This is an experimental study inspired by the Quantitative Qualitative Estimation indicator designed to identify trend and wave activity.
In this study, rather than using RSI for the calculation, the Dual Volume Divergence Index oscillator is utilized.
First, the DVDI oscillator is calculated by taking the difference between PVI and its EMA, and NVI and its EMA,...
Introduction
The Hull moving average (HMA) developed by Alan Hull is one of the many moving averages that aim to reduce lag while providing effective smoothing. The HMA make use of 3 linearly weighted (WMA) moving averages, with respective periods p/2 , p and √p , this involve three convolutions, which affect computation time, a more efficient version exist...
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable."
from wikipedia.com
"In statistics, kernel density estimation (KDE) is a non-parametric way to estimate the probability density function of a random variable."
from wikipedia.com
KDE function with optional kernel:
Uniform
Triangle
Epanechnikov
Quartic
Triweight
Gaussian
Cosinus
Republishing due to change of function.
deprecated script:...
a test case for the KDE function on price delta.
the KDE function can be used to quickly check or confirm edge cases of the trading systems conditionals.
Price Estimator with aggregated linear regresion
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How it works:
It uses 6 linear regression from time past to get an estimated point in future time, and using transparency, those areas that are move "visited" by those 6 different regressions and maybe more probable to be visited by the...
Introduction
The standard deviation measure the dispersion of a data set, in short this metric will tell you if your data is on average closer or farther away from the mean. Its one of the most important tools in statistics and living without it is pretty much impossible, without it you can forget about Bollinger-bands, CCI, and even the LSMA (ouch this hurt)...
Introduction
This indicator was asked and named by a trading meetup participant in Sevilla. The original question was "How to estimate the correlation between the price and a line as easy as possible", a question who got little attention. I previously proposed a correlation estimate using a modification of the standard score (see at the end of the post) for...
Introduction
The last indicators i posted where about estimating the least squares moving average, the task of estimating a filter is a funny one because its always a challenge and it require to be really creative. After the last publication of the 1LC-LSMA , who estimate the lsma with 1 line of code and only 3 functions i felt like i could maybe make something...
![BTCUSD: DVDIQQE [DW]](https://s3.tradingview.com/z/ZNgiVb6Q_mid.png "DVDIQQE [DW]")
