statistics

Drun30 Updated 

Good morning traders! This time I want to share with you a little script that, thanks to the use of arrays, allows you to have interesting statistical and financial insights taken from the symbol on chart and compared to those of another symbol you desire (in this case the metrics taken from the perpetual future ETHUSDT are compared to those taken from the...

kaaiii

Simple indicator designed as filter so you can easily see how the currency or asset performed during each month historically. Can used to identify a possible month to enter or exit a trade in. For best results use in combination with another indicator or candle pattern to signal an entry in a historically bullish month *This indicator is designed to be used only...

SegaRKO Updated 

This is an open source and updated version of my previous "Confidence Interval" script. This script provides you with the expected range over a given time period in the future and the skew of that range. For example, if you wanted to know the expected 1 standard deviation range of MSFT over the next 20 days, this will tell you that. Additionally, this script will...

dax50 Updated 

I did not write the script from scratch but rather started editing code of an existing one. The original code came from a script called GAP DETECTOR by @Asch- First up: I am a trader, not a programmer and therefore my code most likely is inefficient. If someone with more expertise would like to help and optimize it - feel free to get in touch, I am always...

BillionaireLau

Managing expectation is important for price action traders. This indicator mainly for intraday reference, and it plots the price change/ volatility statistics on a bar-to-bar basis, with the marking of +/- 1 and 2 sigma SD . The user can refer to the historical volatility to manage their expectation of the velocity of price action by referring to these statistics.

blackcat1402 Updated 

Level: 1 Background A histogram is a special chart that is applied to statistical data that is divided into numerically ordered groups. For example groups with close relationships in the vicinity like "Close-ref(Close ,1)", "Close-ref(Close,2)" and so on. A histogram provides a snapshot of all the data so that you can quickly get an overview of the historical...

RicardoSantos Wizard

EXPERIMENTAL: A example on how to retrieve statistics from a recurring event. Can be used to optimized strategy's, trade parameters, etc..

luminaryfi Updated 

The z-score is a way of counting the number of standard deviations between a given data value and the mean of the data set. Z-score = (x̄ - μ) / (σ / √ n) x̄ = sample mean (using the array.avg function = array(a,close ), where i = 1 to 21) μ = population mean ( = avg(close, n)) σ = standard deviation of the population ( = stdev(close,n)) n = number of 'close'...

govship

Entropy of log returns with a rolling MinMax Scaler

govship

Difference between two EMAs and then transformed through a MinMax scaler

alexgrover Wizard Updated 

A good amount of users requested a text box showing various price statistics, the following script returns various of these stats in a user-selected range, and include classical ones such as a central tendency measurement (mean), dispersion (normalized range) and percent change, but also include less common statistics such as average traded volume and number of...

a.tesla2018

Creates a Histogram for Statistical Analysis of any source. Input Parameters: Sample Source: Select your source here, can be any numerical source. Sample Period: Sample size for Mean and Standard Deviation Calculations. Enable Cumulative Mode: Will attempt to calculate the bin for every sample in the entire dataset. Window Period: Used only in Window Mode...

theheirophant

😷 COVID-19 Coronavirus Tracker & Statistics Tools by Cryptorhythms 😷 📜Intro I wanted to put some more meaning behind the numbers for 2020's Covid pandemic. I hope this tool can help people analyze and deal with these hard times. With these metrics I hope to give greater depth and dimension to whats available. While also at the same time creating something...

everget Wizard

The tool counts the number of consecutive bullish or bearish candles in a row and build a distribution of those series lengths. The entire history of an instrument is used. Available modes: Strict Bullish ( close > open ) Bullish ( close >= open ) Strict Bearish ( close <= open ) Bearish ( close < open ) Different chart types have different...

RicardoSantos Wizard Updated 

A tool to mine bar patterns statistics.

mortdiggiddy Updated 

This indicator is best used with the companion Seasonality Trader and Seasonality Trader - Deviations . Plots the daily seasonality average performance profile for any ticker. Each day of the year has a statistical performance. The average of that performance can be extracted using either a simple or exponential approach, which is what this indicator...

Noldo

This script was written to calculate the correlation coefficient (Adjusted R-Squared) for one dependent and two independent variables.(3-way) Pearson correlation method was used with exponential moving averages as the correlation calculation method. Use your source ( i use "close" generally ) as the dependent variable. Inspired by this article :...

capissimo

This script holds several useful functions from statistics and machine learning (ML) and takes measurement of a volume weighted distance in order to identify local trends. It attempts at applying ML techniques to time series processing, shows how different distance measures behave and gives you an arsenal of tools for your endeavors. Tested with BTCUSD. REM:...