RicardoSantos

[RS]Study into sequential probabilitys V0

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EXPERIMENTAL:
just some experimentation to check results, putting it out there. :P
odds of the next bar being up or down bar.
Keluarkan daripada Skrip Pilihan Tambah kepada Skrip Pilihan
//@version=2
study(title='[RS]Study into sequential probabilitys V0')
up_bar = close > open
down_bar = close < open

up_sequence = max(0, barssince(up_bar == 0) - 1)
down_sequence = max(0, barssince(down_bar == 0) - 1)

up_bars = cum(up_bar)
down_bars = cum(down_bar)

up_odds = (up_bars/n)*100
down_odds = (down_bars/n)*100

forecast_up_odds = ((up_bars/n) * pow((up_bars/n), up_sequence))*100
forecast_down_odds = ((down_bars/n) * pow((down_bars/n), down_sequence))*100

plot(forecast_up_odds, color=green)
plot(forecast_down_odds, color=maroon)
Hello, this is an interesting idea, I am playing with the script and noticed that : up_odds = (up_bars/n)*100
down_odds = (down_bars/n)*100
are currently not used I think these should be substitued in the line
forecast_up_odds = ((up_bars/n) * pow((up_bars/n), up_sequence))*100
which could then read
forecast_up_odds = (up_odds * pow((up_bars/n), up_sequence))

This is just for clarity it works even without this.
Balas
yes that is correct, thx.
Balas
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