Get started

Quant

[EDU] Close Open Estimation Signals (COE Signals)EN: Close Open Estimation ( aka COE ) is a very simple swing-trading indicator based on even simpler idea. This indicator is from my educational series, which means that I just want to share with another way to look at the market in order to broaden your knowledge . Idea : Let's take n previous bars and make a sum a of close - open -values of each bar. Knowledgeable of you may already see the similarity to RSI calculation idea . Now let's plot this sum and see what we have now. We can see, that whenever COE crosses over 0-level, uptrend begins, and if COE crosses under 0-level, downtrend begins. The speed of such signals can be adjusted by changing lookback period: the lower the lookback, the faster signals you get, but high-quality ones can be obtained only via not-so-fast lookback as when the market is consolidating or volatility is to high, there can be many garbage signals, like 95+% of other indicators have. Let's explore more and calculate volatility of COE(v_coe in the code): current COE - previous CEO . Now it appears that when v_coe crosses over 0-level, it's a signal, that this is a new low and soon the uptrend will follow. Analogically for crossing under 0-level . I guess now you understood what these all are about: COE crossings show global trend signals , while Volatility COE ( v_coe or VCOE ) crossings show reversal points . For signals I further calculated volatility of VCOE(VVCOE) and then volatility of VVCOE(VVVCOE). Why? Because for me they seem to be more accurate, but you are welcome to experiment and figure best setups for yourself and by yourself, I just share my opinion and experience . COE can be helpful only in high liquidity markets with good trend or wide sideways . If you want to experiment with COE, just copy the code and play with it. Curious of you will probably find it helpful eventhough the idea is way too simple. By it's perfomance COE can probably beat QQE at open price settings. (use open of the price at indicator to get zero repaint! ) Examples : If you any questions, feel free to DM me or leave comments. Good luck and take your profits! - Fyodor Tarasenko RU: Close Open Estimation ( aka COE ) — это очень простой индикатор свинг-трейдинга, основанный на еще более простой идее. Этот индикатор из моей образовательной серии, а это значит, что я просто хочу поделиться с другим взглядом на рынок , чтобы расширить ваши знания . Идея : Возьмем n предыдущих баров и составим сумму a из close - open -значений каждого бара. Знающие люди могут уже заметить сходство с идеей расчета RSI . Теперь давайте построим эту сумму и посмотрим, что у нас сейчас есть. Мы видим, что всякий раз, когда COE пересекает выше 0-уровня, начинается восходящий тренд , а если COE пересекает ниже 0-уровня, начинается нисходящий тренд. Скорость таких сигналов можно регулировать изменением ретроспективы: чем меньше ретроспектива, тем быстрее вы получаете сигналы, но качественные можно получить только через не- такой быстрый взгляд назад, как когда рынок консолидируется или волатильность слишком высока, может быть много мусорных сигналов, как у 95+% других индикаторов. Давайте рассмотрим больше и рассчитаем волатильность COE(v_coe в коде): текущий COE - предыдущий CEO . Теперь кажется, что когда v_coe пересекает уровень 0, это сигнал о том, что это новый минимум и вскоре последует восходящий тренд . Аналогично для пересечения под 0-уровнем . Думаю, теперь вы поняли, о чем все это: COE пересечения показывают глобальные сигналы тренда , а пересечения Volatility COE ( v_coe или VCOE ) показывают точки разворота . Для сигналов я дополнительно рассчитал волатильность VCOE(VVCOE), а затем волатильность VVCOE(VVVCOE). Почему? Потому что для меня они кажутся более точными, но вы можете поэкспериментировать и подобрать оптимальные настройки для себя и для себя, я просто делюсь своим мнением и опытом . COE может быть полезен только на рынках с высокой ликвидностью и хорошим трендом или широким боковиком . Если вы хотите поэкспериментировать с COE, просто скопируйте код и поэкспериментируйте с ним. Любознательные из вас, вероятно, сочтут это полезным, хотя идея слишком проста. По своей результативности СОЕ может составить конкуренцию широко известному QQE, используя open цены. (используйте open цены на индикаторе, чтобы получить нулевую перерисовку! ) Примеры : Если у вас есть вопросы, пишите мне в личные сообщения или оставляйте комментарии. Удачи и профита всем! - Федор Тарасенко
Pine Script® indicator
by tarasenko_
1
Probabilistic Analysis Table - The Quant ScienceProbabilistic Analysis Table - The Quant Science ™ is the quantitative table measuring the probability of price changes and quantifies the ratio of sessions for three different assets. This table measures the ratios of bull and bear events and measures the probability of each event through data generated automatically by the algorithm. The data are calculated for three different assets: 1. Main asset: set on the chart. 2. Second asset: set by user interface. 3. Third asset: set by the user interface. The timeframe is set by the chart and is the same for all three assets. You can change the timeframes directly from the chart. The user can add tickers and adjust the analysis period directly from the user interface. The user can edit the percentage changes and the values to be analyzed for each asset, directly from the user interface. TABLE DESCRIPTION 1. Total global trade session: are the total number of bars for each asset. 2. Total positive trade session: are the number of positive bars for each asset. 3. Probability positive trade session: is the ratio of total sessions to positive sessions. 4. Total negative trade session: are the number of negative bars for each asset. 5. Probability negative trade session: is the ratio of total sessions to negative sessions. 6. Positive trade session 0.50%: are the number of positive bars greater than 0.50% for each asset. 7. Probability positive trade session 0.50%: is the ratio of total sessions to positive sessions with increases greater than 0.50% (this value is set by default, you can change it from the user interface). 8. Negative trade session -0.50%: are the number of negative bars smaller than -0.50% for each asset. 9. Probability negative trade session -0.50%: is the ratio of total sessions to negative sessions with declines less than -0.50% (this value is set by default, you can change it from the user interface). 10. Positive trade session 1%: are the number of positive bars greater than 1% for each asset. 11. Probability positive trade session 1%: is the ratio of total sessions to positive sessions with increases greater than 1% (this value is set by default, you can change it from the user interface). 12. Negative trade session -1%: are the number of negative bars less than -1% for each asset. 13. Probability negative trade session -1%: is the ratio of total sessions to negative sessions with declines less than -1% (this value is set by default, you can change it from the user interface). This table was created for traders and quantitative investors who need to quickly analyze session ratios and probabilities.
Pine Script® strategy
by thequantscience
Yield Trend Indicator - The Quant ScienceYield Trend Indicator - The Quant Science™ is a quantitative indicator representing percentage yields and average percentage yields of three different assets. Percentage yields are fundamental data for all quantitative analysts. This indicator was created to offer immediate calculations and represent them through an indicator consisting of lines and columns. The columns represent the percentage yield of the current timeframe, for each asset. The lines represent the average percentage yield, of the current timeframe, for each asset. The user easily adds tickers from the user interface and the algorithm will automatically create the quantitative data of the chosen assets. The blue refers to the main asset, the main set on the chart. The yellow refers to the second asset, added by the user interface. The red refers to the third asset, added by the user interface. The timeframe is for all assets the one set to the chart, if you use a chart with timeframe D, all data is processed on this timeframe. You can use this indicator on all timeframes without any restrictions. The user can change the type of formula for calculating the average yield easily via the user interface. This software includes the following formulas: 1. SMA (Simple Moving Average) 2. EMA (Exponential Moving Average) 3. WMA (Weighted Moving Average) 4. VWMA (Volume Weighted Moving Average) The user can customize the indicator easily through the user interface, changing colours and many other parameters to represent the data on the chart.
Pine Script® indicator
by thequantscience
Ethereum OnChain Data Indicator - The Quant ScienceEthereum On Chain Data Indicator - The Quant Science™ is a quantitative indicator created for mid-long term analysis. The indicator uses quantitative statistics to recreate a model that represents the most important data from the on-chain analysis for the Ethereum blockchain. The on-chain data used to create this model are: 1. Total weekly transactions 2. Total monthly transactions 3. Frequency of transactions per second on a daily scale 4. Frequency of transactions per second on a weekly scale 5. Amount of Ethereum burned on a daily scale 6. Amount of Ethereum burned on a weekly scale 7. Volume of short positions on a daily scale 8. Volume of short positions on a weekly scale 9. Volume of short positions more/less than average on a daily scale 10. Volume of short positions more/less than average on a weekly scale All these data were extrapolated and manipulated using the mean and standard deviation. The end result is a powerful tool that enables mid-long term investors and traders to analyze on-chain data through quantitative analysis. FEATURES The blue color area refers to the average change in data on a weekly scale. The light blue colored area indicates the monthly changes in the data. It is interesting to observe the correlation relationship between price and times when short-run data increases compared to long-run data and vice versa. The more intense purple histograms refer to the standard deviation of the mean change in data on an annual scale. Histograms of less intense purple color refer to the standard deviation of the mean variation of data on a monthly scale. It is interesting to observe the ratio of the standard deviation between two different time periods. This indicator can be used to perform statistical comparative analysis for manual and mid-long term investments. It can also be used to create auto trading strategies when used and integrated within an algorithm. On-chain data are updated every 24 hours, so the timeframes to be used for analysis with this indicator are: D, 4H, 1H.
Pine Script® indicator
by thequantscience
1
SIVE 1.0 [Soldi]SIVE 1.0 What is SIVE? SIVE stands for Systematic Institutional Volatility Expansion, SIVE uses a variety of different statistical indicators to gauge volatility along with trend correlation and other measures to filter and define a price move. This system was originally set out to redefine what a 'Trend Following System' could be; we achieved more than just that. We had created what is considered to be one of the first retail quantitative trading system, that incorporates trend following mechanics as well as trend reversal techniques. All while being aligned/correlated to trend and volatility . Something truly powerful to put into the hands of the every day trader, demystifying what quant trading can be while easily presenting it in a way where even your mom could learn how to use the system without being overwhelmed. What makes this different from any other trading system? SIVE raises the bar on what traditional indicators and trading systems can do, traditionally you have lagging indicators that only tell you what happened in the past with no correlation to the market or what can happen in the future. Really providing little to no statistical value, yet completely idolized by the retail world. Where SIVE exceeds these systems is all in the math and the application of those formulas to the time/price, finding the synchronicities to exploit for profits as well as exploiting the high probabilities of non-random events. How we do it? well that's in the secret crabby patty formula. Where we are now, and where we plan to go SIVE as it stands right now is the very first iteration of the retail quantitative trading system, it is performing exceptionally well but we aren't take that as our standard as we want to always raise the bar. as it stands, we are already working on the updates to come that will dwarf anything we've done in the past. Our goal with SIVE is to be able to provide an easy to learn and easy to profit trading system that will provide the retail public with a trust worthy system to use. In the future our updates will carry heavier weight on key aspects like Risk to Reward, Win rates and capturing those big parabolic movements that everyone dreams of. Far fetched? for the traditional indicator junkies, but for a Quant it is just a matter of time. What does it perform best on? Simply put, yes... We set out to create this to be used for any trading instrument and any timeframe. Intraday timeframes have been shown to give more trades and typically higher reward trades as your able to execute with a high degree of accuracy 1:2 is very modest and can easily be achieved but we have also seen so so many trades run higher than 1:10 and even 1:20!! but as you already may know the market doesn't always give those favorable conditions to trade that high of a Risk to Reward all the time. Stocks, Crypto, Forex, Metals, Energies, Indices, etc. are all tradeable with SIVE
Pine Script® indicator
by MyFundedFX
2
Precision Price Channel [AstrideUnicorn]Precision Price Channel (PPC) is a channel indicator based on advanced Kalman filtering. As one can see, the PPC channel is very narrow, but the price stays inside it with a very high probability. It is a precise model that shows the bounds for price swings in trending or ranging markets. The indicator helps to determine optimal prices to enter a long or short trade. One can also use it for mean reversion trading when the market is in a range regime, just like other channel indicators. How to use The trader can use PPC in pair with their trading system to find the best price to enter a long or short trade suggested by their strategy. For example, if you feel bullish about a market, you can enter a long position at the moment when the price crosses the bottom PPC line and leaves the channel. A green circle arrives below this candle, indicating the best price for a long trade. Such entry points ensure that you “buy very low” if the market will surge eventually. If the trader thinks that the price of an asset is to decrease, they can wait for the indicator to show the best price for a short trade. The best moment to enter a sell position is when a candle breaks out of the PPC channel through the upper line. A red circle will show above such a candle. In this use case, one should look at the red and green circles not as at signals that forecast the market will go up or down but real-time signals showing that now it is the best price to enter a long or short trade. One can also use the PPC indicator to get entry signals. If the market is in a range regime, the red and green circles give mean-reversion signals for short-term trades inside the range. The price crossing the blue middle line can serve as a signal to enter a trend. The PPC indicator is auto-adjustable and does not have any user settings.
Pine Script® indicator
by AstrideUnicorn
7
Reticulata Enhanced - StrategyThis script is the backtesting for Reticulata Enhanced. Building on our core script - Reticulata, the enhanced version features several requested extras to give you more flexibility with your trading style. What is Reticulata Enhanced? The Reticulata core leverages a blend of MA/RSI strategies mixed with the Bull Bear Bots optimised logic for risk management. This enhanced version takes it a step further with additional risk management features: Trailing Stop Fixed Stop Fixed Stop, but move at TP Trend confirmation Usage Using the indicator is as simple as: 1. Select the strategy, or combination of strategies you want to use 2. If desired, select one or more of the available trend filters 3. Adjust your stop options 4. Review backtest results Markets Like the core, the enhanced algo also supports a range of markets and timeframes, including the majors (EURUSD, etc...) in Forex and a variety of Cryptocurrencies including Bitcoin (BTC/XBT etc...). All of our scripts are designed for manual traders but are ready to use with automated trading bots.
Pine Script® strategy
by UnknownUnicorn2092536
2