probability

RicardoSantos Wizard

Library "Probability" erf(value) Complementary error function Parameters: value : float, value to test. Returns: float ierf_mcgiles(value) Computes the inverse error function using the Mc Giles method, sacrifices accuracy for speed. Parameters: value : float, -1.0 >= _value >= 1.0 range, value to test. Returns: float ierf_double(value) ...

lejmer P Telah dikemaskini 

Probability Distribution Histogram During data exploration it is often useful to plot the distribution of the data one is exploring. This indicator plots the distribution of data between different bins. Essentially, what we do is we look at the min and max of the entire data set to determine its range. When we have the range of the data, we decide how many...

henryph24 P Telah dikemaskini 

The script is inspired by user NickbarComb, I suggested checking out his Price Convergence script. Basically, this script plots a table containing the probability of the current candle closing either higher or lower based on user-define past period. Hope that it will be helpful.

RicardoSantos Wizard

function to calculate Chebyshev Inequality. wich can be used to compute the probability that we will diverge from what we expect to obtain. reference: - www.omnicalculator.com - github.com - statisticstopics.wordpress.com - en.wikipedia.org

RicardoSantos Wizard

function to retrieve Gini Impurity / Gini Index. reference: - victorzhou.com - en.wikipedia.org

RicardoSantos Wizard Telah dikemaskini 

functions for shannon's entropy reference: - en.wiktionary.org - machinelearningmastery.com

RicardoSantos Wizard Telah dikemaskini 

displays the distribution of the outcome of a event over the last event. similar to this script:

RicardoSantos Wizard Telah dikemaskini 

A user defined function library of probability focused functions.

RicardoSantos Wizard Telah dikemaskini 

a test case for the KDE function on price delta. the KDE function can be used to quickly check or confirm edge cases of the trading systems conditionals.

Gunslinger2005 Telah dikemaskini 

First of all the biggest thanks to @tista and @KivancOzbilgic for publishing their open source public indicators Bayesian BBSMA + nQQE Oscillator. And a mighty round of applause for @MarkBench for once again being my superhero pinescript guy that puts these awesome combination Ideas and ES stradegies in my head together. Now let me go ahead and explain what we...

racer8 Telah dikemaskini 

Brief 🌟 Pattern Recognition Probabilities (PRP) is a REALLY smart indicator. It uses the correlation coefficient formula to determine if the current set of bars resembles that of past patterns. It counts the number of times the current pattern has occurred in the past and looks at how it performed historically to determine the probability of an up move, down move,...

SegaRKO Telah dikemaskini 

This is an open source and updated version of my previous "Confidence Interval" script. This script provides you with the expected range over a given time period in the future and the skew of that range. For example, if you wanted to know the expected 1 standard deviation range of MSFT over the next 20 days, this will tell you that. Additionally, this script will...

sheganinans

Analyze exponential trends, a line in log chart is exponential in an absolute chart.

racer8

It's my birthday today! Just turned 20, so I decided to make another indicator. There's not very many indicators on TV that calculate pure probability. Many indicators on TV have the word "Probability" in their titles but they don't actually calculate probability...I call them "false titles". This indicator aims to change that. This is the indicator that every...

racer8 Telah dikemaskini 

Deriving the indicator: PAI is an indicator I created that tells you the probability of current price moving a specified ATR distance over a specified number of periods into the future. It takes into account 4 variables: the ATR & the standard deviation of price, and the 2 parameters: ATR distance and # bars (time). The formula is very complex so I will not be...

informanerd Telah dikemaskini 

The script draws a moving average which responds to trend changes extraordinary fast! It's calculated using Momentum, Acceleration and Probability (Psychological Effect) by interfering the Golden Ratio! I got the idea thanks to Tradingview user DGT (dgtrd) and his/her excellent descriptions. The indicator is simplified for users and the default settings work...

govship

Entropy of log returns with a rolling MinMax Scaler

kocurekc

Cumulative distribution function (tScore and zScore) This script provides the calculation of the cumulative distribution function (i.e., probability). The measure allows you to calculate the chances of a value of interest being above or below a hypothesized value over the measurement period—nothing fancy here, just good old statistics and mathematics. The closer...