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Convergence / Divergence de la moyenne mobile (MACD)

Moving Average EntanglementThis script uses the gap in moving averages standardized to the average true range to determine entry and exit points. The red line represents the current percentage of ATR that is deemed "The Dead Zone" - a move that is too small to be reliable. The histogram represents the gap between moving averages. When the histogram is above the red line, it confirms a breakout move. The dashed line an be used as a secondary filter and is a moving average of the histogram. When Standard Deviation mode is on, a third line is displayed, which represents how many standard Deviations the current histogram bar represents, and can be also used as a filter.
Indicateur Pine Script™
par jwammo12
24
Reverse MACD IndicatorIntroducing the reverse MACD Indicator. This is my Pinescript implementation of the reverse MACD indicator. Much respect to Mr Johnny Dough the original creator of this idea. Feel free to reuse this script, drop me a note below if you find this useful. Investopedia defines the MACD as a trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. The MACD is calculated by subtracting the 26-period Exponential Moving Average ( EMA ) from the 12-period EMA . The result of that calculation is the MACD line. A nine-day EMA of the MACD called the "signal line," is then plotted on top of the MACD line, which can function as a trigger for buy and sell signals. Traders may buy the security when the MACD crosses above its signal line and sell—or short—the security when the MACD crosses below the signal line. Moving Average Convergence Divergence ( MACD ) indicators can be interpreted in several ways, but the more common methods are crossovers, divergences, and rapid rises/falls. MACD triggers technical signals when it crosses above (to buy) or below (to sell) its signal line. The speed of crossovers is also taken as a signal of a market is overbought or oversold. MACD helps investors understand whether the bullish or bearish movement in the price is strengthening or weakening. The MACD has a positive value (shown as the red line on the price chart ) whenever the 12-period EMA ( indicated by the blue line on the price chart) is above the 26-period EMA (the red line in the price chart) and a negative value when the 12-period EMA is below the 26-period EMA . The more distant the MACD is above or below its baseline indicates that the distance between the two EMAs is growing. The baseline here is the white line. The Reverse function of the MACD provides value by letting the user know the specific price needed to expect a MACD cross over in the opposite direction. This function can be used to designate risk parameters for a potential trade if using the MACD as their source of edge, letting the user know exactly where and how much their risk is for a potential trade which can be used to design an effective trading plan.
Indicateur Pine Script™
par The_Caretaker
16
Trend Thrust Indicator - RafkaThis indicator defines the impact of volume on the volume-weighted moving average, emphasizing trends with greater volume. What determines a security’s value? Price is the agreement to exchange despite the possible disagreement in value. Price is the conviction, emotion, and volition of investors. It is not a constant but is influenced by information, opinions, and emotions over time. Volume represents this degree of conviction and is the embodiment of information and opinions flowing through investor channels. It is the asymmetry between the volume being forced through supply (offers) and demand (bids) that facilitates price change. Quantifying the extent of asymmetry between price trends and the corresponding volume flows is a primary objective of volume analysis. Volume analysis research reveals that volume often leads price but may also be used to confirm the present price trend. Trend thrust indicator The trend thrust indicator (TTI), an enhanced version of the volume-weighted moving average convergence/divergence (VW-Macd) indicator, was introduced in Buff Pelz Dormeier's book 'Investing With Volume Analysis'. The TTI uses a volume multiplier in unique ways to exaggerate the impact of volume on volume-weighted moving averages. Like the VW-Macd, the TTI uses volume-weighted moving averages as opposed to exponential moving averages. Volume-weighted averages weigh closing prices proportionally to the volume traded during each time period, so the TTI gives greater emphasis to those price trends with greater volume and less emphasis to time periods with lighter volume. In the February 2001 issue of Stocks & Commodities, I showed that volume-weighted moving averages (Buff averages, or Vwmas) improve responsiveness while increasing reliability of simple moving averages. Like the Macd and VW-Macd, the TTI calculates a spread by subtracting the short (fast) average from the long (slow) average. This spread combined with a volume multiplier creates the Buff spread
Indicateur Pine Script™
par Rafka
8
OsMAOsMA : Oscillator of Moving Averages. OsMA is a common index because it is a histogram in the middle of MACD. The histogram in the middle is a little difficult to handle, so I dared to display OsMA like MACD. The one like MACD is OsMA, and the histogram in the middle is the amount of change in OSMA. It is an indicator that is characterized by a strong and quick reaction. OsMAとはMACDの真ん中のヒストグラムなのでありふれた指標です 真ん中のヒストグラムだけではちょっと扱い辛いので、あえてOsMAをMACDみたいに表示してみました MACDみたいなやつがOsMAで、真ん中のヒストグラムはOSMAの変化量です 強烈に反応が早いのが特徴のインジケーターです
Indicateur Pine Script™
par xinolia
6
MACD Trend CandlesThe script combines 2 indicators (MACD and Stoch-RSI) and puts them visually directly on the candles - can be used with normal OHLC candles or Heiken Ashi candles. Furthermore, you can derive divergences exremely easy directly visually from the candles as well. Lastly, a SMA 20 high and a SMA 20 low line build a trend channel. Script is best used in trending markets to trade with the trend. 1) SMA trend channel: * uptrend: close above * downtrend: close below * aggressive entry (uptrend) closing inside channel from below * conservative entry (uptrend) closing above channel from inside * hold (uptrend) until close below channel * can be used accordingly for the downtrend 2) MACD candles * visualization of the MACD histogram directly on the candles * dark blue: histogram > 0 and histogram > histogram of previous candle * light blue: histogram > 0 and histogram < histogram of previous candle * orange: histogram < 0 and histogram < histogram of previous candle * light blue: histogram < 0 and histogram > histogram of previous candle * hold uptrend (dark/light blue candles) - combined with trend channel (above channel) * hold downtrend (orange /yellow candles) - combined with trend channel (below channel) * Color divergence: light blue candle > dark blue candle (price and MACD show divergence (bearish) * Color divergence: yellow candle < orange candle (price and MACD show divergence (bullish) * Trend change (0 line cross to upside) yellow or orange to dark blue * Trend change (0 line cross to downside) dark or light blue to orange 3) Stoch RSI diamonds * visualization of the STOCH-RSI as diamonds above or below the candle * k, d line > 80: diamond above the candle * k, d line < 20: diamond below the candle * divergence caldle without diamond above > candle with diamond above (bearish divergence) * divergence caldle without diamond below < candle with diamond below (bullish divergence) Feel free to test each part individually and combine it with other indicators, e.g. BBands and Ichimoku Cloud - you will see it is a powerful visualization script HAVE FUN
Indicateur Pine Script™
par Waldmensch
3
Bjorgum TSI-This script utilizes simple color changes of the TSI output signals to aid in interpretation of the classic TSI indicator. -Crosses of the TSI value line and signal line are a bullish or bearish indication. TSI value line is colored green or yellow to help identify that the TSI value line is either dropping or rising, while over or under the signal line. -This can help anticipate a cross, or significant points in the trend. TSI signal line changes color when rising or falling which can help to identify larger prevailing trends. -Generally, a rising signal line can be an overall bullish move, while falling more bearish regardless of crosses. *Resolution function enables multiple overlay for "Multi-timeframe analysis"*
Indicateur Pine Script™
par Bjorgum
108
SALEH All in One Strategythis script is based on MACD strategy for MACD: when we have an uptrend ( the price is above the EMA 200) & the macd line cross up the signal line while they are both under the 0 level of histogram it generates buy signals. when we have a downtrend ( the price is below the EMA 200) & the macd line cross below the signal line while they are both above the 0 level of histogram it generates sell signals. donchian channel works as a confirmation for the macd signal. this strategy works best at London session. feel free to comment best regards Forexsquad2020
Indicateur Pine Script™
par slhtgh
Deviation rate of Chinese stock market index// Deviation rate of Chinese stock market index //The purpose of the indicator is to monitor the Chinese stock market index deviation rate to the 20EMA, so each major index can be observed longitudinally at the same time. //This indicator give signal of which Index or instrument should you be focused and when should you enter the market to get a long or short position. //The chart shows the deviation rate between the current price of each major index current price to the 20EMA. //Also it count a deductive ratio between current price to the previous 20th bar close price to (which lead to the slope of the 20SMA) //When using, adjust the corresponding period according to the chart period. //The word DI (divergence) represents the deviation value between the current price and 20EMA, and DE (deduction) represents the deviation value between the current price and the 20 deduction price. //Attention marker: The marker tells one of the moving average (EMA20 and MA20) is turning towards the opposite direction. When DE and DI one is plus , one is minus attention marker appear on the instrument title. //Take the bull trend as an example. If the price is higher than ema20, the EMA20 is turning.If the price is higher than the close price of the bar 20 days ago , the sma20 is turning. //When the ema20 has not turned around to opposite direction , and the ma20 is turning , the deviation rate of the moving average and the deviation rate of the deductible price are different in positive or negative. //The marker as a reminder will appear on the instrument title. //How to use this watchlist: You can freely replace the major indices with the instrument you are focused.
Indicateur Pine Script™
par IcemanRan
3
Relative Strength Index of EU and US Stock Index Trends quality//Relative Strength Index of European and US Stock Index Trends quality //This indicator reveals the relative strength of European and US stock index futures. //take Bull trend as an example , the current closed price>EMA20 value and the current closed price >20th previous bar closed price( deduction price), //it's defined as a lower level bull trend .If the current price EMA20>EMA60, it's defined as a higher level bull trend .If the EMA20>EMA60>EMA120,it's defined as the highest level bull trend. //You can choose to draw the curve with the deviation rate of the original major indexes to 20EMA, or draw the deviation rate with the average value (default value is 5 bars). //In addition, a more technical method is added to analyze the deviation changes of the major indexes.The deviation rate changing velocity value, parameter tan (abbreviated by t) of 1, 2, 5, 10 is introduced. //You can have the option of calculate the tan using average value of 5 candlesticks or original value. //Taking tan1 as an example, it indicates how much the deviation rate between the current price and the previous candlestick has changed. //The indicator of the index color and the description of the trend quality color can be switched off in option. //In addition, this code color scheme is only suitable for black background (the code color needs to be changed by yourself if you use white background).
Indicateur Pine Script™
par IcemanRan
2
Divergence of Market Breadth & Price deduction indicatorHow it begin? Traders and investors use market breadth in order to assess the index’s overall health. Market breadth can be a reliable, if not an accurate, indicator of an upcoming price rise in the index. Similarly, it can also provide early warning signs for a future price decline. What is it？ market breadth in this case refer to percentage of stocks above 20 Simple Moving Average,which could be used as a barometer for the market. How it works? This paticular indicator compare the divergence of Nasdaq 100 and Russell 2000 percentage of stocks above 20 Simple Moving Average. This indicator also include a deduction price method ,which is inspired from LEI & LoneCapital
Indicateur Pine Script™
par IcemanRan
MA MTF Momentum HistogramMy own interpretation indicator which i call multi time frame moving averages momentum with NO LAG EMA support (Optional). The indicator is calculated by subtracting the long-term EMA from the short-term EMA . This pretty much resembles the MACD moving averages calculation but without the smoothing of the histogram. Can also be used to find divergences. The background shows the main trend with higher time frame which can be set in the settings. Aimed to use with Higher time frame (Double or more) but can also work with lower time frame. How to use the indicator? ==Histogram== Green: Momentum of asset is positive and increasing. Lighter Green: Momentum of asset is still positive but decreasing and can revert to negative momentum. Red: Momentum of asset is negative and increasing. Lighter Red: Momentum of asset is still negative but increasing and revert to positive momentum. ==Background Color - Main Trend== Green: HTF (Higher time frame) momentum is positive. RED: HTF momentum is negative. Feel free to comment and Follow to stay updated with upcoming scripts: www.tradingview.com NOTE: BARS ARE COLORED BY DEFAULT WITH HISTOGRAM COLORS! (Can be changed in settings)
Indicateur Pine Script™
par dman103
20
MACD Multiple Time Frames Weighted Momentum Score OscillatorThis script looks at the current momentum direction (up or down) for the 5 minute, 30 minute, 1 hour, 4 hour and daily and allows you to set scores of importance to these. These scores are then added up to create an oscillator matching your preferences. Tune the indicator to match what you believe is the most important time frames that people use and score it accordingly. The values I put by default are just for demonstration. For example, (and if you want to test to verify it's working), set the scores to 0 for everything except for the daily). Look at the daily macD by adding it as an indicator and set a score. Whenever the macD is trending up it will add the appropriate value to the score and likewise remove it when it's not. Enjoy!
Indicateur Pine Script™
par Gentleman-Goat
4
Ampleforth Rebase MACDThis script reveals Ampleforth rebase levels which are going to always work. In addition to that is MACD crossovers serving as potential buy/sell entries. You can set alerts for MACD crossovers and price entering balanced value area (0.96 - 1.06). MACD signals can be used to automatically open a position and entering a balanced value area can be used as take-profit. Since the price will always move to this level, using this strategy without leverage should be profitable. Ampleforth seems like a nice asset to trade since it is unlikely to correlate with anything else. At least not when it gets to the extreme levels.
Indicateur Pine Script™
par OrcChieftain
2
MACD-X, More Than MACD by DGTMoving Average Convergence Divergence – MACD The most popular indicator used in technical analysis, the moving average convergence divergence (MACD), created by Gerald Appel. MACD is a trend-following momentum indicator, designed to reveal changes in the strength, direction, momentum, and duration of a trend in a financial instrument’s price Historical evolution of MACD, - Gerald Appel created the MACD line, - Thomas Aspray added the histogram feature to MACD - Giorgos E. Siligardos created a leader of MACD MACD employs two Moving Averages of varying lengths (which are lagging indicators) to identify trend direction and duration. Then, MACD takes the difference in values between those two Moving Averages (MACD Line) and an EMA of those Moving Averages (Signal Line) and plots that difference between the two lines as a histogram which oscillates above and below a center Zero Line. The histogram is used as a good indication of a security's momentum. Mathematically expressed as; macd = ma(source, fast_length) – ma(source, slow_length) signal = ma(macd, signal_length) histogram = macd – signal where exponential moving average (ema) is in common use as a moving average (ma) fast_length = 12 slow_length = 26 signal_length = 9 The MACD indicator is typically good for identifying three types of basic signals ; Signal Line Crossovers A Signal Line Crossover is the most common signal produced by the MACD. On the occasions where the MACD Line crosses above or below the Signal Line, that can signify a potentially strong move. The standard interpretation of such an event is a recommendation to buy if the MACD line crosses up through the Signal Line (a "bullish" crossover), or to sell if it crosses down through the Signal Line (a "bearish" crossover). These events are taken as indications that the trend in the financial instrument is about to accelerate in the direction of the crossover. Zero Line Crossovers Zero Line Crossovers occur when the MACD Line crossed the Zero Line and either becomes positive (above 0) or negative (below 0). A change from positive to negative MACD is interpreted as "bearish", and from negative to positive as "bullish". Zero crossovers provide evidence of a change in the direction of a trend but less confirmation of its momentum than a signal line crossover Divergence Divergence is another signal created by the MACD. Simply, divergence occurs when the MACD and actual price are not in agreement. A "positive divergence" or "bullish divergence" occurs when the price makes a new low but the MACD does not confirm with a new low of its own. A "negative divergence" or "bearish divergence" occurs when the price makes a new high but the MACD does not confirm with a new high of its own. A divergence with respect to price may occur on the MACD line and/or the MACD Histogram Moving Average Crossovers , another hidden signal that MACD Indicator identifies Many traders will watch for a short-term moving average to cross above a longer-term moving average and use this to signal increasing upward momentum. This bullish crossover suggests that the price has recently been rising at a faster rate than it has in the past, so it is a common technical buy sign. Conversely, a short-term moving average crossing below a longer-term average is used to illustrate that the asset's price has been moving downward at a faster rate and that it may be a good time to sell. Moving Average Crossovers in reality is Zero Line Crossovers, the value of the MACD indicator is equal to zero each time the two moving averages cross over each other. For easy interpretation by trades, Zero Line Crossovers are simply described as positive or negative MACD False signals Like any forecasting algorithm, the MACD can generate false signals. A false positive, for example, would be a bullish crossover followed by a sudden decline in a financial instrument. A false negative would be a situation where there is bearish crossover, yet the financial instrument accelerated suddenly upwards What is “MACD-X” and Why it is “More Than MACD” In its simples form, MACD-X implements variety of different calculation techniques applied to obtain MACD Line, ability to use of variety of different sources , including Volume related sources, and can be plotted along with MACD in the same window and all those features are available and presented within a single indicator, MACD-X Different calculation techniques lead to different values for MACD Line, as will further discuss below, and as a consequence the signal line and the histogram values will differentiate accordingly. Mathematical calculation of both signal line and the histogram remain the same. Main features of MACD-X ; 1- Introduces different proven techniques applied on MACD calculation , such as MACD-Histogram, MACD-Leader and MACD-Source, besides the traditional MACD (MACD-TRADITIONAL) • MACD-Traditional , by Gerald Appel It is the MACD that we know, stated as traditional just to avoid confusion with other techniques used with this study • MACD-Histogram , by Thomas Aspray The MACD-Histogram measures the distance between MACD and its signal line (the 9-day EMA of MACD). Aspray developed the MACD-Histogram to anticipate signal line crossovers in MACD. Because MACD uses moving averages and moving averages lag price, signal line crossovers can come late and affect the reward-to-risk ratio of a trade. Bullish or bearish divergences in the MACD-Histogram can alert chartists to an imminent signal line crossover in MACD The MACD-Histogram represents the difference between MACD and its 9-day EMA, the signal line. Mathematically, macdx = macd - ma(macd, signal_length) Aspray's contribution served as a way to anticipate (and therefore cut down on lag) possible MACD crossovers which are a fundamental part of the indicator. Here come a question, what if repeat the same calculations once more (macdh2 = macdh - ma(macdh, signal_length), will it be even better, this question will remain to be tested • MACD-Leader , by Giorgos E. Siligardos, PhD MACD Leader has the ability to lead MACD at critical situations. Almost all smoothing methods encounter in technical analysis are based on a relative-weighted sum of past prices, and the Leader is no exception. The concealed weights of MACD Leader are such that more relative weight is used in the more recent prices than the respective weights used by the components of MACD. In effect, the Leader expresses more changes in average price dynamics for the recent price movement than MACD, thus eventually leading MACD, especially when significant trend changes are about to take place. Siligardos creates two less-laggard moving averages indicators in its formula using the same periods as follows Indicator1 = ma(source, fast_length) + ma(source - ma(source, fast_length), fast_length) Indicator2 = ma(source, slow_length) + ma(source - ma(source, slow_length), slow_length) and then take the difference: Indicator1 - Indicator2 The result is a new MACD Leader indicator macdx = macd + ma(source - fast_ma, fast_length) - ma(source - slow_ma, slow_length) • MACD-Source , a custom experimental interpretation of mine , MACD Source, presents an application of MACD that evaluates Source/MA Ratio, relatively with less lag, as a basis for MACD Line, also can be expressed as source convergence/divergence to its moving average. Among the various techniques for removing the lag between price and moving average (MA) of the price, one in particular stands out: the addition to the moving average of a portion of the difference between the price and MA. MACD Source, is based on signal length mean of the difference between Source and average value of shot length and long length moving average of the source (Source/MA Ratio), where the source is actual value and hence no lag and relatively less lag with the average value of moving average of the source . Mathematically expressed as, macdx = ma(source - avg( ma(source, fast_length), ma(source, slow_length) ), signal_length) MACD Source provides relatively early crossovers comparing to MACD and better momentum direction indications, assuming the lengths are set to same values For further details, you are invited to check the following two studies, where the first seeds were sown of the MACD-Source idea Price Distance to its Moving Averages study, adapts the idea of “Prices high above the moving average (MA) or low below it are likely to be remedied in the future by a reverse price movement", presented in an article by Denis Alajbeg, Zoran Bubas and Dina Vasic published in International Journal of Economics, Commerce and Management First MACD like interpretation comes with the second study named as “ P-MACD ”, where P stands for price, P-MACD study attempts to display relationship between Price and its 20 and 200-period moving average. Calculations with P-MACD were based on price distance (convergence/divergence) to its 200-period moving average, and moving average convergence/divergence of 20-period moving average to 200-period moving average of price. Now as explained above, MACD Source is a one adapted with traditional MACD, where Source stands for Price, Volume Indicator etc, any source applicable with MACD concept 2- Allows usage of variety of different sources, including Volume related indicators The most common usage of Source for MACD calculation is close value of the financial instruments price. As an experimental approach, this study will allow source to be selected as one of the following series; • Current Close Price (close) • Average of High, Low, and Close Price (hlc3) • On Balance Volume (obv) • Accumulation Distribution (accdist) • Price Volume Trend (pvt) Where, -Current Close Price and Average of High, Low, and Close Price are price actions of the financial instrument - Accumulation Distribution is a volume based indicator designed to measure underlying supply and demand - On Balance Volume (OBV) , is a momentum indicator that measures positive and negative volume flow - Price Volume Trend (PVT) is a momentum based indicator used to measure money flow 3- Can be plotted along with MACD in the same window using the same scaling Default setting of MACD-X will display MACD-Source with Current Close Price as a source and traditional MACD can be plotted eighter as a companion of MACD-X or can be selected to be plotted alone. Applying both will add ability to compare, or use as a confirmation of one other In case, traditional MACD Is plotted along with MACD-X to avoid misinterpreting, the lines plotted, the area between MACD-X Line and Signal-X Line is highlighted automatically, even if the highlight option not selected. Otherwise highlight will be applied only if that option selected 4- 4C Histogram Histogram is plotted with four colors to emphasize the momentum and direction 5- Customizable Additional to ability of selecting Calculation Method, Source, plotting along with MACD, there are few other option that allows users to customize the MACD-X indicator Lengths are configurable, default values are set as 12, 26, 9 respectively for fast, slow and smoothing length. Setting lengths to 8,21,5 respectively Is worth checking, slower length moving averages will lead to less lag and earlier reaction to price actions but yet requires a caution and back testing before applying Highlight the area between MACD-X Line and Signal-X Line, with colors emphasising the direction Label can be added to display Calculation Method, Source and Length settings, the aim of this label is to server only as a reminder to trades to be aware of settings while they are occupied with charts, analysis etc. Here comes another question, which is of more importance having the reminder or having the indicators with multi timeframe feature? Build-in Multi Time Frame features of Pine is not supported when labels and lines introduced in the script, there are other methods but brings complexity. To be studied further, this version will be with labels for time being. Epilogue MACD-X is an alternative variant of MACD, the insight/signals provided by MACD are also applicable to MACD-X with early and clear warnings for the changes in the trend. If MACD is essential to your analysis, then it is my guess that after using the MACD-X for a while and familiarizing yourself with its unique character and personality, you will make it an inseparable companion to other indicators in your charts. The various signals generated by MACD/MACD-X are easily interpreted and very few indicators in technical analysis have proved to be more reliable than the MACD, and this relatively simple indicator can quickly be incorporated into any short-term trading strategy Disclaimer : Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Indicateur Pine Script™
par dgtrd
156