A Lorentzian Distance Classifier (LDC) is a Machine Learning classification algorithm capable of categorizing historical data from a multi-dimensional feature space. This indicator demonstrates how Lorentzian Classification can also be used to predict the direction of future price movements when used as the distance metric for a novel implementation of...
Implementation of functions related to data correlation calculations. Formulas have been transformed in such a way that we avoid running loops and instead make use of time series to gradually build the data we need to perform calculation. This allows the calculations to run on unbound series, and/or higher number of samples
This is my first attempt on implementing a statistical method. This problem was given to me by @lejmer (who also helped me later on building more efficient code to achieve this) when we were debating on the need for higher resource allocation to run scripts so it can run longer and faster. The major problem faced by those who want to implement statistics based...
Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges.
You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others.
Aggregated Volume Profile (AVP) is a financial indicator used to visualize the trading activity in a specific market or security over a certain...
I am releasing my Intra-day expected move plotter indicator.
About the indicator:
This indicator looks at 3 differing time frames, the 15, 30 and 60 minute time frames.
It calculates the average move from high to low over the past 5 candle period and then plots out the expected move based on that average.
It also attempts to determine the...
Here is a perfectly replicated TradingView backtesting engine condensed into a single library function calculated with arrays. It includes TradingView's calculations for Net profit, Total Trades, Percent of Trades Profitable, Profit Factor, Max Drawdown (absolute and percent), and Average Trade (absolute and percent). Here's how TradingView...
Returns the smoothed hyperbolic tangent of the input series.
src : The input series (i.e., the first-order derivative for price).
quadraticMeanLength : The length of the quadratic mean (RMS).
Returns: nDeriv The normalized derivative of the input series.
The Financial Data Spreadsheet indicator displays tables in the form of a spreadsheet containing a set of selected financial performances of a company within the most recent reported period. Analyzing Financial data is one of the classic methods to evaluate whether the company’s stock price is overvalued or undervalued based on its income statement, balance sheet,...
This module can be integrate in your code strategy or indicator and will help you to calculate the percentage probability on specific event inside your strategy. The main goal is improve and simplify the workflow if you are trying to build a quantitative strategy or indicator based on statistics or reinforcement model.
The script made a simulation inside...
A Population Sampled linear regression model that provides additional detail about the distribution moments (skew, kurtosis, variance and mean) as well as providing indicators that track when a pivot has enough momentum to trade on as well as expected ranges of future price action based on Std Devs.
For the momentum lines -- red indicates that there has been a...
Collection of types and functions that can be used for the calculation of the percentage of a distance from a barrier price using several methods. Methods supported are percentagewise (PERC), atr-based (ATR), local extrema (LOC), tick-based (TICKS) and risk reward ratio (RR)
aka weighted fair price
The ultimate price source for all your stuff, unless you go completely nuts.
The ultimate way to build line charts & do pattern trading, unless you go completely nuts.
You need a one-point estimate for every bar, a typical price of every bar aye? But then you see that every bar has a different distribution of prices. You can...
Key financial and some financial ratio table
Income Statement Table
Balance Sheet Table
Cash Flow & Dividend Table
Can change period to Full Year, Full Quarter or TTM.
Can input value to visualize some column.
Updated - Version 2
This tool is used to calculate the size of a trade.
Settings - Type in total account size and % of capital that can be risked on each trade.
The table will display:
Column 1 - Stop placement based on low, mid or high value of the current candle.
Column 2 - Percent risk on the trade.
Column 3 - Amount of shares that can be traded...
Grid-based intraday algorithm that works 50% in trend following and 50% in swing trading. Orders are executed on a grid of 10 levels. The grid levels are dynamic and calculated on the difference between the previous day's open and close. The algorithm makes only long trades based on the following logic:
1. The daily close of the previous day is analyzed, the...
Displays monthly and yearly returns in tabular format along with maximum, minimum, average returns and standard deviations.
This uses boxes to build the table and as maximum boxes that could be used is 500, it displays up to 32 years of returns. However, for maximum, minimum, average and standard deviation calculations, it uses data from all months since...
Taking the average daily range from low to high or high to low isn't the "best" way to get an idea of how much to set targets. So, I made this indicator to make the system better.
This indicator calculates the daily range from Open to High on Bullish Days & Open to Low on Bearish Days .
Nobody can catch the absolute low of the day on bullish days and get out at...
This indicator will display the strength of 8 currencies, EUR, AUD, NZD, JPY, USD, GBP, CHF, and CAD. Each line will represent each currency. Alongside that, Fibonacci levels will be plotted based on a standard deviation from linear regression, with customizable lengths.
For more steady Fibonacci levels, use higher lengths for both Standard Deviations and Linear...