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everget
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[RESEARCH] Quasi White Noise 

FX:USDJPY
U.S. Dollar/Japanese YenFXCM

الوصف

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Quasi White Noise script.

An experimental approach to implement a white noise using Pine Script. Uses Connors RSI under the hood.

en.wikipedia.org/wiki/White_noise
OscillatorsCentered OscillatorsresearchnoisewhitewhitenoiseconnorsConnors RSI (CRSI)crsi
التعليقات
overttherainbow
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Very exotic. Can you give any insight into how you might use this script?
everget
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@overttherainbow, yes I can. Autoregressive Moving Average (ARMA) model.
en.wikipedia.org/wiki/Autoregressive–moving-average_model
en.wikipedia.org/wiki/Autoregressive_model
overttherainbow
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@everget, Thank you very much. You're a good man
المزيد