jasonnyberg

Particle Physics Moving Average

This indicator simulates the physics of a particle attracted by a distance-dependent force towards the evolving value of the series it's applied to.

Its parameters include:
  • The mass of the particle
  • The exponent of the force function f=d^x
  • A "medium damping factor" (viscosity of the universe)
  • Compression/extension damping factors (for simulating spring-damping functions)

This implementation also adds a second set of all of these parameters, and tracks 16 particles evenly interpolated between the two sets.

It's a kind of Swiss Army Knife of Moving Average-type functions; For instance, because the position and velocity of the particle include a "historical knowlege" of the series, it turns out that the Exponential Moving Average function simply "falls out" of the algorithm in certain configurations; instead of being configured by defining a period of samples over which to calculate an Exponential Moving Average , in this derivation, it is tuned by changing the mass and/or medium damping parameters.

But the algorithm can do much more than simply replicate an EMA ... A particle acted on by a force that is a linear function of distance (force exponent=1) simulates the physics of a sprung-mass system, with a mass-dependent resonant frequency. By altering the particle mass and damping parameters, you can simulate something like an automobile suspension, letting your particle track a stock's price like a Cadillac or a Corvette (or both, including intermediates) depending on your setup. Particles will have a natural resonance with a frequency that depends on its mass... A higher mass particle (i.e. higher inertia) will resonate at a lower frequency than one with a lower mass (and of course, in this indicator, you can display particles that interpolate through a range of masses.)

The real beauty of this general-purpose algorithm is that the force function can be extended with other components, affecting the trajectory of the particle; For instance "volume" could be factored into the current distance-based force function, strengthening or weakening the impulse accordingly. (I'll probably provide updates to the script that incoroprate different ideas I come up with.)

As currently pictured above, the indicator is interpolating between a medium-damped EMA-like configuration (red) and a more extension-damped suspension-like configuration (blue).

This indicator is merely a tool that provides a space to explore such a simulation, to let you see how tweaking parameters affects the simulations. It doesn't provide buy or sell signals, although you might find that it could be adapted into an MACD-like signal generator... But you're on your own for that.
סקריפט קוד פתוח

ברוח TradingView אמיתית, מחבר סקריפט זה פרסם אותו עם קוד פתוח, כך שסוחרים יוכלו להבין ולאמת זאת. הידד למחבר! אתה יכול להשתמש בו בחינם, אך שימוש חוזר בקוד זה בפרסום הנו בכפוף ל כללי הבית . אתה יכול להגדירו כמועדף ולהשתמש בו בגרף.

רוצה להשתמש בסקריפ זה בגרף?

תגובות

Unique script, I look forward to better works in the future.
100‎מטבעות
השב
This is an idea that I am also pretty fascinated with. Markets clearly have physics... but real the illusive trick is identifying the proper way of measuring them so that you could create an accurate forecast. I appreciate you publishing this script.
השב
בית סורק מניות סורק מט"ח סורק מטבעות-קריפטו יומן כלכלי אודות תכונות גרף מחירון הפנה חבר כללי הבית מרכז תמיכה כלים לאתרים וברוקרים יישומונים פתרונות גרפיים ספריית גרפים קלי משקל בלוג וחדשות טוויטר‏
פרופיל הגדרות פרופיל חשבון וחיוב חברים מופנים מטבעות לשוניות התמיכה שלי מרכז תמיכה הודעות פרטיות צ'אט התנתק