{"id":20632261,"url":"https://github.com/zelosleone/gas-price-levels","last_synced_at":"2026-02-15T05:32:04.405Z","repository":{"id":262213695,"uuid":"886552830","full_name":"zelosleone/GAS-Price-Levels","owner":"zelosleone","description":"Advanced GAS Price Level Indicator combines machine learning-inspired alpha factors with traditional technical analysis, providing adaptive, correlation-weighted signals for high-probability trading opportunities.","archived":false,"fork":false,"pushed_at":"2025-06-02T12:55:39.000Z","size":17,"stargazers_count":4,"open_issues_count":1,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-10-04T17:51:05.679Z","etag":null,"topics":["algoritmic-trading","alpha-factors","atr","bollinger-bands","cci","commodities","commodity-trading","financial-indicators","kama","macd","machine-learning","market-analysis","pinescript","quantitative-finance","quantitative-trading","rsi","technical-analysis","trading-indicators","volatility-analysis"],"latest_commit_sha":null,"homepage":"","language":null,"has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/zelosleone.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2024-11-11T07:21:51.000Z","updated_at":"2025-06-28T08:56:40.000Z","dependencies_parsed_at":"2025-06-02T13:48:11.799Z","dependency_job_id":"cb2f3e3c-d9c9-4a2a-b1d5-c23f4844e002","html_url":"https://github.com/zelosleone/GAS-Price-Levels","commit_stats":null,"previous_names":["zelosleone/gas-price-levels"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/zelosleone/GAS-Price-Levels","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/zelosleone%2FGAS-Price-Levels","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/zelosleone%2FGAS-Price-Levels/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/zelosleone%2FGAS-Price-Levels/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/zelosleone%2FGAS-Price-Levels/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/zelosleone","download_url":"https://codeload.github.com/zelosleone/GAS-Price-Levels/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/zelosleone%2FGAS-Price-Levels/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29470608,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-15T05:26:30.465Z","status":"ssl_error","status_checked_at":"2026-02-15T05:26:21.858Z","response_time":118,"last_error":"SSL_read: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algoritmic-trading","alpha-factors","atr","bollinger-bands","cci","commodities","commodity-trading","financial-indicators","kama","macd","machine-learning","market-analysis","pinescript","quantitative-finance","quantitative-trading","rsi","technical-analysis","trading-indicators","volatility-analysis"],"created_at":"2024-11-16T14:15:35.590Z","updated_at":"2026-02-15T05:32:04.387Z","avatar_url":"https://github.com/zelosleone.png","language":null,"funding_links":[],"categories":[],"sub_categories":[],"readme":"# GAS Price Levels Technical Indicator\n\n## Overview\nThe GAS Price Levels Technical Indicator is a **sophisticated multi-factor technical analysis tool** designed for **natural gas trading**. It combines traditional technical indicators with advanced alpha factors, utilizing a **dynamic weighting system** based on **Information Coefficients (IC)** to adapt to **volatile market conditions**. This indicator provides comprehensive **price level analysis**, enabling traders to identify **support and resistance zones** with high precision.\n\n## Features\n\n- **Advanced Technical Indicators**: Integrates Bollinger Bands, KAMA, RSI, CCI, ATR, Williams %R, and MACD for robust price analysis.\n- **Dynamic Weighting System**: Automatically adjusts indicator weights based on recent **predictive power** using Information Coefficients.\n- **Mathematical Foundations**: Employs **cumulative log returns**, **rate of change (ROC)**, and **correlation calculations** to enhance analysis accuracy.\n- **Performance Optimized**: Utilizes efficient `ta.*` functions to ensure minimal computational overhead and prevent repainting.\n- **Risk Management Tools**: Incorporates multiple timeframe analysis and volatility-based risk adjustments for effective position sizing.\n\n## Technical Components\n\n### Core Technical Indicators\n1. **Bollinger Bands (BB)**\n   - Length: 20 periods (customizable)\n   - Standard Deviation: 2.0 (customizable)\n   - Implementation: `ta.bb(close, bbandsLength, bbandsStdDev)`\n   - Provides dynamic support/resistance levels based on **volatility**\n\n2. **Kaufman's Adaptive Moving Average (KAMA)**\n   - Length: 10 periods\n   - Implementation: `ta.ema(close, 10)`\n   - Adapts to market volatility for more responsive **trend following**\n\n3. **Additional Supporting Indicators**\n   - RSI (Relative Strength Index): 14-period default\n   - CCI (Commodity Channel Index): 20-period default\n   - ATR (Average True Range): 10-period default\n   - Williams %R: 14-period default\n   - MACD: (12, 26, 9) standard parameters\n\n### Advanced Alpha Factors\n\n#### Alpha238 (40-day Minimum LogReturn)\n```pine\ncumLogReturn40d = ta.cum(math.log(close / close[1]))\nalpha238 = ta.lowestbars(cumLogReturn40d, 40)\n```\nMathematical foundation:\n- Calculates **cumulative log returns** over 40 days\n- Identifies historical price patterns through **minimum return periods**\n- Effective for **mean reversion strategies**\n\n#### Alpha51 (Price ROC Interaction)\n```pine\nalpha51 = ta.roc(close, 30) * ta.roc(close, 5)\n```\nProperties:\n- Combines **long-term (30-period)** and **short-term (5-period)** price momentum\n- Identifies **momentum divergences** and **convergences**\n- Multiplication effect amplifies significant **price moves**\n\n#### Alpha262 (CCI Complex)\n```pine\nalpha262 = ta.change(ta.sma(math.pow(cci, 2), cciLength))\n```\nCharacteristics:\n- Squares CCI values to emphasize **extreme movements**\n- Applies **smoothing** through SMA\n- Tracks **rate of change** in volatility\n\n### Dynamic Weighting System\n\nThe indicator implements a sophisticated **dynamic weighting system** based on **Information Coefficients (IC)**:\n\n```pine\nfloat ic_238 = ta.correlation(alpha238, ta.change(close), 20)\nfloat ic_51 = ta.correlation(alpha51, ta.change(close), 20)\nfloat ic_262 = ta.correlation(alpha262, ta.change(close), 20)\nfloat total_ic = math.abs(ic_238) + math.abs(ic_51) + math.abs(ic_262)\nfloat w238 = math.abs(ic_238) / total_ic\n```\n\n#### Weight Calculation Method\n1. Calculates **20-period correlation** between each alpha and **price changes**\n2. Takes **absolute values** to focus on **strength** rather than direction\n3. **Normalizes weights** by dividing by **total IC**\n4. Automatically adjusts **factor importance** based on recent **predictive power**\n\n## Usage Parameters\n\n| Parameter     | Default | Description                          |\n|---------------|---------|--------------------------------------|\n| emaPeriods    | 9       | EMA calculation length               |\n| atrLength     | 10      | ATR calculation period               |\n| bbandsLength  | 20      | Bollinger Bands period               |\n| bbandsStdDev  | 2.0     | BB standard deviation multiplier     |\n| rsiLength     | 14      | RSI calculation period               |\n| cciLength     | 20      | CCI calculation period               |\n\n## Visual Components\n\nThe indicator displays several **overlay elements** on the price chart:\n- **Bollinger Bands** (Upper, Middle, Lower) in blue/white with 80% transparency\n- **KAMA line** in orange with 80% transparency\n\n## Implementation Notes\n\n1. **Performance Considerations**\n   - Uses efficient `ta.*` built-in functions for optimal performance\n   - Implements look-back periods carefully to minimize **repainting**\n   - Calculations are streamlined to reduce **computational overhead**\n\n2. **Risk Management**\n   - Multiple timeframe analysis recommended (**indicator works on any timeframe**)\n   - Use in conjunction with **position sizing** based on ATR values\n   - Consider BB width for **volatility-based risk adjustment**\n\n## Requirements\n- TradingView Pine Script version 6\n- Real-time or delayed data feed for natural gas prices\n\n## Installation\n1. Open TradingView Chart\n2. Go to Pine Editor\n3. Create New Indicator\n4. Copy and paste the provided code\n5. Add to Chart\n\n## License\nMIT License\n\n## Author\nDenizhan Dakılır\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fzelosleone%2Fgas-price-levels","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fzelosleone%2Fgas-price-levels","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fzelosleone%2Fgas-price-levels/lists"}