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Systematic trading blog (Rob Carver)
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Awesome Systematic Trading
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ProRealCode

This indicator recasts Ichimoku components as a multi-layer oscillator intended to summarize trend alignment in a separate chart window. Its layers combine price relative to the cloud, lagging-span momentum, the conversion-line versus base-line relationship,…

Tehniskie indikatoriSekošana tendenceiCenas impulssRiska pārvaldība
ProRealCode

The document explains a chart indicator that marks consolidations and subsequent price expansions. It compares closing prices with a moving average and uses an ATR-based band to define a range. When prices move beyond the band, the box color changes to…

Tehniskie indikatoriSvārstīgumsCenas izrāviensRiska pārvaldība
ProRealCode

This indicator draws the current daily candle on a chart running at another timeframe. It reads the daily open, high, low, and close, then uses colored rectangles to show the candle body and its upper and lower ranges. Green represents a close at or above…

Tehniskie indikatori
ProRealCode

The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…

Nākotnes līgumiSekošana tendenceiTehniskie indikatoriRiska pārvaldība
ProRealCode

The screen combines three filters: companies with market capitalization below 10 billion yuan and no reported losses, stocks whose largest decline for the day falls between 4% and 5%, and a ranking by capital-flow strength from high to low. The accompanying…

Ķīnas tirgiAkcijasAtgriešanās pie vidējās vērtībasCenas impulss
ProRealCode

This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…

Tehniskie indikatoriCenas impulssVēsturisko datu pārbaude
ProRealCode

This example presents a two-sided strategy for the S&P 500 and says its Bollinger Band period and moving-average period are the two optimized variables. It buys when both the open and close are at or below the lower Bollinger Band, and sells short when both…

AkcijasASV tirgiAtgriešanās pie vidējās vērtībasTehniskie indikatori
ProRealCode

This indicator recreates an Ichimoku-like display using moving averages. It assigns three average periods, described as Fibonacci-based, to replace the original components: a fast average, a slower average, and a third average used for the cloud. The…

Tehniskie indikatoriSekošana tendencei
ProRealCode

The document describes a lag-reduction adjustment applied to a simple moving average. It first calculates a moving average over a configurable period, then uses the ratio between its current and prior values, raised through a logarithmic and exponential…

Tehniskie indikatoriSekošana tendenceiStatistika
ProRealCode

The document explains the Acceleration/Deceleration Oscillator (AC) as the Awesome Oscillator (AO) minus a five-period simple moving average of AO. AO itself is calculated as the five-period simple moving average of median price minus its 34-period simple…

Tehniskie indikatoriCenas impulssSekošana tendencei
ProRealCode

This document presents a chart indicator for marking selected Ichimoku events directly on the price chart. It calculates the Tenkan-sen, Kijun-sen, and the two Senkou spans, then uses symbols to identify periods when Tenkan-sen and Kijun-sen remain equal for…

Tehniskie indikatoriSekošana tendenceiValūtu tirgus
ProRealCode

The indicator measures how far the current close sits above or below the intraday volume-weighted average price, expressed in units of a calculated standard deviation. VWAP resets each trading day. Once a minimum number of bars has elapsed, the…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasStatistikaRīkojumu izpilde
ProRealCode

This document introduces John Ehlers’ Voss Predictive Filter, an indicator intended to identify cyclical turning points with signals that may appear earlier than those from other indicators. Its calculation first applies a band-pass filter to price changes,…

Tehniskie indikatoriStatistika
ProRealCode

This document explains an indicator that draws horizontal levels at round prices around the current close. Two configurable intervals define major and minor levels, expressed in points or pips and scaled using the instrument’s point size. A separate setting…

Tehniskie indikatori
ProRealCode

This document describes an indicator that turns unusually long candle wicks into supply and demand zones. It measures each upper and lower wick relative to price, scales the measurement against the largest wick in a rolling window, and uses a threshold to…

Tehniskie indikatoriAtgriešanās pie vidējās vērtībasCenas izrāviensRiska pārvaldība
ProRealCode

This indicator applies Bollinger-style calculations to confirmed swing highs and lows. BarsBefore and BarsAfter define the neighboring bars used to recognize a fractal; the selected fractal prices are then averaged over a configurable period, with bands…

Tehniskie indikatoriStatistika
ProRealCode

This document explains an indicator that marks potential support and resistance around historical swing highs and lows. It detects pivots over a configurable lookback, defines each zone using either the candle wick area or its full range, and tracks price…

Tehniskie indikatoriTirgus mikrostruktūraStatistika
ProRealCode

This indicator identifies bullish and bearish fair value gaps from three-bar price relationships, then monitors whether price later moves back through the gap. A gap is retained only when its size exceeds a threshold scaled by average true range, making the…

Tehniskie indikatoriSvārstīgumsAtgriešanās pie vidējās vērtībasCenas izrāviens
ProRealCode

The document presents a two-sided trading strategy based on crossovers between short and long moving averages of RSI. A downward crossover opens a long position and closes a short; an upward crossover closes a long and opens a short. The example uses a…

AkcijasTehniskie indikatoriCenas impulssVēsturisko datu pārbaude
ProRealCode

The document introduces Chaikin Volatility as an indicator derived from the difference between a period’s high and low. It describes comparing moving averages of that range to show how volatility changes, and gives default settings of 10 and 10 along with an…

SvārstīgumsTehniskie indikatoriStatistika
ProRealCode

This document presents a visual version of the Commodity Channel Index (CCI). It calculates CCI from typical price using a 14-period setting, plots the indicator, and changes the bar color according to its value. Readings above 100 use one color, values…

Tehniskie indikatoriCenas impulss
ProRealCode

The indicator builds upper and lower price channels around a moving average, using standard deviations measured over three lookback periods inspired by Ichimoku. It averages the three estimates to form the main bands and also plots secondary bands using…

SvārstīgumsTehniskie indikatoriStatistika
ProRealCode

The study outlines China’s convertible bond market and develops a screening factor intended to identify bonds with relatively low embedded-option valuations. It decomposes convertible bond value into a discounted bond component and an option component. Under…

Fiksēta ienākuma instrumentiOpcijasAtvasināto instrumentu cenu noteikšanaSvārstīgums
ProRealCode

The Alf Winner oscillator combines a price measure based on close, high, and low with volume. It normalizes that volume-weighted price against its recent range and applies two weighted moving average smoothing steps, whose periods can be adjusted. The…

Tehniskie indikatoriCenas impulssRiska pārvaldība