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verde solution

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Dynamic Zone RSI VertexFX Indicator

The Dynamic Zone RSI is a powerful VertexFX client-side indicator based on the Relative Strength Index (RSI) and Bollinger Bands used to identify market swings.

The Relative Strength Index (RSI) indicator is useful in identifying the current trend, and its strength. When the RSI bottoms out and starts to rise it implies a bullish trend. On the contrary, when the RSI tops out and starts to fall it implies a bearish trend. The Bollinger Bands provides a trading range for the price based on standard deviation. The Dynamic Zone RSI indicator combines these two indicators to provide a composite overview of the trend.
In the first step, the RSI is calculated based on the RSI period. In the second step, the Bollinger Bands of this RSI are calculated to generate the center, upper and lower RSI zones. The range between the upper and lower band is called the Dynamic Zone.
When the RSI is below the lower band, the trend is bearish. When it turns sideways oDynamic zone.pngr bottoms out, the trend now becomes neutral. When the RSI crosses above the lower band from below it is considered the start of a bullish trend.
Likewise, when the RSI is above the upper band, the trend is bullish. When it turns sideways or tops out, the trend now becomes neutral. When the RSI crosses below the upper band from above it is considered the start of a bearish trend.
Unlike RSI which provides fixed levels (eg 30/70) for entry and exit, Dynamic Zone RSI adapts the trading levels based on the price and the characteristics.
BUY / EXIT SHORT - Enter LONG (or exit SHORT) when the Dynamic Zone RSI (blue) crosses above the lower band from below.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) when the Dynamic Zone RSI (blue) crosses below the upper band from above.
 

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verde solution

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The Kirshenbaum Bands is a powerful VertexFx client-side indicator which attempts to reduce the lag and enhance the accuracy of the Bollinger Bands. It is an improvement over the Bollingers Bands and is used primarily to identify trend reversals.

One of the main disadvantages of the Bollinger Bands is that it has lag and is slow to respond to trend reversals. The standard deviation is calculated in a linear fashion - the recent price movements have the same weightage as older price movements. As a result, it is slow to respond to the recent price movements. The Kirshenbaum Bands overcomes this issue and giving a higher weightage to the recent price movements. Likewise, if uses Exponential Moving Average (EMA) as compared to the Simple Moving Average (SMA) of the Bollinger Bands. Since higher weightage is given to recent price movements, Kirshenbaum Bands responds to trend reversals quickly.
In the first step, we calculate the moving average of the specified price field (BAND_PRICE) over the recent candles (BAND_PERIOD) based on the moving average method (BAND_METHOD). By default we use Exponential Moving Average as it yields better performance.
In the second step, we calculate the standard deviation. However, instead of using equal weightage, the recent candles are assigned higher weightage. So, if the BAND_PERIOD is set to 21, then the recent error-mean is multiplied by 21, the previous one by 20 and so on. Finally, we calculate the standard deviation.
The upper band is calculated by multiplying the standard deviation with its multiplier and adding it to the moving average. Similarly, the lower band is calculated by multiplying the standard deviation with its multiplier and subtracting it from the moving average.
Compared to the Bollinger Bands, it has greater response to price movements and can identify reversals

BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the price closes above the lower Kirshenbaum Band (RED) from below. The stop-loss can be set to the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the price closes below the upper Kirshenbaum Band (GREEN) from above. The stop-loss can be set to the nearest Swing Low.Kirshenbaum.png
 

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verde solution

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The RMA (Relative Moving Average) is a powerful VertexFX client-side indicator based on the Simple Moving Average indicator.
The Simple Moving Average (SMA) indicator is useful to identify the start and reversal of a trend. When the price closes above the SMA it is considered bullish signal, and when it closes below the SMA it is considered bearish signal. However, one of the major drawbacks of the SMA is lag and whipsaws. The SMA is a lagging indicator, and as a result the signals are late thereby reducing profit opportunities. Similarly in sideways markets, the SMA generates whipsaws which can result in too many trades and losses. The RMA indicator attempts to remove the drawbacks of the SMA by reducing the lag period.
The RMA is calculated using three moving averages, namely long term, medium term and short term. The long term period is computed as three times the RMA_PERIOD. The medium term is computed as twice the RMA_PERIOD, and the short term is computed using the RMA_PERIOD.
We subtract the medium term SMA from the long term SMA and then add the short term SMA.
Thus, RMA = SMA (3 x PERIOD) - SMA (2 x PERIOD) + SMA (PERIOD)
The RMA reduces the lag of the SMA, by subtracting the medium term SMA and then adding the long term SMA. Any movements that occurred over the longer period are automatically filter out thereby reducing the lag.
BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the RMA indicator turns GREEN and the price is above the RMA indicator. The stop-loss can be set to the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the RMA indicator turns RED and the price is below the RMA indicator. The stop-loss can be set to the nearest Swing High.RMA.png
 

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verde solution

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The Trend Interruption Average (TIA) is a powerful VertexFX client-side indicator based on Moving Average useful in identifying price swings and strength of a trend.


In an uptrending market we see consecutive positive closes. Likewise, in a downtrending market we see consecutive negative closes. The TIA indicator uses the positive / negative consecutive closes to calculate the strength of the trend and potential reversal. The TIA comprises of three components, namely the TIA-Up (GREEN) line, the TIA-Down (RED) line, and the TIA-Difference (BLUE) line.
In the first step, we calculate the cumulative sum of positive closes. If the current close is above previous close, it is assigned a value of 1. If next candle closes above current close, the cumulative count is increment by 1, otherwise it is reset to 0. For example, if there were three consecutive positive closes , the value of cumulative count will be 1, 2 and 3 for the recent three candles. Similarly, the opposite logic is employed for negative closes - we calculate the cumulative sum of the negative closes separately.
In the next step, we calculate the moving average of the cumulative positive closes and negative closes using the MA_PERIOD. The moving average of the cumulative positive closes is the TIA-Up (GREEN) line, and that of the cumulative negative closes is the TIA-Up (RED) line. The TIA-Difference (BLUE) line is the difference between the TIA-Up and TIA-Down.
When the TIA-Up is rising it implies a bullish trend, whereas when the TIA-Down is rising it implies a bearish trend.
BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close of the candle when the TIA-Up (GREEN) line closes above the TIA-Down (RED) line. The stop-loss can be placed below the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close of the candle when the TIA-Down (RED) line closes above the TIA-Up (GREEN) line. The stop-loss can be placed above the nearest Swing High.
 

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verde solution

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The Welford Variance indicator is a useful VertexFx client-side indicator for identifying trend changes on higher time-frames.

It calculates the standard deviation and variance of the price changes over the Variance Period (VAR_PERIOD), and then smoothes it using a smoothing co-efficient. The Welford Variance indicator should be used in combination with other trend-following oscillators like Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD) or Stochastic Oscillator.
The standard deviation defines how much the current price is deviating from the mean price. Higher the standard deviation, greater is the volality. In the first step, we calculate the mean and standard deviation of the recent VAR_PERIOD candles. In the next step, we calculate the variance by subtracting the price from the standard deviation. Finally, we smooth the variance, using the co-efficient, which is reciprocal of (1 + VAR_PERIOD). When the variance increases, the probabilty of fast price movement in the current direction is very high. As a result the Welford Variance indicator can provide powerful trade entries with minimal lag.
BUY / EXIT SHORT - Enter LONG (or exit SHORT) at the close after the Welford Variance indicator has bottomed out and is rising, and other confirmation indicator like RSI, MACD or Stochastic Oscillator has turned bullish. The stop-loss can be set to the nearest Swing Low.

SHORT / EXIT LONG - Enter SHORT (or exit LONG) at the close after the Welford Variance indicator has peaked out and is falling, and other confirmation indicator like RSI, MACD or Stochastic Oscillator has turned bearish. The stop-loss can be set to the nearest Swing High.
 

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Юлия

Главный редактор
Объединила ваши темы, нет смысла делать под каждый индикатор тему.
 

Sergey85

Прохиндей!
Старо как мир!!! Все это работает!!! С огрехами...
 

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