█ OVERVIEW A Lorentzian Distance Classifier (LDC) is a Machine Learning classification algorithm capable of categorizing historical data from a multi-dimensional feature space. This indicator demonstrates how Lorentzian Classification can also be used to predict the direction of future price movements when used as the distance metric for a novel implementation of...
This USD Liquidity Index composed of 2 parts, total assets and major liabilities of the Federal Reserve . There is a certain positive correlation between USD liquidity and risk asset price changes in history. Suggested that USD Liquidity is mostly determined by the Federal Reserve balance (without leveraged), this index deducts three major liabilities from the...
aka weighted fair price The ultimate price source for all your stuff, unless you go completely nuts. The ultimate way to build line charts & do pattern trading, unless you go completely nuts. Why occ3? You need a one-point estimate for every bar, a typical price of every bar aye? But then you see that every bar has a different distribution of prices. You can...
This indicator will display the strength of 8 currencies, EUR, AUD, NZD, JPY, USD, GBP, CHF, and CAD. Each line will represent each currency. Alongside that, Fibonacci levels will be plotted based on a standard deviation from linear regression, with customizable lengths. For more steady Fibonacci levels, use higher lengths for both Standard Deviations and Linear...
This is my first attempt on implementing a statistical method. This problem was given to me by @lejmer (who also helped me later on building more efficient code to achieve this) when we were debating on the need for higher resource allocation to run scripts so it can run longer and faster. The major problem faced by those who want to implement statistics based...
⚉ OVERVIEW ⚉ Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. Works on almost all CRYPTO Tickers! You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others. The script also includes several input parameters that allow the user to control which exchanges and currencies are included...
Hello everyone! I am releasing my Intra-day expected move plotter indicator. About the indicator: This indicator looks at 3 differing time frames, the 15, 30 and 60 minute time frames. It calculates the average move from high to low over the past 5 candle period and then plots out the expected move based on that average. It also attempts to determine the...
This module can be integrate in your code strategy or indicator and will help you to calculate the percentage probability on specific event inside your strategy. The main goal is improve and simplify the workflow if you are trying to build a quantitative strategy or indicator based on statistics or reinforcement model. Logic The script made a simulation inside...
Difference between US 10 yr bond yield and US 3m bond yield to indicate recession.
#### ENGLISH #### This script visualizes divergences between the price and new highs and new lows in the US stock market. The indicator should be used exclusively on the US stock indices (timeframe >= D). This is the indicator for the main chart. It should be used together with the subchart indicator of the same name. In order to get the same results between the...
#### ENGLISH #### This script visualizes divergences between the price and new highs and new lows in the US stock market. The indicator should be used exclusively on the US stock indices (timeframe >= D). This is the indicator for the sub chart. It should be used together with the main chart indicator of the same name. In order to get the same results between the...
Taking the average daily range from low to high or high to low isn't the "best" way to get an idea of how much to set targets. So, I made this indicator to make the system better. This indicator calculates the daily range from Open to High on Bullish Days & Open to Low on Bearish Days . Nobody can catch the absolute low of the day on bullish days and get out at...
A modification of my previous indicator "Crypto Index (DXY) Candles". The idea was to create a similar currency basket to the standard DXY, but from the perspective of other currencies. Still using the standard DXY weights, this indicator allows you to create a tailored index for other currencies, provided that a currency pair exists for each of the 6 components....
Hi dear Investors! Here I present you my last prepared indicator that works with searching on the most visited prices in a period. It also take an average of them which is described here as balance line. Inputs: +BACKWARD: range of your search area on history from current moment. +MEMORY: number of memory stacks that would be used to save previous calculated...
The Financial Data Spreadsheet indicator displays tables in the form of a spreadsheet containing a set of selected financial performances of a company within the most recent reported period. Analyzing Financial data is one of the classic methods to evaluate whether the company’s stock price is overvalued or undervalued based on its income statement, balance sheet,...
Open Interest indicator in TradingView doesn't have option to denominate in quote, so I made one.
Displays monthly and yearly returns in tabular format along with maximum, minimum, average returns and standard deviations. This uses boxes to build the table and as maximum boxes that could be used is 500, it displays up to 32 years of returns. However, for maximum, minimum, average and standard deviation calculations, it uses data from all months since...