█ OVERVIEW The FXC Order Bock Finder finds and draws institutional order blocks according to the Smart Money Concept. Order blocks are zones where institutions have most likely left some orders that need to be filled at a later point in time. In These order blocks or POIs can be used to either place limit orders or to look for instant entries as price comes to...
Trade Position Calculator This indicator is intended for those who use manual classic trades with stop losses, take profits in their trading and determine the % risk of their deposit in each trade (without safety orders) The indicator is a calculator for calculating a position on a trade, taking into account risk management. How to use: 1) Enter your initial...
V1 -Introducing the new Market Glory indicator! In this indicator you will find: - Dynamic Trends: a beta feature that takes into account both the maximum high and lowest low values anywhere between 5 to 200 bars back to determine the respective resistance and support levels at all times, with a trailing guidance middle bar that can serve as a meter for direction...
SP 500 Trend Identifier, looks at top 5 SP500 stocks and shows performance of these 5 combined stocks for the day. Are they going up or down, TSLA< AAPL< MSFT<GOOGL<AMZN
Polynomial Regression Bands w/ Extrapolation of Price is a moving average built on Polynomial Regression. This indicator paints both a non-repainting moving average and also a projection forecast based on the Polynomial Regression. I've included 33 source types and 38 moving average types to smooth the price input before it's run through the Polynomial...
I wasn't going to post this because I don't like how this calculates by puling in the Open price, but I'm posting it anyway. This does work in it's current form but there is a. better way to do this. I'll revisit this in the future. Anyway... The k-Nearest Neighbor algorithm (k-NN) searches for k past patterns (neighbors) that are most similar to the current...
Hodrick-Prescott Extrapolation of Price is a Hodrick-Prescott filter used to extrapolate price. The distinctive feature of the Hodrick-Prescott filter is that it does not delay. It is calculated by minimizing the objective function. F = Sum((y(i) - x(i))^2,i=0..n-1) + lambda*Sum((y(i+1)+y(i-1)-2*y(i))^2,i=1..n-2) where x() - prices, y() - filter values....
What is the Modified Covariance AR Estimator? The Modified Covariance AR Estimator uses the modified covariance method to fit an autoregressive (AR) model to the input data. This method minimizes the forward and backward prediction errors in the least squares sense. The input is a frame of consecutive time samples, which is assumed to be the output of an AR...
An inversion between the 2 year and 10 year US treasury yield generally means a recession within 2 years. But the yield curve has more to it than that. This script helps analysis of the current and past yield curve (not limited to US treasury) and is very configurable. "A yield curve is a line that plots yields (interest rates) of bonds having equal credit...
This script helps us to display date of different lunar properties on price chart. Simply following items could be used to see dates. New moon Full moon Apogee Perigee North node I've used following web site (fourmilab.ch) for obtaining exact dates, according to web site "All dates and times are Universal time (UTC); to convert to local time add or...
Itakura-Saito Autoregressive Extrapolation of Price is an indicator that uses an autoregressive analysis to predict future prices. This is a linear technique that was originally derived or speech analysis algorithms. What is Itakura-Saito Autoregressive Analysis? The technique of linear prediction has been available for speech analysis since the late 1960s...
Description This indicator's main component is the signal line which represents a very responsive market strength value calculated from real time data and normalized into a range (0 - 0.5 - 1). Indicator is using Stochastic and RSI functions to get raw value filtered through a linear regression, helping users predict imminent market directions. Lastly, this...
█ OVERVIEW This script is designed to plot Gann boxes within a specific time frame candle. That means, you can get your intraday Gann box with one click and zoom in to low time frame. Highs and lows are set by candle chosen, you can display the yearly Gann box if that's something you want to view! In addition, this script can highlight the golden ratio and its...
Helme-Nikias Weighted Burg AR-SE Extra. of Price is an indicator that uses an autoregressive spectral estimation called the Weighted Burg Algorithm, but unlike the usual WB algo, this one uses Helme-Nikias weighting. This method is commonly used in speech modeling and speech prediction engines. This is a linear method of forecasting data. You'll notice that...
Weighted Burg AR Spectral Estimate Extrapolation of Price is an indicator that uses an autoregressive spectral estimation called the Weighted Burg Algorithm. This method is commonly used in speech modeling and speech prediction engines. This method also includes Levinson–Durbin algorithm. As was already discussed previously in the following indicator: ...
Levinson-Durbin Autocorrelation Extrapolation of Price is an indicator that uses the Levinson recursion or Levinson–Durbin recursion algorithm to predict price moves. This method is commonly used in speech modeling and prediction engines. What is Levinson recursion or Levinson–Durbin recursion? Is a linear algebra prediction analysis that is performed once...
Fourier Extrapolator of Variety RSI w/ Bollinger Bands is an RSI indicator that shows the original RSI, the Fourier Extrapolation of RSI in the past, and then the projection of the Fourier Extrapolated RSI for the future. This indicator has 8 different types of RSI including a new type of RSI called T3 RSI. The purpose of this indicator is to demonstrate the...
Due to popular demand, I'm pusblishing Fourier Extrapolator of Price w/ Projection Forecast.. As stated in it's twin indicator, this one is also multi-harmonic (or multi-tone) trigonometric model of a price series xi, i=1..n, is given by: xi = m + Sum( a*Cos(w*i) + b*Sin(w*i), h=1..H ) Where: xi - past price at i-th bar, total n past prices; m - bias; ...