Apple, Advanced Micro Devices Inc, Amazon Com Inc, Facebook Inc, ROKU INC, BEYOND MEAT INC
S&P 500, Nasdaq Composite, מדד דאקס, Dow 30, ניקיי 225, Shanghai Composite
US 10Y, Euro Bund, Germany 10Y, Japan 10Y Yield, UK 10Y, India 10Y
זהב, Brent Oil, נפט גולמי, CFDs on Natural Gas, Palladium, כסף
Bitfinex-Bitmex Deviation BTC price deviation between Bitfinex and Bitmex.
EXPERIMENTAL: based on average cumulative price.
Hampel Filter script. This indicator was originally developed by Frank Rudolf Hampel (Journal of the American Statistical Association, 69, 382–393, 1974: The influence curve and its role in robust estimation). The Hampel filter is a simple but effective filter to find outliers and to remove them from data. It performs better than a median filter.
EXPERIMENTAL: swing directional bias convergence.
Here is a nice little script that highlights areas of volume using standard deviation, you can choose the look back periods. This script is based on the excellent script by: @SteynTrade - I have simplified it a bit and made it readable to my taste using alpha to highlight high volume areas. Enjoy.
This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines...
Red / Green : Deviation Rate of Bitflyer FXBTCJPY and Bitflyer BTCJPY Orange / Blue : Deviation Rate of BitMEX XBTUSD and Bitfinex BTCUSD