This is an experimental study that calculates filter values at user defined sample rates.
This study is aimed to provide users with alternative functions for filtering price at custom sample rates.
First, source data is resampled using the desired rate and cycle offset. The highest possible rate is 1 bar per sample (BPS).
There are three resampling methods to...
The Hurst exponent is used as a measure of long-term memory of time series. It relates to the autocorrelations of the time series and the rate at which these decrease as the lag between pairs of values increases.
The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series...
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// The arrays provided in Pinescript are linear 1D strucures that can be seen either as a large vertical stack or
// a horizontal row containing a list of values, colors, bools,..
//
// With the FUNCTIONS in this script the 1D ARRAY LIST can be...
EXPERIMENTAL:
Drawing RSI in the 4th dimension(time).
It shows the fluctuations of the RSI and price change over a period of time(10) in a scatter like graph. there is a inversion of axis to make possible graphing the 2 properties.
![BTCUSD: Resampling Filter Pack [DW]](https://s3.tradingview.com/h/hIXxuhEV_mid.png "Resampling Filter Pack [DW]")
![XBTUSD: Hurst Exponent (Simple) [pig]](https://s3.tradingview.com/s/Sjf9iGCS_mid.png "Hurst Exponent (Simple) [pig]")
