achieved by checking the ADX and ADX MA, results in an ADX similar to an MA Crossover, with the ADX being over the MA indicating a true or strong trend condition. Regular ADX Achieved by Checking the ADX and Line. Results in the regular calculation of the ADX. Mixture Achieved by Checking all three sections, which results in the calculation a normal ADX as well as the MA. Provides and extra condition or confluence into the ADX. MA and Line Achieved by checking the ADX MA and Line. Results in a similar calculation to an original ADX but with a smoother MA. Recommendations This indicator will work typically in all markets with high volume and volatility. It is recommended that it is used as a confluence in a trading system, and not as an outright indicator. As always do your own testing before live use with this indicator. Do your own Research and refinements. Please Leave a like if you enjoy this Indicator
Indicateur Pine Script™
par ThePineGuru
2
Squeeze M + ADX + TTM (Trading Latino & John Carter) by [Rolgui]About this indicator: This indicator aims to combine two good performing strategies, which can be used separately or together, mainly for investment positions, although it can also be used for intraday trading. Strategy 1) Squeeze Oscillator and Average Directional Index: This strategy is taught by Jaime Aibsai, which determines market entries based on reading the direction of the price movement (Directionality of the Oscillator) along with the strength of the Oscillator (Slope of the ADX). Both tools are configured according to Jaime Abisai's strategy, by default (note that point 23 of the ADX is represented by point 0 on the panel, to make reading easier, its interpretation is not affected). Anyway you can adjust the input data according to your interest. *You can see this setting in the first panel. Strategy 2) Squeeze Momentum and Trade The Market Waves: This strategy can be consulted either in John F. Carter's books or on his website. This market reading is based on Price Volatility (Bollinger Bands and Keltner Channels interaction) and its Trend (Exponential Moving Averages), showing entries at times when price volatility is low and taking filtering active trend using T.T.M. Waves. To configure the indicator in the same way that Carter does, it would be enough to turn off the ADX, turn on the Squeeze Momentum signals along with the T.T.M. Waves, and importantly, change the Linear Momentum value to 12 (this configuration can be found in his book). *You can see this setting in the second panel. Why this indicator? I've added and removed the above flags as I needed to query them (which became tedious for me). The main objective of having merged them into one is to make their reading more agile and comfortable and thus improve the decision-making capacity of the trader who wishes to use them. Credits and Acknowledgments: I would like to give credits to other authors, for the sections of code that I have used to make this technical indicator. Thanks to @LazyBear, @matetaronna, @jombie and @joren for contributing to the community and keeping their code open. It is priceless! Feel free to combine and practice your trading with both strategies, personally, they improved my profitability and this is why I recommend researching more about them. I've been using it for crypto investing, let me know if it's worth for you on stock market! If you have any questions or suggestions you can leave it in the comments! Greetings!
Indicateur Pine Script™
par rolgui
14
Adaptive Average Vortex Index [lastguru]As a longtime fan of ADX, looking at Vortex Indicator I often wondered, where is the third line. I have rarely seen that anybody is calculating it. So, here it is: Average Vortex Index - an ADX calculated from Vortex Indicator. I interpret it similarly to the ADX indicator: higher values show stronger trend. If you discover other interpretation or have suggestions, comments are welcome. Both VI+ and VI- lines are also drawn. As I use adaptive length calculation in my other scripts (based on the libraries I've developed and published), I have also included the possibility to have an adaptive length here, so if you hate the idea of calculating ADX from VI, you can disable that line and just look at the adaptive Vortex Indicator. Note that as with all my oscillators, all the lines here are renormalized to -1..1 range unlike the original Vortex Indicator computation. To do that for VI+ and VI- lines, I subtract 1 from their values. It does not change the shape or the amplitude of the lines. Adaptation algorithms are roughly subdivided in two categories: classic Length Adaptations and Cycle Estimators (they are also implemented in separate libraries), all are selected in Adaptation dropdown. Length Adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle Estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement or the rate of change (the rate of change may also differ depending on the cycle phase, but the cycle period itself usually changes slowly). VIDYA - based on VIDYA algorithm. The period oscillates from the Lower Bound up (slow) VIDYA-RS - based on Vitali Apirine's modification of VIDYA algorithm (he calls it Relative Strength Moving Average). The period oscillates from the Upper Bound down (fast) Kaufman Efficiency Scaling - based on Efficiency Ratio calculation originally used in KAMA Fractal Adaptation - based on FRAMA by John F. Ehlers MESA MAMA Cycle - based on MESA Adaptive Moving Average by John F. Ehlers Pearson Autocorrelation* - based on Pearson Autocorrelation Periodogram by John F. Ehlers DFT Cycle* - based on Discrete Fourier Transform Spectrum estimator by John F. Ehlers Phase Accumulation* - based on Dominant Cycle from Phase Accumulation by John F. Ehlers Length Adaptation usually take two parameters: Bound From (lower bound) and To (upper bound). These are the limits for Adaptation values. Note that the Cycle Estimators marked with asterisks(*) are very computationally intensive, so the bounds should not be set much higher than 50, otherwise you may receive a timeout error (also, it does not seem to be a useful thing to do, but you may correct me if I'm wrong). The Cycle Estimators marked with asterisks(*) also have 3 checkboxes: HP (Highpass Filter), SS (Super Smoother) and HW (Hann Window). These enable or disable their internal prefilters, which are recommended by their author - John F. Ehlers . I do not know, which combination works best, so you can experiment. If no Adaptation is selected ( None option), you can set Length directly. If an Adaptation is selected, then Cycle multiplier can be set. The oscillator also has the option to configure the internal smoothing function with Window setting. By default, RMA is used (like in ADX calculation). Fast Default option is using half the length for smoothing. Triangle , Hamming and Hann Window algorithms are some better smoothers suggested by John F. Ehlers. After the oscillator a Moving Average can be applied. The following Moving Averages are included: SMA , RMA, EMA , HMA , VWMA , 2-pole Super Smoother, 3-pole Super Smoother, Filt11, Triangle Window, Hamming Window, Hann Window, Lowpass, DSSS. Postfilter options are applied last: Stochastic - Stochastic Super Smooth Stochastic - Super Smooth Stochastic (part of MESA Stochastic ) by John F. Ehlers Inverse Fisher Transform - Inverse Fisher Transform Noise Elimination Technology - a simplified Kendall correlation algorithm "Noise Elimination Technology" by John F. Ehlers Momentum - momentum (derivative) Except for Inverse Fisher Transform , all Postfilter algorithms can have Length parameter. If it is not specified (set to 0), then the calculated Slow MA Length is used. If Filter/MA Length is less than 2 or Postfilter Length is less than 1, they are calculated as a multiplier of the calculated oscillator length. More information on the algorithms is given in the code for the libraries used. I am also very grateful to other TradingView community members (they are also mentioned in the library code) without whom this script would not have been possible.
Indicateur Pine Script™
par lastguru
5
ADeXtIt is an extended ADX and Direction Movement Index indicator with the following changes: It shows a histogram instead of the DMI lines. If the histogram is green, the DMI+ is above DMI-, otherwise it is red. You can specify a multiplier for the histogram values to check if values are above threshold. This way you can use the same threshold line as ADX to detect directional strength. You can remove outliers from ATR calculations You can use different MAs and sources for DMI and ATR calculations to make ADX more adjustable to different markets It uses my ADExt library, so you can easily transfer your study to a strategy script.
Indicateur Pine Script™
par TheBacktestGuy
1
ADX and DI+ v4.5 OptimizedThis script plots VWMA(ADX) vs EMA(DI+) under pre-set time frame. Feature: The Main Strategy is to look for potential BUY opportunity (Intraday trading, Session trading, Swing) when EMA(DI+) colored blue, entering upward into Green zone where ADX counterpart (default colored: Yellow) is also present. Formula plot is also helpful to understand upcoming downtrend signal when both blue and yellow lines try to make diverted bifurcation like pattern on graph. Disclaimer - This is an indicator script and not final Buy and Sell advice. * Originally developed by © BeikabuOyaji and further extended & optimized by Bharat @imbharat to serve above features
Indicateur Pine Script™
par bharatc99
3
ADX DINGUE v5This is the updated script for PinceScrip V5 3x DMI and ADX indicator into 1. You can turn on and off all 3x DMI and all 3x ADX and or customize their settings manually. I also added my 3 line system, which is a homemade calculation from the DMI lines (P+N), and instead turns them into a single line. There are also several options for histogram, ADX line, crosses, colors, overextended ... --------------------- In closing, no indicator can give perfect signals, you need to use them in conjunction with other information to make better decisions. I hope you like my indicators and that they help your trading. If you have any questions please ask. Thank you.
Indicateur Pine Script™
par CryptoDINGUE
2
Contrarian Scalping Counter Trend Bb Envelope Adx and StochasticContrarian Scalping is an trading strategy designed to take advanted of a counter-trend. The advantage of these strrategies types is that they have a good profitability but with do not great gain (in relation at the time frame). Indicators used: Bollinger Envelope ADX Stochastic Rules for entry For short: close of the price is above upper band from bb and envelope, adx is below 30 and stochastic is above 50 For long: close of the price is below lower band from bb and envelope, adx is below 30 and stochastic is below 50 Rules for exit For short: either close of the candle is below lower band of bb or enveloper or stochastic is below 50 For long: either close o the candle is above upper band of bb or envelope or stochastic is above 50 If there are any questions let me know !
Stratégie Pine Script™
par exlux
3
BTCUSDTPERP MEGABOT 60min [ALERTS VERSION]BINANCE:BTCUSDTPERP Hello, this is my alerts version of BTCUSDTPERP MEGABOT 60min THIS BOT IS ONLY FOR BTCUSDTPERP ON BINANCEFUTURES !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! This configs are only for this pair on this market, It depends of volume , and others indicator Bot is making amazing results at configs TP - 4.5% SL - 7% Strategy using 4 indicators : ADX RSI VOLUME MACD ADX - makes a solid view to trend without any scam wick : Long only on green bars Shorts only on red bars That's helps my strategy to define a right trend there is also a orange option for unidentified trends RSI - value helps strategy to stop trade in right time When RSI is overbought strategy don't open new longs also when RSI is oversold strategy don't open new shorts Volume - volume is the most important indicator for the strategy, to avoid open trades on flat chart, new trades are open after a strong volume wicks MACD - this indicator is for define the trend So the way this bot is working is simple when every arguments are confirmed , then strategy open trades Enjoy !!!
Indicateur Pine Script™
par wielkieef
1
ADX Screener// Identify potential trend reversals using ADX on up to 40 crypto assets. // ADX shows the strength of a trend, not the direction. // By monitoring the difference of ADX values between candles, you can potentially identify reversals before they happen. // A strong trend has a 14 period ADX slope increasing .5 or more from the prior candle. // At a minimum, a weak trend has a 14 period ADX slope of +.25 or less, and strictly it would be decreasing. // This indicator prints one row for each asset with three columns for ADX differences one candle back each. // The asset name is colored green or red dependent on whether +DI > -DI or not. The market was in a down trend (-DI > +DI). A bullish wave moved price up to EMA 8 resistance with strong ADX momentum (ADX diff of prior candle >= 0.5). A Spinning Top showed that the trend was losing momentum (ADX diff lower than previous candle, showed the bullish wave losing momentum). A Morning Star bearish reversal pattern draws resistance at the high of the pattern. (ADX Bullish momentum exhausted). Symbol: -DI > +DI 2: Strong momentum 1: Losing momentum (spinning top) 0: Trend reversal (bearish engulfing pattern)
Indicateur Pine Script™
par zerocashcool
6