The "Arbitrary Price Point Probability" indicator is designed to calculate the probability of a given price point occurring within a certain range of prices. The indicator uses statistical analysis to determine the likelihood of a specific price point appearing based on the market data. The indicator works by taking the input price, which is the price point for...
Hi everybody! I decided to release this script to help traders keeping track of market gaps on the CME. The script works in general for any market and at any timeframe. The script allows the user to: - Identify price gaps of a customized amplitude (Gap Width) - Compute the probabilities of filling them (specific for bullish and bearish gaps or cumulative) -...
• OVERVIEW Introducing the Intrabar Run Count Indicator , a tool designed to detect potential non-randomness in intrabar price data. It utilizes the statistical runs test to examine the number of sequences ( runs ) of positive and negative returns in the analyzed price series. As deviations from random-walk behavior of returns may indicate market ...
A simple script to enable adding a trigger when a stock reaches 'X' percent, the 'X' can be configured. The script also displays current tickers gap %, this is particularly helpful when you have 2 or more panels on a chart
A graph showing the commercials (part of COT-data) positioning in relation to its own range, X periods back. I usually choose the look-back period to equal approximately one year. This will be around 52 on a weekly chart and 250 on a daily chart. In my opinion a high data-point for the commercials is bullish and vice versa. But instead of only looking att...
The "Global Liquidity" script is an indicator that calculates and displays the global liquidity value using a formula that takes into account the money supply of several major economies. The script utilizes data from various sources, such as the Federal Reserve Economic Data (FRED), Economics, and FX_IDC. The indicator plots the global liquidity value as a...
Giga Kaleidoscope GKD-C Polynomial-Regression-Fitted Filter is a Confirmation module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ GKD-C Polynomial-Regression-Fitted Filter Polynomial regression is a powerful tool in the field of data analysis, used to model the relationship between a dependent variable and one or more independent...
This script is a little widget that I made to do some homework on the VIX. As you can see in the chart I was analyzing the 2008 market crash and the stats that followed it after until the market started to recover. You can see that theory in my "Ideas" tab. This is an interactive set of lines that you can use to count the the bars inside and outside of your...
This script displays information about the components of the Goldman Sachs Commodity Index. The index is based on futures contracts in the categories of agricultural products, softs commodities, livestock, energies, industrial metals, and precious metals. The statistics displayed in the table are: change: 1-day % change from ma: the % change from a moving...
Giga Kaleidoscope GKD-C RSX VDI w/ Confidence Bands is a Confirmation module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ Giga Kaleidoscope Modularized Trading System What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX...
Stats regarding the 'murder algo' (last 10mins of the closing hour). Works on all sub-1hr timeframes. Best used on 5min, 10min 15min timeframe. Ideal use on 10min timeframe. Can be applied to other user input sessions also What i'm calling the 'Murder Algo' is the tendency of dynamic lower time frame price action in the final 10minutes of the S&P closing hour...
Introducing the Market Relative Candle Ratio Comparator, a visually captivating script that eases the way you compare two financial assets, such as cryptocurrencies and market indices. Leveraging a distinctive calculation method based on percentage changes and their averages, this tool presents a crystal-clear view of how your chosen assets perform in relation to...
📜 ––––HISTORY & CREDITS 🏦 Introducing the Minervini STEM Model, an innovative indicator developed by Mark Minervini, an experienced trader and author renowned for his expertise in gauging the quality of breakouts. The Stock Tactical Environment Model (STEM) is designed to assess the trading environment based on the performance and setup of stocks, helping...
This indicator helps to find spreads between cryptocurrencies, assess their correlation, spread, z score and atr z score. The graphs are plotted as a percentage. Because of the limitation in pine tradingview for 5000 bars a period was introduced (after which a new starting point of the graph construction will be started), if you want it can be disabled The...
1. The Crypto Performance Index (CPI) estimates the price appreciation of a crypto asset relative to the overall crypto market performance. The indicator is calculated using a Sharpe Ratio principle enhanced with time-domain normalization and cumulative parametrization. 2. The CPI is based on the idea that the performance of an asset should be evaluated not only...
When doing machine learning using oscillators, it would be better if the oscillators were normally distributed. So I analyzed the distribution of oscillators. The value of the oscillator was divided into 50 groups each from 0 to 100. ex) if rsi value is 45.43 -> group_44, 58.23 -> group_58 Ocscillators : RSI, Stoch, MFI, WT, RVI, etc.... Caution: The normal...
In my trading I stick to the following strategy: I buy an asset above the 100/200 moving average and then sell it. The most problematic thing in all this is to look for assets that are above the 100 or 200 moving average, and to assess how "far" the price is from that moving average. In fact, to solve this problem I created this indicator. It works with 30...
Features Overview: Multiple Moving Averages: The script allows you to plot up to five different Moving Averages (MAs) on your chart at the same time. You can choose the type of MA (EMA, SMA, HMA, WMA, DEMA, VWMA, VWAP) and the length of each one. Color Ribbon: You can turn the MAs into a color ribbon by selecting the "Turn into Color Ribbon?" option. This...