Percent ResearchPercent Research is an indicator that will plot a color / column on the chart in case custom requirements are met.
The requirements are:
- Price : Price requirement (equal or above input).
- Change % Up : Amount the price have moved up in percent (equal or above input).
- Change % Down : Amount the price have moved down in percent (equal or below input).
- Change Interval : Amount of bars the above move happened over.
- Volume : Volume requirement (equal or above input).
- Volume Interval : Amount of bars in a row that each require the above volume.
Example: In case one wants to plot whenever price has made a 20 percent move up or down in a week with minimum 100 000 volume for each of the last 2 days one can use.
Change % Up: 20
Change % Down: -20
Change Interval: 5
Volume: 100 000
Volume Interval: 2
The indicator will plot a color on the chart whenever the requirements are met, which then can be used to look into price action for each colored time period.
The values can be customized dependent on preference, example 100% movers over a month or 20% movers over a week etc.

# Research

[Max] Power lag analysis An indicator that is a parametric lag power filter.
I'm starting Time Series Analysis by Hamilton James Douglas, to try to find some fun ideas to test and upgrade my skills on that subject and share them when it produce something that can be useful.
The idea behind that indicator, it's to only get the shape of the biggest movement in percent.
To solve that problem, I iterate about the rate of change of about 15 intervals and I apply a bigger power to the intervals that get bigger.
Why ? If the price is ranging, the indicator will show only the spics, but if the price breakout of the range, each new close that are longer from the price will have a better impact on the indicator and the last ones will be neglected.
I've try to use some parametric lag indicators on top of that indicator but he result is not good enough for me, it can't be used for trade directly but it can be an approach.
If you have upgrade ideas or recommendations on that indicator, I will be please to hear them.
Have fun with the script.
Have a great day !
Max

Blockchain Artificial Neural NetworksI found a very high correlation in a research-based Artificial Neural Networks.(ANN)
Trained only on daily bars with blockchain data and Bitcoin closing price.
NOTE: It does not repaint strictly during the weekly time frame. (TF = 1W)
Use only for Bitcoin .
Blockchain data can be repainted in the daily time zone according to the description time.
Alarms are available.
And you can also paint bar colors from the menu by region.
After making reminders, let's share the details of this interesting research:
INPUTS :
1. Average Block Size
2. Api Blockchain Size
3. Miners Revenue
4. Hash Rate
5. Bitcoin Cost Per Transaction
6. Bitcoin USD Exchange Trade Volume
7. Bitcoin Total Number of Transactions
OUTPUTS :
1. One day next price close (Historical)
TRAINING DETAILS :
Learning cycles: 1096436
AutoSave cycles: 100
Grid :
Input columns: 7
Output columns: 1
Excluded columns: 0
Training example rows: 446
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Network :
Input nodes connected: 7
Hidden layer 1 nodes: 5
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0
Output nodes: 1
Controls :
Learning rate: 0.1000
Momentum: 0.8000
Target error: 0.0100
Training error: 0.010571
The average training error is really low, almost worth the target.
Without using technical analysis data, we established Artificial Neural Networks with blockchain data.
Interesting!

[RESEARCH] UTC ClockThe one of the most important indicators every trader must use is time :)
Sometimes it has a lag due to the script recalculation per each candle tick (not every second)

[RESEARCH] Dashed Line StyleA simple as ass concept that uses modular arithmetic to plot dashed line.

[RESEARCH] Percentrank BugI found a bug with built-in percentrank function. Sometimes it gives unexpected and incorrect results. You can see a one of them on the chart.
ALL scripts which use percentrank function are affected. No matter which version they use, no matter who is their author - ALL scripts which use this built-in function can work incorrectly.
If you want to avoid this bug use _percentrank function (the "shim" ) - you can find it in the script.
NOTE: Don't push on TradingView Support or Pine Core Team because they already know about this issue and work on the fix. I publish it to warn you.

[RESEARCH] Mean Absolute DeviationHello traders and developers!
I was wondering how built-in "dev" function in Pine is calculated so I made a little research.
I examined 7 samples:
0) "dev" function itself
1) "dev" according to its description: series - sma(series)
2) Mean Absolute Deviation
3) ratio of the absolute difference from 1) divided by period
4) ratio of the difference from 1) divided by period
5) Median Absolute Deviation
6) tricky for-loop to calculate Mean Absolute Deviation
The results of the null and sixth samples are identical.
So, TV built-in "dev" function represents Mean Absolute Deviation and it's description is incorrect.
Where it is used? For example: Commodity Channel Index. You can check its original formula and if you used simple standard deviation instead of MAD in your CCIs - well guys, you were wrong.
Good luck!

[RESEARCH] MomentumHello traders and developers!
I compared different techniques to get momentum of the series.
The 4 samples are:
1) Raw difference between price and price some bars ago
2) Built-in "change" function
3) Built-in "mom" function
4) Jedi's momentum - difference between current and previous SMA multiplied by it's period
All results are identical.
So, we have two built-in functions that do the same thing: "change" and "mom". For brevity it is better to use "mom" when you need to get momentum of the series.
Good luck!

[RESEARCH] Rate of ChangeHello traders and developers!
I was wondering how built-in "roc" function in Pine is defined and calculated so I made a little research.
I examined 4 samples:
1) "roc" function itself
2) "roc" according to its description
3) price change ratio
4) price percent change ratio
The results of the first and fourth samples are identical.
So, TV built-in roc(source, length) = 100 * change(source, length) / source .
And it's description is incorrect.
If you didnt know it - now you know it.
Good luck!

Kendall Rank Correlation CoefficientKendall Rank Correlation Coefficient script.
This way to measure the ordinal association between two measured quantities described by Maurice Kendall (1938, Biometrika, 30 (1–2): 81–89, "A New Measure of Rank Correlation").
In this script I compare Kendall Coefficient and Pearson Coefficient (using built-in "correlation" function).

[RESEARCH] Custom Median vs Built-in MedianI compared custom median (using the sorting solution by @apozdnyakov) with built-in median (using percentile_nearest_rank function)
If you see the zero line this means the solutions give the same results.
The best results was achieved on the odd lengths.
Conclusions:
1) Do not try to reinvent the wheel.
2) Always check the Pine Script docs to find already implemented solutions.

[RESEARCH] Quasi White NoiseQuasi White Noise script.
An experimental approach to implement a white noise using Pine Script. Uses Connors RSI under the hood.
en.wikipedia.org

[RS]Study of sequence ratio V0counts N of sequences, N of bars, N of same open/close value, and N of sequences from 1 -> 10+ bar sequences in a direction up/down.

[RS]Temporal Fractal Flow Study V1EXPERIMENTAL: Study on Fractal Price Flow.
UPDATE: Cleaned up, added optional time frames(all), will need to go into options for setup, all settings are off by default.

[RS][ALPHA]Predictive Range Analysis V0this code is untested use at your own risk...
applying timed price change over the square to predict price expansion or contraction of the range, it is not predicting the future price only the range that is possible for the price to be in within a margin of error of possibility, with that said i think its very unlikely for price to fall outside the range, due to virtual constraint applied by the auto corrective/cyclical nature of price action.