alexgrover

Autocorrelogram

Fast estimation of an autocorrelogram, more commonly called autocorrelation function ( ACF ). The script sets the maximum lag as 10*log10(N)-1 and sets the autocorrelation at lag 0 to 1.

Length controls the number of past observations of Src to use as input, while Differentiate Src perform first order differencing to Src before calculating the autoccorelations.

The ACF can return a lot of information, for technical analysis , the ACF can be used to determine whether the market is trending or ranging. Without prior processing, we expect trending prices to have a slowly decaying ACF with significant autocorrelation at each lag, while ranging prices will have an ACF that decay faster toward 0.

I won't post a lot on this profile, I'll post most of my future work on the LuxAlgo profile instead, link in the signature.
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Patreon: https://www.patreon.com/alexgrover

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You can also check out some of the indicators I made for luxalgo : https://www.tradingview.com/u/LuxAlgo/#published-scripts

评论

Oh I am so shock there are no others traders comments on these indicator; as Alexgrover you mentioned as above I think this indicator could be one of the treasury and I am outlook for more this profile in future.

Thank you so much for your generous posting as always my friend (^^)v
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@ICEKI, Thanks for the comment :3 Its fine if there are no other comments, I was expecting some lack of feedback anyway.
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how to understand market going up or dowm? pls explain a bit. it would be very helpful
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alexgrover nilanjan62
@nilanjan62, The ACF don't aim to give information about which direction market is going or will go.
+1 回复
"I won't post a lot on this profile, I'll post most of my future work on the LuxAlgo profile instead, link in the signature."

Does this mean the majority of your work from now on will be closed source?
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alexgrover Technocracy
@Technocracy, No, the scripts I'll post on the LuxAlgo account will be open sources for the majority, you can already see three open-source I made for them in their account :)
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