Library "VolatilityIndicators"
This is a library of Volatility Indicators .
It aims to facilitate the grouping of this category of indicators, and also offer the customized supply of
the parameters and sources, not being restricted to just the closing price.
@Thanks and credits:
1. Dynamic Zones: Leo Zamansky, Ph.D., and David Stendahl
2. Deviation: Karl...
Library "RiskManagement"
This library keeps your money in check, and is used for testing and later on webhook-applications too. It has four volatility functions and two of them can be used to calculate a Stop-Loss, like Average True Range. It also can calculate Position Size, and the Risk Reward Ratio. But those calculations don't take leverage into account.
...
This script calculates a Total Return index for stocks that shows the total performance of a stock, incorporating returns from both the share price and dividends.
To understand this, consider the situation where you invest in a 5% div stock and hold the position for 10 years. Assume at the end of 10 years, the price has gone up by 50%. A price chart will then...
This Linear CC takes into account the log-normal distribution of stock prices and performs Pearson correlation on that data set. It also smoothens the results into an easy to read oscillator, and performs a two-tail t-test on the correlation coefficient data (with a = 0.05) to determine the significance of the coefficients. Significant results are shown in a solid...
This utility script provides a convenient way to calculate the percentage gain or drop of a token's price within a user-defined date range. It eliminates the need for manual measurement on individual charts, saving time and effort.
The script is particularly valuable when integrated into a daily token scanning routine for watchlists. By comparing the significant...
The Z-score, also known as the standard score, is a statistical measurement that describes a value's relationship to the mean of a group of values. It's measured in terms of standard deviations from the mean. If a Z-score is 0, it indicates that the data point's score is identical to the mean score. Z-scores may be positive or negative, with a positive value...
What is Median Filtering ?
Median filtering is a non-linear digital filtering technique, often used to remove noise from an image or signal. Such noise reduction is a typical pre-processing step to improve the results of later processing (for example, edge detection on an image). Median filtering is very widely used in digital image processing because, under...
Ratio To Average - The Quant Science is a quantitative indicator that calculates the percentage ratio of the market price in relation to a reference average. The indicator allows the calculation of the ratio using four different types of averages: SMA, EMA, WMA, and HMA. The ratio is represented by a series of histograms that highlight periods when the ratio is...
What it is?
It's a Currency converter/Exchange rate Viewer.
How it works?
You put the main currency and the other currency in setting then it will show the converted rate in chart.
This indicator can:
- Indicate on which day of the week created the High or Low
- Based on the bars you set, sum the times in which (The day of the week you want to test makes the Weekly High or Low)
- Has the option to Sum or calculate the %
Upon adding the indicator to the chart, you will be prompted to place entry price lines, stop loss price line, and multiple take profit price lines by clicking at the desired price level on the chart.
Section Summaries
Table Settings: Allows users to select position and font size from drop-down menus. Displays current settings and potential profit/loss...
The Seasonal Performance indicator quickly allows you to see if you are in a bullish or bearish time of year for an underlying security and where the current performance stacks up compared to the same time of year historically. Table is fully customizable from colors to what data to see.
Table Displays
Average Performance
Best Performance
Worst...
Display FED, China, Europe and Japan Central Bank Assets over time in USD.
Display FED, China, Europe and Japan Central Bank Assets as % of their country's GDP over time.
Display the sum of all of the central bank assets over time.
Autocorrelation - The Quant Science it is an indicator developed to quickly calculate the autocorrelation of a historical series. The objective of this indicator is to plot the autocorrelation values and highlight market moments where the value is positive and exceeds the attention threshold.
This indicator can be used for manual analysis when a trader needs to...
Releasing the Z-Score Retracement Indicator
What it does:
The Z-Score retracement indicator operates similarly to Fibonacci retracements. It calculates the average, standard deviation and Z-Scores of a user defined period and will plot out the various Standard Deviation levels and price targets based on the period under analysis.
It will visually display the...
The "Annualized Spot-Future Difference" indicator (ASFD) compares the closing prices of a futures contract and its underlying spot asset. It calculates the price difference between the two instruments and annualizes this difference to provide a standardized measure for comparison.
The indicator takes inputs for the futures ticker symbol and the spot ticker...
In the process of releasing some of my Z-Score based indicators. This is the Z-Score Candle indicator.
What it does:
This converts the current candles into a z-score based candle over a 14 period lookback (adjustable but recommended to leave at 14).
It plots out the overbought/oversold areas using colours and will lookback over a user defined period of time to...
This is the Z-Score Probability indicator. As many people like my original Z-Score indicator and have expressed more interest in the powers of the Z, I decided to make this indicator which shows additional powers of the Z-Score.
Z-Score is not only useful for measuring a ticker or any other variable’s distance from the mean, it is also useful to calculate...
