Daily High Low, Daily Open Close, Weekly High Low, Weekly Open Close, Monthly High Low, Monthly Open Close
Library "LibIndicadoresUteis" Collection of useful indicators. This collection does not do any type of plotting on the graph, as the methods implemented can and should be used to get the return of mathematical formulas, in a way that speeds up the development of new scripts. The current version contains methods for stochastic return, slow stochastic, IFR,...
Library "Bpa" TODO: library of Brooks Price Action concepts isBreakoutBar(atr, high, low, close, open, tail, size) TODO: check if the bar is a breakout based on the specified conditions Parameters: atr : TODO: atr value high : TODO: high price low : TODO: low price close : TODO: close price open : TODO: open price tail :...
This indicator is an implementation of the USD Liquidity Index originally proposed by Arthur Hayes based on the initial implementation of jlb05013, kudos to him! I have incorporated subsequent additions (Standing Repo Facility and Central Bank Liquidity Swaps lines) and dealt with some recent changes in reporting units from TradingView. This is a macro indicator...
Use this indicator on Daily Timeframe Please refer to the below link for CFTC Financials www.cftc.gov This script shows the Financial COT for the respective instrument by deriving the CFTC code. Option is provided to override the CFTC code User can also configure the historical CFTC data view The script calculates the Long% vs Short% for various categories...
Library "LibraryCOT" This library provides tools to help Pine programmers fetch Commitment of Traders (COT) data for futures. rootToCFTCCode(root) Accepts a futures root and returns the relevant CFTC code. Parameters: root : Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021". Returns: The part of a COT ticker corresponding to...
Library "TradingWolfLibary" getMA(int, string) Gets a Moving Average based on type Parameters: int : length The MA period string : maType The type of MA Returns: A moving average with the given parameters minStop(float, simple, float, string) Calculates and returns Minimum stop loss Parameters: float : entry price (Close if...
This indicator highlights zones with strong, weak and negative correlation. Unlike standard coefficient indicator it will help to filter out noise when analyzing dependencies between two assets. With default input setting Correlation_Threshold=0.5: - Zones with correlation above 0.5, will be colored in green (strong correlation) - Zones with correlation from -0.5...
This is a non-parametric correlation statistical test, which is less sensitive to magnitude and more to direction, hence why some people call this a "concordance test". This indicator was originally created by Alex Orekhov (everget), if you like this one, please show the original author some love: This version is extended by tartigradia (2022) to make it more...
Plot three linear regression channels using alexgrover 's Computing The Linear Regression Using The WMA And SMA indicator for the linear regression calculations. Settings Length : Number of inputs to be used Source : Source input of the indicator Midline Colour : The colour of the midline Channel One, Two, and Three Multiplicative Factor :...
A take on alexgrover 's Optimized Linear Regression Channel script which allows users to apply multiple linear regression channel with unique multiplicative factors. Multiplicative Factors Adjust the amount of channels and multiplicative factors of existing or additional channels using the "Mults" input. An input of "1" creates a single linear regression...
Library "KernelFunctions" This library provides non-repainting kernel functions for Nadaraya-Watson estimator implementations. This allows for easy substitution/comparison of different kernel functions for one another in indicators. Furthermore, kernels can easily be combined with other kernels to create newer, more customized kernels. Compared to Moving...
Often, a trader would like to predict the range for the next certain amount of period. This is useful for doing short strangles, Iron Fy, Iron Condor strategies. This script calculates the price range for the next 'X' number of candles on the given timeframe based on Standard Deviation formulae. It gives this range on 1 standard deviation and 2 standard...
Library "ahpuhelper" Helper Library for Auto Harmonic Patterns UltimateX. It is not meaningful for others. This is supposed to be private library. But, publishing it to make sure that I don't delete accidentally. Some functions may be useful for coders. insert_open_trades_table_column(showOpenTrades, table_id, column, colors, values, intStatus,...
Market Beta/Beta Coefficient for CAPM is not so much an indicator as it is a value to be used in future indicators to forecast stock prices using the Capital Asset Pricing Model, CAPM. CAPM is used by the likes of value investors such as Warren Buffet and valuation/accounting/investment banking firms. More specifically, CAPM is typically used in Discounted...
| Initial Release | | EN | An update of my old script, this script is designed so that it can be used as a template for all those traders who want to save time when programming their strategy and backtesting it, having functions already programmed that in normal development would take you more time to program, with this template you can simply add your favorite...
This tool shows all 4 values: (Candle chart can describe the size) - Average wick length below It is calculated as the length of the candle wick under the rising candlestick. calculated average (AVG) and Standard Deviation (STDEV). plot on the chart at the current bar using (open price ) - (average + STDEV ). - Average wick + average body above(high - open) is...
Shows the Pearson correlation between two symbols, including statistical significance test. This is a fork of the original script by Balipour, with the addition of EMA that can be used instead of SMA in the Pearson correlation as an attempt to capture correlation trend changes more quickly, and conversion to pinescript v5. In the end, the EMA does not help much,...