OPEN-SOURCE SCRIPT

Simplified HMM for Regime Detection

已更新
Simplified HMM made possible in PineScript

This is a very basic version of Hidden Markov Model used to detect market regimes. To not confuse with the real model.

There are 3 possible states:
  • Bull: Positive momentum and strong uptrend.
  • Bear: Negative momentum and strong downtrend.
  • Ranging: Weak momentum or indecisive market.


The table shows the current probability of convergence, aka. what's the probability that the market will stay in the same regime and the transition probability.

How to use?
This indicator doesn't generate entry signals and is best used to asses the current trend and trend strength. For more questions, don't hesitate to ask me.
發行說明
Fixed name
akvil3hiddenmarkovmodelHMMstatisticsTrend AnalysistrendstrengthVolatility

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

想在圖表上使用此腳本?

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