Регистрация

Statistics

Correlation with P-Value & Confidence Interval (alt)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, for a faster capture of correlation trend changes, another kind of correlation is necessary, such as sign test correlation (another one of my indicators implement this idea). Please show the original indicator's author some love if you appreciate this work:
Индикатор Pine Script™
от tartigradia
7
BTC's #4 Whale Sells [TheSecretGuy]Hello there ! I have been tracking BTC richests wallets for some time - and one of them seems to be aligning its sells pretty well with what the market is about to do. BTC's Whale #3 (now Whale #4) has been selling his BTC in very crutial moments - therefore I felt that converting this into an indicator will give us a pretty visual feedback of what that Whale expects to happen at a given point. In order to do that, I have listed manually all of his sells (dates) until today and placed a vertical line on the chart on each of these dates. This sadly can't be automated as Pinescript language doesn't allow to reach outter data - I'd need to update this manually. Hope this helps you a bit, Cheers!
Индикатор Pine Script™
от TheSecretsOfTrading
1
normsinvLibrary "normsinv" Description: Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one; i.e., normsinv seeks that value z such that a normal distribtuion of mean of zero and standard deviation one is equal to the input probability. Reference: github.com normsinv(y0)   Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one.   Parameters:      y0 : float, probability corresponding to the normal distribution.   Returns: float, z-score
Библиотека Pine Script™
от loxx
4
Strategy PnL LibraryLibrary "Strategy_PnL_Library" TODO: This is a library that helps you learn current pnl of open position and use it to create your own dynamic take profit or stop loss rules based on current level of your profit. It should only be used with strategies. inTrade()   inTrade: Checks if a position is currently open.   Returns: bool: true for yes, false for no. notInTrade()   inTrade: Checks if a position is currently open. Interchangeable with inTrade but just here for simple semantics.   Returns: bool: true for yes, false for no. pnl()   pnl: Calculates current profit or loss of position after the commission. If the strategy is not in trade it will always return na.   Returns: float: Current Profit or Loss of position, positive values for profit, negative values for loss. entryBars()   entryBars: Checks how many bars it's been since the entry of the position.   Returns: int: Returns a int of strategy entry bars back. Minimum value is always corrected to 1 to avoid lookback errors. pnlvelocity()   pnlvelocity: Calculates the velocity of pnl by following the change in open profit compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl velocity. pnlacc()   pnlacc: Calculates the acceleration of pnl by following the change in profit velocity compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl acceleration. pnljerk()   pnljerk: Calculates the jerk of pnl by following the change in profit acceleration compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl jerk. pnlhigh()   pnlhigh: Calculates the highest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float highest value the pnl has reached. pnllow()   pnllow: Calculates the lowest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float lowest value the pnl has reached. pnldev()   pnldev: Calculates the deviance of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float deviance value of the pnl. pnlvar()   pnlvar: Calculates the variance value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float variance value of the pnl. pnlstdev()   pnlstdev: Calculates the stdev value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float stdev value of the pnl. pnlmedian()   pnlmedian: Calculates the median value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float median value of the pnl.
Библиотека Pine Script™
от serkany88
2
ctndLibrary "ctnd" Description: Double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal and t probabilities”, Statistics and Computing, 14, (3), 2004. The cumulative trivariate normal is needed to price window barrier options, see G.F. Armstrong, Valuation formulae or window barrier options”, Applied Mathematical Finance, 8, 2001. References: link.springer.com www.tandfonline.com citeseerx.ist.psu.edu The Complete Guide to Option Pricing Formulas, 2nd ed. (Espen Gaarder Haug) CTND(LIMIT1, LIMIT2, LIMIT3, SIGMA1, SIGMA2, SIGMA3)   Returns the Cumulative Trivariate Normal Distribution   Parameters:      LIMIT1 : float,      LIMIT2 : float,      LIMIT3 : float,      SIGMA1 : float,      SIGMA2 : float,      SIGMA3 : float,   Returns: float.
Библиотека Pine Script™
от loxx
combinLibrary "combin" Description: The combin function is a the combination function as it calculates the number of possible combinations for two given numbers. This function takes two arguments: the number and the number_chosen. For example, if the number is 5 and the number chosen is 1, there are 5 combinations, giving 5 as a result. Reference: ideone.com support.microsoft.com combin(n, kin)   Returns the number of combinations for a given number of items. Use to determine the total possible number of groups for a given number of items.   Parameters:      n : int, The number of items.      kin : int, The number of items in each combination.   Returns: int.
Библиотека Pine Script™
от loxx
1
Z Bollinger BandsThis version of Bollinger Bands measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the Standard Deviation and using that as our multiplier for our Bollinger bands we can have a statistically safe trading zone. You notice that its dynamic, this is because it take into account the real volatility levels of a window and uses that to determine an appropriate multiplier. As always I hope you enjoy this release.
Индикатор Pine Script™
от The_Peaceful_Lizard
3
norminvLibrary "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: github.com support.microsoft.com norminv(x, mean, stdev)   Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation.   Parameters:      x : float, The input to the normal distribution function.      mean : float, The mean (mu) of the normal distribution function      stdev : float, The standard deviation (sigma) of the normal distribution function.   Returns: float.
Библиотека Pine Script™
от loxx
cbndLibrary "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random variable is less than a and that a second random variable is less than b when the correlation between the two variables is p. Since no closed-form solution exists for the bivariate cumulative normal distribution, we present three approximations. The first one is the well-known Drezner (1978) algorithm. The second one is the more efficient Drezner and Wesolowsky (1990) algorithm. The third is the Genz (2004) algorithm, which is the most accurate one and therefore our recommended algorithm. West (2005b) and Agca and Chance (2003) discuss the speed and accuracy of bivariate normal distribution approximations for use in option pricing in ore detail. Reference: The Complete Guide to Option Pricing Formulas, 2nd ed. (Espen Gaarder Haug) CBND1(A, b, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Drezner 1978 Algorithm   Parameters:      A : float,      b : float,      rho : float,   Returns: float. CBND2(A, b, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Drezner and Wesolowsky (1990) function   Parameters:      A : float,      b : float,      rho : float,   Returns: float. CBND3(x, y, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Genz (2004) algorithm (this is the preferred method)   Parameters:      x : float,      y : float,      rho : float,   Returns: float.
Библиотека Pine Script™
от loxx
cndLibrary "cnd" Cumulative Normal Distribution CND1(x)   Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy)   Parameters:      x : float,   Returns: float. CND2(x)   Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial Approximation.   Parameters:      x : float,   Returns: float. CND3(x)   Returns the Cumulative Normal Distribution (CND) using Newton-Cotes method, Boole’s rule   Parameters:      x : float,   Returns: float.
Библиотека Pine Script™
от loxx
1