This indicator provides some base code for looping over data to identify swings in price action. Full code commentary can be found on the backtest rookies website. The indicator shall allow users to "analyse" a recent historical candle to detect whether it was a swing point. This will work by inputting a number to select which historical candle you want to...

1640

Hi fellow traders.. Happy to share a Linear Regression & RSI Multi-Function Custom Screener with Table-Labels... The Screener scans for Linear Regression 2-SD Breakouts and RSI OB/OS levels for the coded tickers and gives Summary alerts Uses Tables (dynamica resizing) for the scanner output instead of standard labels! This Screener cum indicator collection has...

433

Description: A function that returns a polynomial regression and deviation information for a data set. Inputs: _X: Array containing x data points. _Y: Array containing y data points. Outputs: _predictions: Array with adjusted _Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. ...

2496

Description: A Function that returns cluster centers for given data (X,Y) vector points. Inputs: _X: Array containing x data points.¹ _Y: Array containing y data points.¹ _number_of_clusters: number of clusters. Note: ¹: _X and _Y size must match. Outputs: _centers_x: Array containing x data points. _centers_y: Array...

121

Script that shows the difference between two assets.

575

Thank you to alexgrover for putting me wide to this, after putting up with long conversations and stupid questions. Follow him and behold: www.tradingview.com What is this? This is simply the function for a Least Squares Moving Average. You can render this on the chart by using the linreg() function in Pine. Personally I like to use the slope of the LSMA to...

111

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

64

Library "FunctionLAPACKdsyrk" subroutine part of LAPACK: Linear Algebra Package, performs one of the symmetric rank k operations . C := alpha*A*A**T + beta*C, or C := alpha*A**T*A + beta*C, . where alpha and beta are scalars, C is an n by n symmetric matrix and A is an n by k matrix in the first case and a k by n matrix in the second...

25

This script plots vertical lines on charts or indicators. Unfortunately pinescript is lacking a vertical line plotting function. Vertical lines are useful to mark events, such as crossover of levels, indicators signals or as a time marker. After searching the internet for a long time and trying different scripts, this script is the simplest and visually the...

249

EXPERIMENTAL: Using keltner channels with automatic multiplier finding, offsets and show_last cutoffs to generate a forecast area. video showing why its named keltner worms :p.. streamable.com

809

Description: A Function that returns a linear regression channel using (X,Y) vector points. Inputs: _X: Array containing x data points.¹ _Y: Array containing y data points.¹ Note: ¹: _X and _Y size must match. Outputs: _predictions: Array with adjusted _Y values at _X. _max_dev: Max deviation from the mean. _min_dev:...

661

Calculates weighted mean, variance, standard deviation, MSE and RMSE from time series variables or arrays. When calculating from arrays, the function expects index 0 to be the most recent sample and weight values.

429

Example function of a markov chain monte carlo simulation.

279

An utility function to parse session inputs. Extracts hours, minutes and weekdays (if defined) and returns a tuple as the result. _parseSession(sessionString) => (hourStart, minuteStart, hourEnd, minuteEnd, weekdaysArray) Examples presented on the chart.

181

Early/Delayed Signal Function (before the bar close or after) Usually, signals are considered to be valid at the bar close . Some traders may prefer to have a chance to enter earlier . It is of great risk , and the Strategy Tester is unable to provide consistent backtest data with regards to this. But for those who want to integrate such a choice in...

324

This script plots both real and HA candles regardless or which are used on the chart in TV settings. (and has the functions for you to use.) Lots of people seem to misunderstand backtesting (or scam people) based on HA candles. Backtesting with HA candles leads to impossible trades. ALWAYS backtest with real candles. That doesn't mean you might not want to look...

213

This function is similar to the stochastic rsi function. The only difference is that Money Flow Index is used instead of rsi. Oversold and overbought values were changed to 80 and 20. Because the MFI's overbought and overbought zones are 20 and 80. In MFI, I think that it can be more beneficial in liquid markets than stochastic rsi since volume is taken into...

377

"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable." from wikipedia.com KDE function with optional kernel: Uniform Triangle Epanechnikov Quartic Triweight Gaussian Cosinus Republishing due to change of function. deprecated script:

143