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AveragesLibrary "Averages" Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data. triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.   Parameters:      src : The array to derive the average from.      startingWeight : The weight to begin with when calculating the average. Higher numbers will decrease the bias. weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.   Parameters:      src : The array to derive the average from.      weights : The array containing the weights for the source.      weightDefault : The default value to use when a weight is NA. triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.   Parameters:      src : The array to derive the average from.      weights : The array containing the weights for the source.      startingWeight : The multiple to begin with when calculating the average. Higher numbers will decrease the bias. exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.   Parameters:      src : The array to derive the average from. arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).   Parameters:      src : The array to derive from.      len : The target length of the array.      omitNA : If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Bibliothèque Pine Script®
par Electrified
1
Moving Averages System - DurbtradeMoving Averages System - Durbtrade 1 indicator... customizable. Displays up to 4 independent Moving Averages (MA's) at once. Each MA can be 1 of 6 "MA Types" : SMA, EMA, WMA, VWMA, HMA, or DEMA. There are 7 individual fills... 4 "MA/Source Fills" and 3 "MA/MA Fills". The "Source" is selectable, and there is a "Source Plot" option to display a plot of the source. No max value for MA "Length". Each MA has what I call a "Length Multiplier", and each MA has its own "Offset". The colors of each MA, as well as the Source Plot, can be up/down "Color-Changing", or solid. "Line Thickness" is unlimited. Each of the 3 "MA/MA Fills" allow you to select which 2 of the 4 MA's to fill between! All 7 fills are customizable by above/below colors, and opacity. All 7 fills include a "Color Swap" option, in the case that you need to switch the display of the above-color to the below-color, and the below-color to the above-color! All plots are scripted to be drawn visually in front of all fills! Lastly, you can turn off the display of the MA plots and the Source Plot... allowing the display of only fills! -------------------------------------------- -------------------------------------------- Let's take a more detailed look! First, let's go through the settings, and how to use the Moving Averages System. You can divide the Inputs tab of the indicator settings into 3 main sections... 1 - Moving Averages 2 - Source Plot, and MA/Source Fills 3 - MA/MA fills Let's discuss the first section, which is where we set up our MA's. Here, we see the parameters for our 4 Moving Averages : All 4 MA's can be customized here in the following ways... - Toggle ON/OFF by checking the checkbox - Length - Length Multiplier - Type (SMA, EMA, WMA, VWMA, HMA, or DEMA) - Up/Down Color Change ON/OFF - Line Thickness - Offset (The Plot Styles, Up/Down/Solid Colors, and Opacities of all 4 MA's are customizable under the Style tab of the indicator settings) There are no maximum value limitations for Length, Line Thickness, and Offset. Of note, the "Length Multiplier" multiplies the "Length" value by a chosen integer. This can be used to incrementally scan a wide spectrum of lengths very quickly. Or it can be used to maintain ratios while increasing the MA display lengths... just multiply all lengths by the same number. It can also be used to easily create a moving average ribbon by using multiple Moving Average Systems all at once. Or, it can be another method to set up higher-timeframe MA's on a lower-timeframe chart... for example, if both the chart and indicator are on the 1Hour timeframe, you can multiply all of your set lengths by 24 to see the 1Day MA's of those same lengths on the 1Hour chart. Next, lets look at the second section of the Inputs tab of the indicator settings, where we edit the "Source Plot" and "MA/Source Fills". We can turn ON/OFF the "Source Plot" - which plots a line of the "Source" that you have selected - and edit the parameters : Checking the "Source Plot" box turns the "Source Plot" ON/OFF. You can turn Up/Down Color Change ON/OFF, and adjust Line Thickness and Offset. (The Plot Style, Up/Down/Solid Colors, and all Opacities of the Source Plot are customizable under the Style tab of the indicator settings.) Next is where you can turn ON/OFF and edit each "MA/Source Fill". Checking the "MA#1/Source Fill" box turns on the fill between MA#1 and the source. You can choose the color and opacity for the above-color and the below-color. Need to switch the display of the two colors?... turn on "Color Swap" to easily do just that. The remaining 3 MA/Source Fills work in the same exact way... turning on a fill between the associated MA#, and the source. In total, there are 4 MA/Source Fills... 1 for each MA. Note that neither the Source Plot, nor any of the MA's, need to be turned on in order to use the MA/Source Fills. Finally, lets look at the third section of the Inputs tab of the indicator settings. This is where we can edit the 3 "MA/MA Fills". An MA/MA Fill allows you to select any 2 of the 4 MA's that you have set, and fill the space between them with color : Checking the MA/MA Fill box turns ON/OFF the associated MA/MA Fill. Below each ON/OFF switch are 2 boxes where you can select the 2 MA's that you want to fill between. Select the 2 MA's that you want to use according to their MA#'s. Next, you have the Above/Below Color/Opacity for the associated MA/MA Fill, and lastly, the Color Swap option. The numerical order of the MA#'s that you select here is of no concern, because each MA/MA Fill has that "Color Swap" option... and, as before, this swaps the display of the above-color and the below-color. Note that the MA's do not need to be turned on in order to use the MA/MA Fills. -------------------------------------------- Additional Notes : All colors and opacities of this indicator can be customized. All fills can have above/below colors, and all plots can have up/down colors. All fills and plots can be one static color, too. All plots can be 1 of 10 plot styles: Line, Line with Breaks, Step Line, Step Line with Diamonds, Histogram, Cross, Area, Area with Breaks, Columns, or Circles. All plots use the same single "Source", which is selectable. And don't forget... you can try applying this indicator to other indicators! -------------------------------------------- Now, let's take a look at some examples of the Durbtrade Moving Averages System in action! All 4 MA's plots on, MA Type is SMA, color-changing on, lengths 50, 100, 150, and 200 : Add the Source Plot, and all 4 MA/Source Fills : Add the 3 MA/MA fills : Turn off candles visibility, and turn off MA color-change : Turn off the MA plots : Turn off the Source Plot : ... Here are some other images using the Multi Moving Average Tool : Here it is on the 1Second : Here it is on the 3Day : Here is your 1Day SMA DeathCross : Use 3 Moving Average Systems at once to build your own EMA Ribbon : Compare 4 different MA types, all with the same length : -------------------------------------------- Script Stats : Pinescript Version : 5 Code Length : 149 Lines Total Plots : 16 - Visible Plots : 5 (4 MA Plots, 1 Source Plot) - Invisible Plots : 11 (4 MA Plots, 1 Source Plot, 6 MA/MA Fill Plots) Total Fills : 7 (4 MA/Source Fills, 3 MA/MA Fills) Total Colors/Opacities : 29 Total Unique Variables : 92 - Input Variables : 69 - Unique Output Variables : 23 -------------------------------------------- Final Thoughts : I'm excited to share the Durbtrade Moving Averages System! I think that this indicator has a wide range of MA-related applications, an easy-to-use interface with maximum customization, and unique fill features... all in one indicator. I feel that it is a quick and useful tool whether you are just plotting a few moving averages... or you are creating intense kaleidoscopic tidal waves of colored data! Either way, I think it is pretty awesome, and so, I wanted to share it with you... I hope that you enjoy it and find it useful! - Please feel free to comment your thoughts, critiques, or suggestions. They are all very helpful! - Also, please feel free to comment any positive feedback, or awesome screencaps/ideas of the indicator in action! - Check out my other Pinescript indicators if you like this one... they work well together. - I hope that you find this script useful. - Enjoy! -------------------------------------------- // Durbtrade
Indicateur Pine Script®
par Durbtrade
9
Three Anchored Moving Averages (VWAP / SMA / EMA) This indicator allows users to anchor three types of moving averages (Simple Moving Average (SMA), Exponential Moving Average (EMA), and Volume Weighted Average Price (VWAP)) to specific points in time (anchor points) Key Features: Select from three Moving Average Types: Simple Moving Average (SMA): Averages the closing prices over a specified period. Exponential Moving Average (EMA): Gives more weight to recent prices, making it more responsive to new information. Volume Weighted Average Price (VWAP): Averages the price weighted by volume, useful for understanding the average price at which the asset has traded over a period. Up to Three Anchor Points: Users can set up to three different anchor points to calculate the moving averages from specific dates and times. This allows for analysis of price action starting from significant points or specific events. For example, you can anchor to the low and high of a move to identify key levels or to points where the price takes off from a previous anchored MA. Customisable Sentiment Options: Each anchor point can be associated with a sentiment input (Auto, Bull, Bear, None), which influences if the MAs are displayed as lines or zones/bands: Auto: Automatically determines the sentiment based on whether anchor points are on pivot highs and lows. If anchored to a pivot high, the system will assume a bearish sentiment and display a red band or zone between the MA OHLC4 and High. Anchoring to a pivot low will display a green band (OHLC4 - Low). Bull: Forces a bullish sentiment (Green Band - OHLC4 to Low) Bear: Forces a bearish sentiment (Red Band - OHLC4 to High) None: Ignores sentiment and displays a single line (OHLC4) Chart Matching: The indicator includes an option to display the moving averages only if the chart symbol matches a specified ticker. This feature ensures that the indicator is relevant to the specific asset being analysed. How to Use the Indicator: 1. Set Anchor Points: When added to your chart, select three anchor points by point and click. If you only wish to anchor to a single point, click on that point three times and disable the other two in settings once the indicator is applied. 2. Select Moving Average Type: Choose between SMA, EMA, or VWAP using the dropdown menu. EMAs are the most responsive. 3. Enable/Disable Anchor Points: Use the checkboxes to enable or disable each anchor point. 4. Select Sentiment Type: Choose between Auto, Bull, Bear, or None. 5. Chart Matching: Optionally, specify a chart symbol to restrict the indicator's display to that particular asset. 6. Interpret the Plots: The indicator plots the high, mid, and low values of the selected moving average type from each anchor point. The fills between these plots help identify potential support and resistance zones. These should be used as points of interest for pullback reversals or potential continuation if the price breaks through. Practical Applications: Trend Analysis: Identify the overall trend direction from specific historical points. Support and Resistance: Determine key dynamic support and resistance levels based on anchored moving averages. Event-Based Analysis: Anchor the moving averages to significant events (e.g., earnings releases, economic data) to study their impact on price trends. Multi Timeframe Analysis: Higher Timeframe Anchors can be used to identify longer term trend analysis. Switching to a lower timeframe for execution triggers at these points wont distort the MA levels as they are anchored to a specific point in time Intraday or Swing Trading: trend analysis using anchor points can be used for any style of trading (Intraday / Swing / Invest). Use anchored levels as points of interest and wait for hints in price action to try and catch the next move.
Indicateur Pine Script®
par IMGPro
3
Multi Moving Averages @Hendo 4C (14 Types)A script containing 14 different types of Moving Averages, a total of 4 can be added per chart (allowing multiple Moving Averages under a smaller TradingView plan). It also comes with: Adaptive coloring, settings for the source of calculations, customizable colors and lengths. Most importantly, as mentioned: 14 different types found below. Simple Moving Average (SMA) Exponential Moving Average (EMA) Double Exponential Moving Average (DEMA) Triple Exponential Moving Average (TEMA) Running Moving Average (RMA) Kaufman's Adaptive Moving Average (KAMA) Hull's Moving Average (HMA) Least Square Moving Average (LSMA) Weighted Moving Average (WMA) A. Legoux Moving Average (ALMA) Volume Weighted Moving Average (VWMA) Symetrically Weighted Moving Average (SWMA) Smoothed Moving Average (SMMA) Elastic Volume Weighted Moving Average (eVWMA) The goal of creating this script was to allow people with a small TradingView subscription to have access to multiple Moving Averages. Of course it’s not unique in that use case, the thing that makes this script is unique is the fact that it comes with 14 different Moving Averages that can be selected independently. You want a RMA paired with 2 EMA’s and one HMA? Go ahead! I’m open to add any requests that you guys might have. Feel free to ask so in the comments. Check out my “Volatility Stop Loss Helper” too! And happy trading. Last: I think it’s pretty clear to say that this was not “my idea” to build. But I found most of the similar scripts available pretty lacking in terms of settings and additions. {{Settings overview}} “Adaptive Colouring”: If enabled the Moving Average colours will be determined by their relation to price. If price is above the Moving Average it’s green, and red if price is below. “Plot First MA”: Disable or enable the first moving average “Moving Average Type 1”: The type of Moving Average that the first MA should be. 14 choices. “Moving Average Length 1”: The length of the first Moving Average. “Source of Calculation MA1”: The source that is used to calculate the Moving Average. Default is “Close”. “Plot Second MA”: Enable if you want to use 2 Moving Averages Settings are the same as described above. But then for the second MA. “Plot Third MA”: Enable if you want to use 3 Moving Averages Settings are the same as described above. But then for the third MA. “Plot Fourth MA”: Enable if you want to use 4 Moving Averages Settings are the same as described above. But then for the fourth MA. It is recommended to click the little left arrow to hide your indicators in the top corner while using this indicator. Due to the length of the settings menu. Settings can be added due to requests. Please check the update notes below:
Indicateur Pine Script®
par ExLunaAdInfinitum
1
Magic Moving Averages!Magic Moving Averages! is an indicator that comes standard in many forex trading platforms, and now on Tradingview designed for comfortable readability! It incorporates a series of simple moving averages plotted together with increasing periods. Finding a good trade with this is easily found with a set of rules. I took a course with Alex du Plooy on these rules and am using his suggested default values, however there are many more teachers of this method that have various rules that may be similar. If you desire a greater MA spread simply increase the MA Separation value in the input. Best for 15 mins or longer charts. Happy trading
Indicateur Pine Script®
par mcbw_
1
Buff Averages [CC]The Buff Averages were created by Buff Dormeier (Stocks and Commodities Feb 2001) and this is another hidden gem that is a combo of a volume weighted indicator and a moving average crossover system. It uses a special method to calculate the weighting based on volume. The colored line (fast buff) will follow the price closely and you use the other line to act as a trend confirmation. I have included strong buy and sell signals in addition to normal ones so strong signals are darker in color and normal signals are lighter in color. Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators or scripts you would like to see me publish!
Indicateur Pine Script®
par cheatcountry
10
T3 Averages Backtest This indicator plots the moving average described in the January, 1998 issue of S&C, p.57, "Smoothing Techniques for More Accurate Signals", by Tim Tillson. This indicator plots T3 moving average presented in Figure 4 in the article. T3 indicator is a moving average which is calculated according to formula: T3(n) = GD(GD(GD(n))), where GD - generalized DEMA (Double EMA) and calculating according to this: GD(n,v) = EMA(n) * (1+v)-EMA(EMA(n)) * v, where "v" is volume factor, which determines how hot the moving average’s response to linear trends will be. The author advises to use v=0.7. When v = 0, GD = EMA, and when v = 1, GD = DEMA. In between, GD is a less aggressive version of DEMA. By using a value for v less than1, trader cure the multiple DEMA overshoot problem but at the cost of accepting some additional phase delay. In filter theory terminology, T3 is a six-pole nonlinear Kalman filter. Kalman filters are ones that use the error — in this case, (time series - EMA(n)) — to correct themselves. In the realm of technical analysis, these are called adaptive moving averages; they track the time series more aggres-sively when it is making large moves. Tim Tillson is a software project manager at Hewlett-Packard, with degrees in mathematics and computer science. He has privately traded options and equities for 15 years. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Stratégie Pine Script®
par HPotter
1
T3 Averages Strategy This indicator plots the moving average described in the January, 1998 issue of S&C, p.57, "Smoothing Techniques for More Accurate Signals", by Tim Tillson. This indicator plots T3 moving average presented in Figure 4 in the article. T3 indicator is a moving average which is calculated according to formula: T3(n) = GD(GD(GD(n))), where GD - generalized DEMA (Double EMA) and calculating according to this: GD(n,v) = EMA(n) * (1+v)-EMA(EMA(n)) * v, where "v" is volume factor, which determines how hot the moving average’s response to linear trends will be. The author advises to use v=0.7. When v = 0, GD = EMA, and when v = 1, GD = DEMA. In between, GD is a less aggressive version of DEMA. By using a value for v less than1, trader cure the multiple DEMA overshoot problem but at the cost of accepting some additional phase delay. In filter theory terminology, T3 is a six-pole nonlinear Kalman filter. Kalman filters are ones that use the error — in this case, (time series - EMA(n)) — to correct themselves. In the realm of technical analysis, these are called adaptive moving averages; they track the time series more aggres-sively when it is making large moves. Tim Tillson is a software project manager at Hewlett-Packard, with degrees in mathematics and computer science. He has privately traded options and equities for 15 years. WARNING: - This script to change bars colors.
Indicateur Pine Script®
par HPotter
Averages - PineCoders FAQ█ WARNING The publication of our ConditionalAverages library has deprecated this publication. █ ORIGINAL DESCRIPTION The need to calculate averages (arithmetic mean) comes up here and there in scripts. When you want the average of a value only when a given condition has occurred, you will often not be able to use the standard sma function in Pine because it will average all values in the series. Even if you take care to use your condition to set non-conforming values to zero, this ends up skewing your results with zero values. This script calculates: 1. The running average of all up volumes, 2. The average of last x occurrences of up volume , 3. The average up volume occurrences in last y bars. Look first. Then leap.
Indicateur Pine Script®
par PineCoders
18
Custom 4 Moving Averages with Styles & ThresholdsThis Pine Script indicator is designed to provide traders with a unique method of analyzing price action through four customizable moving averages, alongside buy and sell threshold detection. The script is fully original and adds value by allowing traders to configure and visualize multiple MAs with different smoothing options, and by detecting critical buy/sell moments based on the interaction between price and the moving averages. What the Script Does: Custom Moving Averages: The script plots four distinct moving averages (MA1, MA2, MA3, and MA4) on the chart. Each MA can be configured for length, offset, and optional smoothing to match different trading strategies. This flexibility allows traders to tailor the script for various timeframes, trend detection, and market conditions. Buy (BT) and Sell (ST) Threshold Detection: The indicator identifies critical points for buying and selling: Buy Threshold (BT): The script identifies potential buy points when the current candle's low is above the MA2 from the previous candle, suggesting potential upward momentum. Sell Threshold (ST): It detects potential sell points when the current MA2 falls below the previous candle’s low, indicating possible downward momentum. These thresholds are clearly marked on the chart with green arrows for BT (Buy) and red arrows for ST (Sell). Horizontal Threshold Lines: Horizontal lines are drawn when BT or ST conditions are met. These lines help traders visualize support and resistance levels, providing clarity in decision-making. The length of these lines is customizable, allowing users to control how long they remain visible on the chart. Dynamic Cleanup of Old Lines: To keep the chart clean and reduce clutter, the script automatically removes old BT and ST lines after a set period, ensuring that traders can focus on the most relevant data. Underlying Concepts: Moving Averages: Moving averages are a fundamental tool in technical analysis for identifying trends. This script uses various moving averages (calculated from high, low, close, and HL2) and allows for smoothing to adjust the sensitivity to price movements. Traders can apply this flexibility to multiple trading styles, from scalping to swing trading. Threshold Conditions: The buy and sell conditions in this script are based on simple but effective price action patterns, where the interaction between price and MA2 determines entry or exit points. This approach is useful in trend-following strategies, where traders aim to capitalize on momentum shifts. How to Use the Script: Configure Moving Averages: Start by adjusting the lengths, offsets, and smoothing options for each moving average. For short-term trading, shorter MA lengths might be more suitable, while longer MAs can help identify broader trends. Observe Buy and Sell Signals: Look for green arrows (BT) as potential buy signals and red arrows (ST) as potential sell signals. These signals appear when certain conditions between price and MA2 are met, giving traders clear visual cues for entries and exits. Support/Resistance Levels: Pay attention to the horizontal lines drawn when BT or ST conditions occur. These lines can act as support or resistance levels, helping you identify potential price targets or stop-loss points. Why This Script is Useful: This indicator combines the power of multiple moving averages with customizable features, making it versatile for different market conditions. By adding clear buy and sell signals based on a logical threshold system, the script helps traders make informed decisions with minimal guesswork. Unlike many basic indicators, this one provides flexibility and original insight into market dynamics, making it a valuable tool for both beginner and experienced traders.
Indicateur Pine Script®
par nikhil34a
Point and Figure (PnF) Moving AveragesThis is live and non-repainting Point and Figure Chart Moving Averages tool. The script has it’s own P&F engine and not using integrated function of Trading View. Point and Figure method is over 150 years old. It consist of columns that represent filtered price movements. Time is not a factor on P&F chart but as you can see with this script P&F chart created on time chart. P&F chart provide several advantages, some of them are filtering insignificant price movements and noise, focusing on important price movements and making support/resistance levels much easier to identify. Moving averages on Point & Figure charts are based on the average price of each column while bar chart moving averages are based closing price. Average Price means (ClosePrice + OpenPrice) / 2. Because of there is double smoothing, you should use shorter lengths for moving averages. Double smoothing means: using average price smooths once, using length greater than 2 smooths price second time. If you are new to Point & Figure Chart then you better get some information about it before using this tool. There are very good web sites and books. Please PM me if you need help about resources. Options in the Script Box size is one of the most important part of Point and Figure Charting. Chart price movement sensitivity is determined by the Point and Figure scale. Large box sizes see little movement across a specific price region, small box sizes see greater price movement on P&F chart. There are four different box scaling with this tool: Traditional, Percentage, Dynamic (ATR), or User-Defined 4 different methods for Box size can be used in this tool. User Defined: The box size is set by user. A larger box size will result in more filtered price movements and fewer reversals. A smaller box size will result in less filtered price movements and more reversals. ATR: Box size is dynamically calculated by using ATR, default period is 20. Percentage: uses box sizes that are a fixed percentage of the stock's price. If percentage is 1 and stock’s price is $100 then box size will be $1 Traditional: uses a predefined table of price ranges to determine what the box size should be. Price Range Box Size Under 0.25 0.0625 0.25 to 1.00 0.125 1.00 to 5.00 0.25 5.00 to 20.00 0.50 20.00 to 100 1.0 100 to 200 2.0 200 to 500 4.0 500 to 1000 5.0 1000 to 25000 50.0 25000 and up 500.0 Default value is “ATR”, you may use one of these scaling method that suits your trading strategy. If ATR or Percentage is chosen then there is rounding algorithm according to mintick value of the security. For example if mintick value is 0.001 and box size (ATR/Percentage) is 0.00124 then box size becomes 0.001. And also while using dynamic box size (ATR or Percentage), box size changes only when closing price changed. Reversal : It is the number of boxes required to change from a column of Xs to a column of Os or from a column of Os to a column of Xs. Default value is 3 (most used). For example if you choose reversal = 2 then you get the chart similar to Renko chart. Source: Closing price or High-Low prices can be chosen as data source for P&F charting. Options for P&F Moving Averages: Moving averages on P&F charts are based on the average price of each column. Bar chart moving averages are based on each close price. While 10-day SMA on a bar chart is the average of the last ten closing prices, on a P&F chart, a 10-period SMA is the average price of the last 10 column averages. Average price means “(ClosePrice + OpenPrice) / 2” 2 P&F moving averages are shown on the chart. It can show Exponental Moving Average ( EMA ) or Simple Moving Average ( SMA ) Source: You can choose Close Price or Average Price as source. Default is Average Price. “Fast Length” and “Slow Length” are lengths for two moving averages. Default values are 1 and 5. “Fill between MAs” is the option to fill between Moving averages by predefined colors 'Lime/Blue', 'Lime/Red', 'Green/Red', 'Green/Blue', 'Blue/Red' There are alerts when Fast MA crossover or crossunder Slow MA. While adding alert “Once Per Bar Close” option should be chosen.
Indicateur Pine Script®
par LonesomeTheBlue
4
Adaptive Trend Classification: Moving Averages [InvestorUnknown]Adaptive Trend Classification: Moving Averages Overview The Adaptive Trend Classification (ATC) Moving Averages indicator is a robust and adaptable investing tool designed to provide dynamic signals based on various types of moving averages and their lengths. This indicator incorporates multiple layers of adaptability to enhance its effectiveness in various market conditions. Key Features Adaptability of Moving Average Types and Lengths: The indicator utilizes different types of moving averages (EMA, HMA, WMA, DEMA, LSMA, KAMA) with customizable lengths to adjust to market conditions. Dynamic Weighting Based on Performance: ] Weights are assigned to each moving average based on the equity they generate, with considerations for a cutout period and decay rate to manage (reduce) the influence of past performances. Exponential Growth Adjustment: The influence of recent performance is enhanced through an adjustable exponential growth factor, ensuring that more recent data has a greater impact on the signal. Calibration Mode: Allows users to fine-tune the indicator settings for specific signal periods and backtesting, ensuring optimized performance. Visualization Options: Multiple customization options for plotting moving averages, color bars, and signal arrows, enhancing the clarity of the visual output. Alerts: Configurable alert settings to notify users based on specific moving average crossovers or the average signal. User Inputs Adaptability Settings λ (Lambda): Specifies the growth rate for exponential growth calculations. Decay (%): Determines the rate of depreciation applied to the equity over time. CutOut Period: Sets the period after which equity calculations start, allowing for a focus on specific time ranges. Robustness Lengths: Defines the range of robustness for equity calculation with options for Narrow, Medium, or Wide adjustments. Long/Short Threshold: Sets thresholds for long and short signals. Calculation Source: The data source used for calculations (e.g., close price). Moving Averages Settings Lengths and Weights: Allows customization of lengths and initial weights for each moving average type (EMA, HMA, WMA, DEMA, LSMA, KAMA). Calibration Mode Calibration Mode: Enables calibration for fine-tuning inputs. Calibrate: Specifies which moving average type to calibrate. Strategy View: Shifts entries and exits by one bar for non-repainting backtesting. Calculation Logic Rate of Change (R): Calculates the rate of change in the price. Set of Moving Averages: Generates multiple moving averages with different lengths for each type. diflen(length) => int L1 = na, int L_1 = na int L2 = na, int L_2 = na int L3 = na, int L_3 = na int L4 = na, int L_4 = na if robustness == "Narrow" L1 := length + 1, L_1 := length - 1 L2 := length + 2, L_2 := length - 2 L3 := length + 3, L_3 := length - 3 L4 := length + 4, L_4 := length - 4 else if robustness == "Medium" L1 := length + 1, L_1 := length - 1 L2 := length + 2, L_2 := length - 2 L3 := length + 4, L_3 := length - 4 L4 := length + 6, L_4 := length - 6 else L1 := length + 1, L_1 := length - 1 L2 := length + 3, L_2 := length - 3 L3 := length + 5, L_3 := length - 5 L4 := length + 7, L_4 := length - 7 // Function to calculate different types of moving averages ma_calculation(source, length, ma_type) => if ma_type == "EMA" ta.ema(source, length) else if ma_type == "HMA" ta.sma(source, length) else if ma_type == "WMA" ta.wma(source, length) else if ma_type == "DEMA" ta.dema(source, length) else if ma_type == "LSMA" lsma(source,length) else if ma_type == "KAMA" kama(source, length) else na // Function to create a set of moving averages with different lengths SetOfMovingAverages(length, source, ma_type) => = diflen(length) MA = ma_calculation(source, length, ma_type) MA1 = ma_calculation(source, L1, ma_type) MA2 = ma_calculation(source, L2, ma_type) MA3 = ma_calculation(source, L3, ma_type) MA4 = ma_calculation(source, L4, ma_type) MA_1 = ma_calculation(source, L_1, ma_type) MA_2 = ma_calculation(source, L_2, ma_type) MA_3 = ma_calculation(source, L_3, ma_type) MA_4 = ma_calculation(source, L_4, ma_type) Exponential Growth Factor: Computes an exponential growth factor based on the current bar index and growth rate. // The function `e(L)` calculates an exponential growth factor based on the current bar index and a given growth rate `L`. e(L) => // Calculate the number of bars elapsed. // If the `bar_index` is 0 (i.e., the very first bar), set `bars` to 1 to avoid division by zero. bars = bar_index == 0 ? 1 : bar_index // Define the cuttime time using the `cutout` parameter, which specifies how many bars will be cut out off the time series. cuttime = time // Initialize the exponential growth factor `x` to 1.0. x = 1.0 // Check if `cuttime` is not `na` and the current time is greater than or equal to `cuttime`. if not na(cuttime) and time >= cuttime // Use the mathematical constant `e` raised to the power of `L * (bar_index - cutout)`. // This represents exponential growth over the number of bars since the `cutout`. x := math.pow(math.e, L * (bar_index - cutout)) x Equity Calculation: Calculates the equity based on starting equity, signals, and the rate of change, incorporating a natural decay rate. pine code // This function calculates the equity based on the starting equity, signals, and rate of change (R). eq(starting_equity, sig, R) => cuttime = time if not na(cuttime) and time >= cuttime // Calculate the rate of return `r` by multiplying the rate of change `R` with the exponential growth factor `e(La)`. r = R * e(La) // Calculate the depreciation factor `d` as 1 minus the depreciation rate `De`. d = 1 - De var float a = 0.0 // If the previous signal `sig ` is positive, set `a` to `r`. if (sig > 0) a := r // If the previous signal `sig ` is negative, set `a` to `-r`. else if (sig < 0) a := -r // Declare the variable `e` to store equity and initialize it to `na`. var float e = na // If `e ` (the previous equity value) is not available (first calculation): if na(e ) e := starting_equity else // Update `e` based on the previous equity value, depreciation factor `d`, and adjustment factor `a`. e := (e * d) * (1 + a) // Ensure `e` does not drop below 0.25. if (e < 0.25) e := 0.25 e else na Signal Generation: Generates signals based on crossovers and computes a weighted signal from multiple moving averages. Main Calculations The indicator calculates different moving averages (EMA, HMA, WMA, DEMA, LSMA, KAMA) and their respective signals, applies exponential growth and decay factors to compute equities, and then derives a final signal by averaging weighted signals from all moving averages. Visualization and Alerts The final signal, along with additional visual aids like color bars and arrows, is plotted on the chart. Users can also set up alerts based on specific conditions to receive notifications for potential trading opportunities. Repainting The indicator does support intra-bar changes of signal but will not repaint once the bar is closed, if you want to get alerts only for signals after bar close, turn on “Strategy View” while setting up the alert. Conclusion The Adaptive Trend Classification: Moving Averages Indicator is a sophisticated tool for investors, offering extensive customization and adaptability to changing market conditions. By integrating multiple moving averages and leveraging dynamic weighting based on performance, it aims to provide reliable and timely investing signals.
Indicateur Pine Script®
par InvestorUnknown
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