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Statistics

Fed Funds Rate ProjectionsThis script makes projections via drawing boxes based upon changes in the fed funds rate (FRED:EFFR). It works by turning the change in the fed funds rate into a user defined percentage (using a multiplier, by default a 1% rate of change implies a 10% change in the chart) and then drawing a box that distance away depending on the direction of the rate of change. The size of the multiplier should depend on the duration of the asset which this is being applied to, for example, a long duration asset such as a high beta growth stock should use a larger multiplier.
مؤشرات Pine Script™
من ‎barnabygraham‎
2
Annual Returns % Comparison [By MUQWISHI]Overview The Annual Returns % Comparison indicator aimed to compare the historical annual percentage change of any two symbols. The indicator output shows a column-plot that was developed by two using a pine script table, so each period has pair columns showing the yearly percentage change for entered symbols. Features - Enter date range. - Fill up with any two symbols. - Choose the output data whether adjusted or not. - Change the location of the table plot - Color columns by a symbol. - Size the height and width of columns. - Color background, border, and text. - The tooltip of the column value appears once the cursor sets above the specific column. As it seen below. Let me know if you have any questions. Thanks.
مؤشرات Pine Script™
من ‎MUQWISHI‎
13
FunctionPatternFrequencyLibrary "FunctionPatternFrequency" Counts the word or integer number pattern frequency on a array. reference: rosettacode.org count(pattern)   counts the number a pattern is repeated.   Parameters:      pattern : : array : array with patterns to be counted.   Returns:     array : list of unique patterns.     array : list of counters per pattern.   usage:     count(array.from('a','b','c','a','b','a')) count(pattern)   counts the number a pattern is repeated.   Parameters:      pattern : : array : array with patterns to be counted.   Returns:     array : list of unique patterns.     array : list of counters per pattern.   usage:     count(array.from(1,2,3,1,2,1))
مكتبة Pine Script™
من ‎RicardoSantos‎
Rolling QuartilesThis script will continuously draw a boxplot to represent quartiles associated with data points in the current rolling window. Description : A quartile is a statistical term that refers to the division of a dataset based on percentiles. Q1 : Quartile 1 - 25th percentile Q2 : Quartile 2 - 50th percentile, as known as the median Q3 : Quartile 3 - 75th percentile Other points to note: Q0: the minimum Q4: the maximum Other properties : - Q1 to Q3: a range is known as the interquartile range ( IQR ). It describes where 50% of data approximately lie. - Line segments connecting IQR to min and max (Q0→Q1, and Q3→Q4) are known as whiskers . Data lying outside the whiskers are considered as outliers. However, such extreme values will not be found in a rolling window because whenever new datapoints are introduced to the dataset, the oldest values will get dropped out, leaving Q0 and Q4 to always point to the observable min and max values. Applications : This script has a feature that allows moving percentiles (moving values of Q1, Q2, and Q3) to be shown. This can be applied for trading in ways such as: - Q2: as alternative to a SMA that uses the same lookback period. We know that the Mean (SMA) is highly sensitive to extreme values. On the other hand, Median (Q2) is less affected by skewness. Putting it together, if the SMA is significantly lower than Q2, then price is regarded as negatively skewed; prices of a few candles are likely exceptionally lower. Vice versa when price is positively skewed. - Q1 and Q3: as lower and upper bands. As mentioned above, the IQR covers approximately 50% of data within the rolling window. If price is normally distributed, then Q1 and Q3 bands will overlap a bollinger band configured with +/- 0.67x standard deviations (modifying default: 2) above and below the mean. - The boxplot, combined with TradingView's builtin bar replay feature, makes a great tool for studies purposes. This helps visualization of price at a chosen instance of time. Speaking of which, it can also be used in conjunction with a fixed volume profile to compare and contrast the effects (in terms of price range) with and without consideration of weights by volume. Parameters : - Lookback: The size of the rolling window. - Offset: Location of boxplot, right hand side relative to recent bar. - Source data: Data points for observation, default is closing price - Other options such as color, and whether to show/hide various lines.
مؤشرات Pine Script™
من ‎DojiEmoji‎
2
Trade HourThis script is just finds the best hour to buy and sell hour in a day by checking chart movements in past For example if the red line is on the 0.63 on BTC/USDT chart it mean the start of 12AM hour on a day is the best hour to buy (all based on It's just for 1 hour time-frame but you can test it on other charts. IMPORTANT: You can change time Zone in strategy settings.to get the real hours as your location timezone IMPORTANT: Its for now just for BTC/USDT but you can optimize and test for other charts... IMPORTANT: A green and red background color calculated for show the user the best places of buy and sell (green : positive signal, red: negative signals) settings : timezone : We choice a time frame for our indicator as our geo location source : A source to calculate rate of change for it Time Period : Time period of ROC indicator About Calculations: 1- We first get a plot that just showing the present hour as a zigzag plot 2- So we use an indicator ( Rate of change ) to calculate chart movements as positive and negative numbers. I tested ROC is the best indicator but you can test close-open or real indicator or etc as indicator. 3 - for observe effects of all previous data we should indicator_cum that just a full sum of indicator values. 4- now we need to split this effects to hours and find out which hour is the best place to buy and which is the best for sell. Ok we should just calculate multiple of hour*indicator and get complete sum of it so: 5- we will divide this number to indicator_cum : (indicator_mul_hour_cum) / indicator_cum 6- Now we have the best hour to buy! and for best sell we should just reverse the ROC indicator and recalculate the best hour for it! 7- A green and red background color calculated for show the user the best places of buy and sell that dynamically changing with observing green and red plots(green : positive signal, red: negative signals) when green plot on 15 so each day on hour 15 the background of strategy indicator will change to 15 and if its go upper after some days and reached to 16 the background green color will move to 16 dynamically.
استراتيجيات Pine Script™
من ‎mablue‎
1
Value At Risk Channel [AstrideUnicorn]The Value at Risk Channel (VaR Channel) is a trading indicator designed to help traders control the level of risk exposure in their positions. The user can select a time period and a probability value, and the indicator will plot the upper and lower limits that the price can reach during the selected time period with the given probability. CONCEPTS The indicator is based on the Value at Risk (VaR) calculation. VaR is an important metric in risk management that quantifies the degree of potential financial loss within a position, portfolio or company over a specific period of time. It is widely used by financial institutions like banks and investment companies to forecast the extent and likelihood of potential losses in their portfolios. We use the so-called “historical method” to compute VaR. The algorithm looks at the history of past returns and creates a histogram that represents the statistical distribution of past returns. Assuming that the returns follow a normal distribution, one can assign a probability to each value of return. The probability of a specific return value is determined by the distribution percentile to which it belongs. HOW TO USE Let’s assume you want to plot the upper and lower limits that price will reach within 4 hours with 5% probability. To do this, go to the indicator Settings tab and set the Timeframe parameter to "4 hours'' and the Probability parameter to 5.0. You can use the indicator to set your Stop-Loss at the price level where it will trigger with low probability. And what's more, you can measure and control the probability of triggering. You can also see how likely it is that the price will reach your Take-Profit within a specific period of time. For example, you expect your target level to be reached within a week. To determine this probability, set the Timeframe parameter to "1 week" and adjust the Probability parameter so that the upper or lower limit of your VaR channel is close to your Take-Profit level. The resulting Probability parameter value will show the probability of reaching your target in the expected time. The indicator can be a useful tool for measuring and managing risk, as well as for developing and fine-tuning trading strategies. If you find other uses for the indicator, feel free to share them in the comments! SETTINGS Timeframe - sets the time period, during which the price can reach the upper or lower bound of the VaR channel with the probability, set by the Probability parameter. Probability - specifies the probability with which the price can reach the upper or lower bound of the VaR channel during the time period specified by the Timeframe parameter. Window - specifies the length of history (number of historical bars) used for VaR calculation.
مؤشرات Pine Script™
من ‎AstrideUnicorn‎
Opening Price ChangeThis script shows the change from the market opening price to the market closing price of the previous day in percent. With this you can quickly get an overview of historical data for the change of the respective day. Important: the market closing price is always used for the calculation and not the pre/post market price. The label with the change value is always placed above the first opens regular market bar. If the change is positive, the label is draw with a green background, is the change is negative you will have a red background.
مؤشرات Pine Script™
من ‎marceloelgringo‎
12
SPY Volume Weighted CloseHey everyone! Deciding to make this indicator public and open access. This is a volume weighted close indicator for SPY. It is a statistics based indicator. How it works: It uses volume data mixed with some price action data to prospectively predict where SPY's price will close within a 30 minute interval. As such, its different from other indicators in the sense that its not reactive, it proactive and actively predicts the price that SPY will see within the next 30 minutes and where SPY will most likely close at. It has 3 bands. The main centre band (blue, but colour can be changed) is the most likely price that SPY will close at within the next 30 minutes. The Upper Level Confidence and Lower Level Confidence bands are the expected range that the analysis thinks SPY will remain confined in based on current volume and price action. How to Use it: I personally use this in place of VWAP, but the applications are infinite. Take a look at the chart below: Applications: This is specifically programmed for SPY but I have used it with other stocks such as QQQ, UPRO and DIA. However, using it with those stocks, the upper and lower confidence bands are not helpful. But YMMV with other stocks. This is specifically designed for SPY. Let me know your questions and thoughts! Thanks for reading and checking this out!
مؤشرات Pine Script™
من ‎Steversteves‎
14
deseasonalized_modDescription: As in the decomposition of time series data, the indicator was modified from the deseasonalized process, to avoid overfitting as in the original format, aiming to exclude seasonal component (shorter time-period in consideration), thus leaving trend and irregularity. The indicator is expected to identify short-term trends, based on the given timeframe. Notes: Length set to 10-bar as default, while reducing the length to e.g. 8 increase more responsive of the fitted data, however inline to increase a false trend identification (bias-variance trade-off). To be noted, the indicator wasn't a momentum indicator, thus can only expect the trend identifier instead. If the price is above the fitted line (indicator), and experiencing a retracement, regularly expected to be bounced around the fitted line (support), while if breaks to the downside, expected a trend reversal, and become a (resistance). Feature: Buy/Long overlay signal Sell/Short overlay signal Alert
مؤشرات Pine Script™
من ‎palitoj_endthen‎
6
DatasetWeatherTokyoMeanAirTemperatureLibrary "DatasetWeatherTokyoMeanAirTemperature" Provides a data set of the monthly mean air temperature (°C) for the city of Tokyo in Japan. this was just for fun, no financial implications in this. reference: www.data.jma.go.jp TOKYO WMO Station ID:47662 Lat 35o41.5'N Lon 139o45.0'E year_()   the years of the data set.   Returns: array : year values. january()   the january values of the dataset   Returns: array\ : data values for january. february()   the february values of the dataset   Returns: array\ : data values for february. march()   the march values of the dataset   Returns: array\ : data values for march. april()   the april values of the dataset   Returns: array\ : data values for april. may()   the may values of the dataset   Returns: array\ : data values for may. june()   the june values of the dataset   Returns: array\ : data values for june. july()   the july values of the dataset   Returns: array\ : data values for july. august()   the august values of the dataset   Returns: array\ : data values for august. september()   the september values of the dataset   Returns: array\ : data values for september. october()   the october values of the dataset   Returns: array\ : data values for october. november()   the november values of the dataset   Returns: array\ : data values for november. december()   the december values of the dataset   Returns: array\ : data values for december. annual()   the annual values of the dataset   Returns: array\ : data values for annual. select_month(idx)   get the temperature values for a specific month.   Parameters:      idx : int, month index (1 -> 12 | any other value returns annual average values).   Returns: array\ : data values for selected month. select_value(year_, month_)   get the temperature value of a specified year and month.   Parameters:      year_ : int, year value.      month_ : int, month index (1 -> 12 | any other value returns annual average values).   Returns: float : value of specified year and month. diff_to_median(month_)   the difference of the month air temperature (ºC) to the median of the sample.   Parameters:      month_ : int, month index (1 -> 12 | any other value returns annual average values).   Returns: float : difference of current month to median in (Cº)
مكتبة Pine Script™
من ‎RicardoSantos‎
4
Crypto Terminal [Kioseff Trading]Hello! Introducing Crypto Terminal (: The indicator makes use of cryptocurrency data provided by vendor INTOTHEBLOCK. NOTE: The cryptocurrency on your chart must be paired with USD or USDT. Data won't load otherwise - possibly transient. For instance, BTCUSD or BTCUSDT, ETHUSD or ETHUSDT. Provided datasets: Twitter Sentiment Data Telegram Sentiment Data Whale Data (i.e. % of Asset Belonging to Whales) $100,000+ Transactions Bulls/Bears (Bulls Buying | Bears Selling) Current Position PnL (Currently Open Positions for the Coin are Retrieved and Plotted. Data is Split into Currently Profitable Positions, Losing Positions, and B/E Positions) Average Balance Holders/Traders Percentage (Addresses are Retrieved and Classified as Holding Accounts or Trader Accounts) Correlation Futures OI Perpetual OI Zero Balance Addresses Flow (Money Inflow & Outflow) Active Addresses Average Transaction Time Realized PnL (Addresses with Realized Profits, Realized Losses, and B/E) Cruisers A few more data points are provided. Additionally, you can plot the values of any dataset in a pane below price. Below are images of plottable data; different cryptocurrencies will be shown for each example (: Twitter sentiment data. Assess this data lightly; difficult to confirm accuracy. Telegram sentiment data. Assess this data lightly; difficult to confirm accuracy. Percentage of asset belonging to whales. $100,000+ transactions (volume oriented) Bulls buying; bears selling. Current positions at profit; current positions at loss; current positions at breakeven. Average balance. Percentage of asset belonging to traders; percentage of asset belonging to holders. Asset's 30-interval correlation to BTC. Perpetual open interest. Zero-balance addresses. Flows. Active addresses. Average transaction time. Addresses at realized profit; addresses at realized loss; addresses at breakeven. Cruiser data. Futures open interest. Naturally, this data isn't provided for every cryptocurrency; NaN values are returned in some instances. Table 1 I provided three data tables, which load independently, so you don't have to change plotted data to access values. Table 2 Lastly, you can create a 10-asset crypto index and run calculations against it. The image shows an example. I'll update this script with additional calculations/data in the near future. If you've any suggestions - please let me know! Enjoy (:
مؤشرات Pine Script™
من ‎KioseffTrading‎
22