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Awesome Systematic Trading
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ProRealCode

The Echo Chamber indicator searches past price data for the segment whose closing-price sequence has the highest Pearson correlation with the most recent sequence. It then takes the price path that followed the historical match, scales its range to the…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

This indicator plots a histogram based on the difference between fast and slow moving averages of the midpoint price, with separate adaptive bands above and below zero. Each band is updated with exponential smoothing when the oscillator is on its…

Tehniskie indikatoriCenas impulssSvārstīgums
ProRealCode

This chart indicator marks the current day's high and low, opening price, and horizontal levels across the day’s range. It calculates percentage bands at regular intervals and Fibonacci-style retracement levels, then draws them from the first bar of the day…

Tehniskie indikatoriValūtu tirgus
ProRealCode

This document describes a chart-based implementation of John Ehlers’s Universal indicator. It combines a filtered, normalized oscillator with a moving average price baseline, an average true range channel, and configurable overbought and oversold boundaries.…

Tehniskie indikatoriSvārstīgumsSekošana tendenceiAtgriešanās pie vidējās vērtības
ProRealCode

This indicator measures historical seasonality by grouping monthly price changes by calendar month, using data from a chosen starting year and month through the present. For each month, it reports the average open-to-close return, a normalized rank relative…

StatistikaTehniskie indikatoriVēsturisko datu pārbaudePozīcijas apjoma noteikšana
ProRealCode

This post adapts the DIDI Index, attributed to Brazilian trader Odir Aguiar, for use in ProRealTime. It plots two percentage comparisons against a middle moving average: a longer-period average divided by the middle average, and a shorter-period average…

Tehniskie indikatoriCenas impulss
ProRealCode

This indicator seeks a possible continuation setup after a strong upward move. It first calculates a reference price by combining daily, weekly, and monthly pivot values with several moving averages. A close more than two ATR above that reference starts the…

Tehniskie indikatoriCenas izrāviensCenas impulssSekošana tendencei
ProRealCode

The TN Alerts indicator describes a trend-following approach using fast and slow weighted moving averages. A long setup requires a rising slow average and consecutive closes above the fast average; a short setup mirrors those conditions. It can display…

Tehniskie indikatoriSekošana tendenceiRiska pārvaldība
ProRealCode

The document outlines a directional Ichimoku signal that combines a Tenkan–Kijun crossover with price, both Ichimoku lines, and the Chikou Span positioned relative to the cloud. A bullish signal requires the Tenkan to cross above the Kijun while the close…

Tehniskie indikatoriCenas impulss
ProRealCode

The Long/Short Differential Gain indicator compares the best hypothetical long and short outcomes over a lookback period using opening prices only. Starting from the opening price at the beginning of the window, it finds the highest and lowest opens reached…

Tehniskie indikatoriStatistikaVēsturisko datu pārbaude
ProRealCode

This indicator identifies outside bars whose range meets a minimum height. A bearish signal occurs when the bar extends beyond the prior bar’s high and low and closes down; a bullish signal uses the same range expansion but closes up. It marks signals with…

Tehniskie indikatoriCenas izrāviensSvārstīgums
ProRealCode

The document describes a binary trend indicator derived from Zigzag turning points. It tracks candidate troughs and peaks, then sets an upward or downward confirmation threshold using either a percentage reversal or a fixed point amount. When price crosses…

Sekošana tendenceiTehniskie indikatoriVēsturisko datu pārbaude
ProRealCode

This indicator identifies directional trends from the ordering of short and long moving averages. It counts consecutive candles for which the short average remains above the long average, or the long average remains above the short average, and reports a…

AkcijasSekošana tendenceiTehniskie indikatoriStatistika
ProRealCode

This indicator describes a breakout-oriented trend signal built from recent pivot highs and lows. It identifies pivot points using a configurable period that checks bars on both sides of a candidate turning point, then compares the current close with a…

Cenas izrāviensSekošana tendenceiTehniskie indikatoriNākotnes līgumi
ProRealCode

This indicator identifies local highs and lows using price bars on each side of a candidate turning point. After the specified right-side bars have elapsed, it marks the pivot level and treats that level as the current boundary. A move above the latest pivot…

Tehniskie indikatoriCenas izrāviensAkcijas
ProRealCode

This document defines an On Balance Volume oscillator as the difference between OBV and its moving average. The default averaging period is 20, and the code constrains the chosen period to a range of 1 to 999. The resulting difference series is intended to…

Tehniskie indikatoriAkcijasStatistika
ProRealCode

This indicator note explains the Range Expansion Index (REI), a momentum oscillator attributed to Thomas DeMark. It compares selected changes in highs and lows with the absolute size of those changes over a defined lookback. Conditions based on prior highs,…

Tehniskie indikatoriCenas impulssStatistika
ProRealCode

This indicator marks recent swing highs and lows, then detects when price breaks those levels by a candle close or, optionally, by a wick. On each breakout candle it estimates buying and selling volume from the candle’s total volume and the close’s location…

Cenas izrāviensTehniskie indikatoriRiska pārvaldība
ProRealCode

This example describes a trade management rule that uses Parabolic SAR as a moving stop. It enters long or short positions with stop orders when the SAR level meets the stated candle high or low conditions. While a position is open, the exit stop is reset to…

Tehniskie indikatoriRiska pārvaldībaRīkojumu izpilde
ProRealCode

This opinion piece challenges the idea that quantitative trading is uniformly harmful to retail investors. It contrasts high-frequency approaches, which it says may use speed and securities lending to affect momentum-driven trades, with lower-frequency…

Augstas frekvences tirdzniecībaAkcijasRiska pārvaldībaPortfeļa veidošana
ProRealCode

The document explains a QQE variant that smooths RSI and builds adaptive trailing bands from the volatility of the smoothed RSI. The band distance is scaled by a configurable factor, while upper and lower threshold zones mark stronger positive or negative…

Tehniskie indikatoriCenas impulssAtgriešanās pie vidējās vērtībasSvārstīgums
ProRealCode

The indicator uses a 40-period Williams %R oscillator with reference levels at -25, -50, and -75. It marks a bullish cycle when the oscillator crosses above the midpoint and a bearish cycle when it crosses below. Crossings through the outer levels generate…

Tehniskie indikatoriCenas impulssSekošana tendencei
ProRealCode

This indicator plots daily pivot, support, and resistance levels from the previous day’s high, low, and close. It calculates the central pivot as the average of those three prices, then offsets support and resistance levels by 38.2%, 50%, 61.8%, and 100% of…

Valūtu tirgusTehniskie indikatoriCenas izrāviens
ProRealCode

This variant combines a selectable moving average with Average True Range bands to display trend direction and potential support or resistance areas. The described defaults use an exponential moving average over 100 periods, a 10-period ATR, and a multiplier…

Tehniskie indikatoriSekošana tendenceiSvārstīgumsRiska pārvaldība