statistics

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:...

blackcat1402

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...

luminaryfi

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'...

RicardoSantos

Multiple Statistics from zigzag: • Price range between swings. • Bar range between swings. returns maximum value, avg value and mean deviation. if you find something missing, please leave a message bellow.

siretate

This is a very simple script... it does not necessarily create signals. It only provides useful feedback via statistics & probability. There will be a green background if there are two green bars in a row, and it will stay green until two red bars show up (in which it switches color to red until two green bars show up again). The fuchsia arrows show the double...

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 :...

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.

govship

Difference between two EMAs and then transformed through a MinMax scaler

beller

SCRIPT PUBLISH -- See you related Idea.

govship

Entropy of log returns with a rolling MinMax Scaler

balipour

Probability Panel is based on the Expected Move. While Expected Move gives fixed estimated probability range based on standard deviation, Probability Panel uses a cumulative distribution function(CDF) to get the estimated probability from any input price. The CDF shows the probability a random variable X is found at a value equal to or less than a certain x. In...

balipour

Expected move is the amount that an asset is predicted to increase or decrease from its current price, based on the current levels of volatility. In this model, we assume asset price follows a log-normal distribution and the log return follows a normal distribution. Note: Normal distribution is just an assumption, it's not the real distribution of return...

everget

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...

mortdiggiddy

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...

jaggedsoft

Trend detection for any timeframe. In statistics, the interquartile range, also called the midspread or middle 50%, is a measure of statistical dispersion, being equal to the difference between 75th and 25th percentiles, or between upper and lower quartiles. This script works identical to Interquartile Range, but instead of lines on the median and upper/lower...

AtillaYurtseven

This is a statistical moving average. This doesn't calculate the mean but the median of the given range and simply ignores the outliers. Try it yourself... Disclaimer: This is not financial advice Follow me to get notified when i publish new indicators. Trade safe, Atilla

siretate

This script shows the average count of 'up bars' vs. 'down bars'. It is intended for statistic and probability purposes only. It does not include high or low price in the calculation - only the open and close prices are used. Under settings, click "show difference" to see the difference between the two averages. This can also be called positive/negative drift....

jaggedsoft

Trend detection for any timeframe. In statistics, the interquartile range, also called the midspread or middle 50%, is a measure of statistical dispersion, being equal to the difference between 75th and 25th percentiles, or between upper and lower quartiles. Inspired by everget's...