Library "FunctionBaumWelch" Baum-Welch Algorithm, also known as Forward-Backward Algorithm, uses the well known EM algorithm to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed feature vectors. --- ### Function List: > `forward (array pi, matrix a, matrix b, array obs)` > `forward (array pi, matrix a,...
An experimental indicator that uses historical prices and readings of technical indicators to give the probability that stock and crypto prices will be in a certain range on the next close. This indicator may be helpful for options traders or for traders who want to see the probability of a move. It classifies returns into five categories: Extreme Rise -...
This script is a quantitative price forecasting indicator that forecasts price changes for a given asset. The model aims to forecast future prices by analyzing past data within a selected time period. Mathematical probability is used to calculate whether starting from time X can lead to reaching prices Y1 and Y2. In this context, X represents the current...
A lot of calculation, but a simple and effective result displayed on the chart. It automatically identifies a very favorable period for a price reversal, by analyzing the daily and intraday price action statistics from the maximum of the most recent bars from the historical data. No repainting. Alerts can be set. The statistical study is done in real time for...
This script calculates upper and lower bands using Chebyshev's inequality formula. The main pros.: the band doesn't depend on particular distribution. It fits to any type of random variables. Also it allows to calculate bands for instruments with extremely high volatility. Cons.: formula provides a rough estimation in some special cases like lognormal distribution.
Investment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time: 🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's...
Investment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time: 🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's...
█ Overview The Probability Oscillator uses a Bayesian approach to measure the probability of a price movement and trend continuation. This approach considers the prior probability of a price movement and the current market conditions to identify trends, sentiment, momentum, and retracements. █ How does the indicator work? The Probability Oscillator is...
This indicator is to be used with "KILLSTATS", our indicator allowing to backtest on hundreds of days at which time, and which day the top/low of the day and week is formed. "Manual Killzone" allows to define our statistical killzones by day of the week manually: you define your own rules according to your interpretation of our Killstats indicator. It...
Backtest and identify at what times/days the high/low were formed. The periods are shown on the graph along with detailed statistics. Exemple with "days : 600" and "13h : top 12%" : we understand that over 600 days, in 12% of the cases we have formed the top of the day at 13h. up to 1000+ days studied to find favorable reversal time slots: killstats! The data...
Pair Prowler by Cryptorhythms Intro Members needed a new scalping indicator, so of course I listened and delivered. Pair prowler is not crypto specific and can be applied to a variety of timeframes, markets, and tickers. Its meant to be a general purpose scalping aid providing actionable signals that help you time the market. Description This indicator...
Multi-Panel: Trade-Volatility-Probability shows user selected and volatility-based price levels and probabilities on the chart. This is useful for both options and all styles of up/down trading methods that rely on volatility. Trading Panel: Shows trading information to take profits and stop-loss based on multiples of volatility. Also shows equity inputs by...
The Probability Weighted Moving Average uses a log-normal (continuous) distribution to calculate the probabilities of a range of lengths MAs to assess their performances, and respectively assign weights to a mean of this range. This assumes that the values of the MAs (call it A) aren't normally distributed, but instead log(A) is normally distributed, which can be...
Variety Distribution Probability Cone forecasts price within a range of confidence using Geometric Brownian Motion (GBM) calculated using selected probability distribution, volatility, and drift. Below is detailed explanation of the inner workings of the indicator and the math involved. While normally this indicator would be used by options traders, this can...
Three trend indicators in one. Fork of Gunslinger2005 indicator, with a fix to display the nQQE oscillator correctly and clearly, and converted to pinescript v5 (allowing to set a different timeframe and gaps). How to use: Essentially, nQQE is a long term trend indicator which is more adequate in daily or weekly timeframe to indicate the current market cycle....
🔮☁️ This is the BASIC version of the PROBABILITY CLOUD indicator. It is an evolution beyond traditional standard deviation probabilistic indicators only using bands or channels. The new PROBABILITY CLOUD graphic representation with customizable transparent layers is based on -2 / +2 standard deviation calculated using 20 fixed predetermined time periods, and is...
█ Overview Breakout Probability is a valuable indicator that calculates the probability of a new high or low and displays it as a level with its percentage. The probability of a new high and low is backtested, and the results are shown in a table— a simple way to understand the next candle's likelihood of a new high or low. In addition, the indicator displays...
- Version 0.9 - Lune Algo was developed and built by Lune Trading, utilizing years of their trading expertise. This indicator works on all stocks, cryptos, indices, forex, futures , currencies, ETF's, energy and commodities. All the tools and features you need to assist you on your trading journey. Best of all, Lune Algo is easy to use and many of our tools and...