This script plots two moving averages but is mostly designed to highlight a fill strength gradient. The fill strength gradient shows a more opaque fill based on the current percentage difference of the current difference to the maximum difference in two MAs in a trend.
Citation: PinceCoders - Slight modification on color functions
The alpha parameter of this moving average decreases with every new bar on the chart, so it will become more slowly and slowly in course of time. Can act like additional support/resistance line but works in an acceptable way on weekly and monthly timeframes only.
The Alpha-Sutte model is an ongoing project run by Ansari Saleh Ahmar, a lecturer and researcher at Universitas Negeri Makassar in Indonesia, that attempts to make forecasts for time series like how Arima and Holt-Winters models do. Currently Ahmar and his team have conducted research and published papers comparing the efficacy of the Alpha-Sutte and other models,...
Beta is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors.
The market portfolio of all investable assets has a beta of exactly 1 (here the S&P500). A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment...
this code is untested use at your own risk...
applying timed price change over the square to predict price expansion or contraction of the range, it is not predicting the future price only the range that is possible for the price to be in within a margin of error of possibility, with that said i think its very unlikely for price to fall outside the range, due to...
USE ON DAILY TIMEFRAME TO DETECT MOMO STOCKS & ETFs AND TRADE THEM
This Strategy goes long when Sharpe Ratio is > 1 and Alpha against the S&P500 is generated. It exits when conditions break away. Strategy can be adapted to run intraday, it however needs different (lower) trigger levels.
examples to try this on: GER30, NAS100, JPN225, AAPL, IBB, TSLA, etc.
Alpha is a measure of the active return on an investment, the performance of that investment compared to the S&P500 index, where 0.01 = 1%
alpha < 0: the investment has earned too little for its risk (or, was too risky for the return)
alpha = 0: the investment has earned a return adequate for the risk taken
alpha > 0: the investment has a return in...
The Bull/Bear Power has been built for entries that compliment the current trend. It judes the perceived downside/upside volatility and shows point of reversal to whichever side has lost the required amount of momentum in the required time period.
Example of how to use this:
- There is a strong uptrend that has been identified and this signals a bottom while...
The Range MA is built off of algebraic formulas, using a reliable and reactive averaging methodology we have been able to develop. It should create consistency across most if not all markets and timeframes.
This is indicator #1 in the ALpha Silver suite used for determination of trend and momentum .
The menu contains an input showing its...
Introducing “Trend King”.
The alpha generating strategy built for Crypto.
“Trend King” combines 4 proprietary indicators. It buys and sells based on:
The strategy was built on 2 years of BitMEX data (XBTUSD) and backtested on 9 years of Bitcoin data (BLX). Finally,...
PLEASE READ THE ENTIRE POST BEFORE PURCHASING & USING THE ALPHA: Volume INDICATOR. Saves you and me some time in emails and messages. :)
Volume is the only true predictive method for an assets movement.
Most of my followers know I am volume-obsessed, volume precedes price and identifying major spikes in volume prior to an assets movement is one of the most...
What is a divergence?
In the case of strength and momentum indicators, it is when the price deviates from the movement of the oscillator, it can have significant implications for trade management.
Divergences in an uptrend occurs when the price makes a higher high but the indicator does not. In a downtrend, divergence occurs when the price makes a lower low,...