OPEN-SOURCE SCRIPT
Simplified HMM for Regime Detection
已更新
Simplified HMM made possible in PineScript
This is a very basic version of Hidden Markov Model used to detect market regimes. To not confuse with the real model.
There are 3 possible states:
The table shows the current probability of convergence, aka. what's the probability that the market will stay in the same regime and the transition probability.
How to use?
This indicator doesn't generate entry signals and is best used to asses the current trend and trend strength. For more questions, don't hesitate to ask me.
This is a very basic version of Hidden Markov Model used to detect market regimes. To not confuse with the real model.
There are 3 possible states:
- Bull: Positive momentum and strong uptrend.
- Bear: Negative momentum and strong downtrend.
- Ranging: Weak momentum or indecisive market.
The table shows the current probability of convergence, aka. what's the probability that the market will stay in the same regime and the transition probability.
How to use?
This indicator doesn't generate entry signals and is best used to asses the current trend and trend strength. For more questions, don't hesitate to ask me.
版本注释
Fixed name开源脚本
本着真正的TradingView精神，此脚本的作者已将其开源，以便交易者可以理解和验证它。向作者致敬！您可以免费使用它，但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。
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免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。