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,...
This indicator is meant to show the Velocity (1st order derivative), Acceleration (2nd order derivative), Jerk (3rd order derivative), Snap (4th order derivative), Crackle (5th order derivative), & Pop (6th order derivative) of price. The values at the top of the indicator window are in this order from left to right. I don't particularly know how this would be...
In this script we take all of the prime numbers up to 100 and plot them as olive lines and then consider the distance between two adjacent plots and color code these distances with the fill function. This allows us to find higher and lower prime gaps allowing us to make much more informed decisions on our risk reward for a given trade and the levels where we...
A super simple yet elegant indicator, "ALMA Physics" calculates the derivatives of the Arnaud Legoux Moving Average (ALMA) with respect to Time. Both the ALMA parameters and the time variable can be modified in the indicator's settings.
Blue - ALMA Velocity (dALMA / dt)
Magenta - ALMA Acceleration (d_Velocity / dt)
White - ALMA Jerk...
This tool is a quantitative tip for analysts who study volumes or create volume based trading strategies.
Like all our projects, we start with a statistical logic to which we add coding logic.
This indicator can save a huge amount of time in calculating the variation of volume between sessions .
How it work
The indicator calculates the difference between...
Statistical Correlation Algorithm - The Quant Science™ is a quantitative trading algorithm.
This algorithm analyses the correlation ratios between two assets. The main asset (on the chart), and the secondary asset (set by the user). Then apply the long or short trading strategy.
The algorithm divides trading work into three parts:
Yield 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....
Ethereum 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
We at Algorex have developed a Non-Repaint indicator to identify tops and bottoms. It uses a pattern found in historical tops and bottoms. We found this pattern through quantitative research and trial and error.
The pattern is simple yet effective. It follows a fibonacci like sequence and only uses OHLC values. We don’t use any trend...
💸 Divergence Finder v1.0 by Cryptothythms
This indicator is meant as a quantitative look at divergences. Special thanks to RicardoSantos (legend!) for his divergence detection script which was used as a basis to construct this.
Lime Green = Regular Bullish Divergence
Dark Green = Hidden Bullish Divergence
Red = Regular Bearish...
Works extremely well with many stocks.
This strategy was tested on all components of the Dow since 1987. It averaged 22% a year. Slippage and commission were accounted for. 70% of the trades were profitable. The average maximum drawdown was around 15%.
This strategy has also been tested against random. The results indicate that this strategy's results are not...
The indicator QQE, is an interesting tool based on a Relative Strength Index (RSI). While the original RSI is often used as a pointer for overbought or oversold market phases, the QQE provides additional information. Use the QQE to display trend direction and trend strength .
For me this is one of the most important indicator for Trend Following.