statistics

loxx Telah dikemas kini 

Market Beta/Beta Coefficient for CAPM is not so much an indicator as it is a value to be used in future indicators to forecast stock prices using the Capital Asset Pricing Model, CAPM. CAPM is used by the likes of value investors such as Warren Buffet and valuation/accounting/investment banking firms. More specifically, CAPM is typically used in Discounted...

VertMT

| Initial Release | | EN | An update of my old script, this script is designed so that it can be used as a template for all those traders who want to save time when programming their strategy and backtesting it, having functions already programmed that in normal development would take you more time to program, with this template you can simply add your favorite...

Linux_ID

This tool shows all 4 values: (Candle chart can describe the size) - Average wick length below It is calculated as the length of the candle wick under the rising candlestick. calculated average (AVG) and Standard Deviation (STDEV). plot on the chart at the current bar using (open price ) - (average + STDEV ). - Average wick + average body above(high - open) is...

tartigradia Telah dikemas kini 

Shows the Pearson correlation between two symbols, including statistical significance test. This is a fork of the original script by Balipour, with the addition of EMA that can be used instead of SMA in the Pearson correlation as an attempt to capture correlation trend changes more quickly, and conversion to pinescript v5. In the end, the EMA does not help much,...

TheSecretsOfTrading Telah dikemas kini 

Hello there ! I have been tracking BTC richests wallets for some time - and one of them seems to be aligning its sells pretty well with what the market is about to do. BTC's Whale #3 (now Whale #4) has been selling his BTC in very crutial moments - therefore I felt that converting this into an indicator will give us a pretty visual feedback of what that Whale...

VolTrader005

This Implied range Is derived by the VIX(1 sd annual +/- Implied move.) This Indicator plots the daily Implied range, A lot of quantitative trading firms/ MM firms hedge their delta & gamma exposure around the Implied range(prop calc). I have added retracement levels as well, so you have more pivot levels. Enjoy!

loxx

Library "normsinv" Description: Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one; i.e., normsinv seeks that value z such that a normal distribtuion of mean of zero and standard deviation one is equal to the input probability. Reference: github.com normsinv(y0)...

djmad Telah dikemas kini 

Following indicator is a multi-asset monitor Possibilitys: 16 Custom tickers 7 Colorschemes Smoothing and scaling of the assets invert the colors shift the labels left/right

loxx Telah dikemas kini 

Library "cndev" This function returns the inverse of cumulative normal distribution function Reference: The Full Monte, by Boris Moro, Union Bank of Switzerland . RISK 1995(2) CNDEV(U)   Returns the inverse of cumulative normal distribution function   Parameters:      U : float,   Returns: float.

charthussars

Script shows relations between DJI downJones SPX and BTC:USD. DJI chart must be set from candlestick to line Red line is price (close). x 8 Green line ist te price BTCUSD from Binance price (close) x 1.5

serkany88

Library "Strategy_PnL_Library" TODO: This is a library that helps you learn current pnl of open position and use it to create your own dynamic take profit or stop loss rules based on current level of your profit. It should only be used with strategies. inTrade()   inTrade: Checks if a position is currently open.   Returns: bool: true for yes, false for no. ...

loxx

Library "ctnd" Description: Double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal and t probabilities”, Statistics and Computing, 14, (3), 2004. The cumulative trivariate normal is needed to price window barrier options, see G.F. Armstrong,...

loxx

Library "combin" Description: The combin function is a the combination function as it calculates the number of possible combinations for two given numbers. This function takes two arguments: the number and the number_chosen. For example, if the number is 5 and the number chosen is 1, there are 5 combinations, giving 5 as a result. Reference: ...

peacefulLizard50262 Telah dikemas kini 

This version of Bollinger Bands measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the Standard Deviation and using that as our multiplier for our Bollinger bands we can have a statistically safe trading zone. You notice that its dynamic, this is because it take...

loxx

Library "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: ...

loxx

Library "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random...

loxx Telah dikemas kini 

Library "cnd" Cumulative Normal Distribution CND1(x)   Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy)   Parameters:      x : float,   Returns: float. CND2(x)   Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial...

loxx Telah dikemas kini 

Library "chi2Inv" chi2Inv(p, n)   Returns the inverse cumulative distribution function (icdf) of the chi-square distribution with degrees of freedom nu, evaluated at the probability values in p. Goldstein approximation   Parameters:      p : float, probability      n : float, degress of freedom source.   Returns: float.