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.
TL;DR
This script doesn't provide any buy/sell signals.
This script won't make you profitable implicitly.
This script is intended for utility function testing, library testing, custom assertions.
It is free and open-source.
Introduction
About the idea: is not exclusive, programmers tend to use this method a lot and for a long time.
The point is to...
EXPERIMENTAL:
Forecasting using a polynomial regression over the estimates of multiple linear regression forecasts.
note: on low data the estimates are skewd away of initial value, i added the i_min_estimate option in to try curve this issue with limited success "o_o.
this 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...
Experimental:
The Gramian Angular Field is usually used in machine learning for machine vision, it allows the encoding of data as a visual queue / matrix.
This indicator plots a cointegration matrix for pairings of most major stock indices. The matrix is populated with ADF t-stats (from an ADF-test with 1 lag). An ADF-test (Augmented Dickey-Fuller test) tests the null hypothesis that an AR process has a unit root. If rejected, the alternative hypothesis is usually that the AR process is either stationary or...
This indicator plots a cointegration matrix for pairings of all 28 major forex pairs. The matrix is populated with ADF t-stats (from an ADF-test with 1 lag). An ADF-test (Augmented Dickey-Fuller test) tests the null hypothesis that an AR process has a unit root. If rejected, the alternative hypothesis is usually that the AR process is either stationary or...
Releasing this test script for PVT ratios using sub-interval harmonics at a 1D, 4H, 1H, 45M, 15M and 5M level.
It basically takes the PVT values for a rolling periodic interval and gets the (avg - min)/max for that interval (the ratio).
Then it colors it based on the subinterval next to it. Just think of it as rolling Ichimoku clouds, but in real-time using...
Inspired by @bitmexstorm study Volatility-calibrated ATR
This study features two different ATR trail derivative concepts-Default one is called- "Silicone", and the alternative is called- "Mercurial. To decrease confusion during backtesting, trails plots with distinct color palette.
Options include the ability to apply a smoothening filter that affects both...
![LTCUSDT: [UTILS] Unit Testing Framework](https://s3.tradingview.com/q/q45dulJC_mid.png "[UTILS] Unit Testing Framework")
![EURUSD: [RS][ALPHA]Predictive Range Analysis V0](https://s3.tradingview.com/l/lbHSAbnV_mid.png "[RS][ALPHA]Predictive Range Analysis V0")
