相関係数 (CC)

alexjvale アップデート済 

Visually see how well a symbol tracks another's movements, without taking price deltas into account. For example, a 1% move on the index and a 5% move on the target will return a DCC value of 1. An index move of 0.5% on the index and a 10% move on the target will also return a DCC value of 1. The same happens for downward moves. The SMA value can be set to...

FX365_Thailand

Japanese below / 日本語説明は下記 This indicator shows Correlation Coefficient(CC) in table with two other ticker symbols. Strength of association is as per Pearson's Correlation Coefficient as follows. +0.75 ~ +1 : Strong positive correlation +0.5 ~ 0.75 : Moderate positive correlation +0.25 ~ 0.5 : Weak positive correlation 0 ~ 0.25 : Neglible correlation 0 ...

cheatcountry

The Spearman Rank Indicator was created by John Ehlers (Stocks and Commodities July 2020 pg 6) and this works well as a trend confirmation indicator. This is obviously his take on the Spearman Ranking Correlation and make sure to let me know what you think! Buy when the line turns green and sell when it turns red. Let me know if there are any other indicators you...

ZenAndTheArtOfTrading アップデート済 

This script calculates the covariance and correlation coefficient between two markets using arrays. Lookback: How many bars to perform the calculation on. Source: Price source to calculate the correlation on. Reference Market: The reference market to compare to the current market. It's a simple indicator, but very useful for determining how correlated your...

Rogulabo

2 indicators in 1. Included Indicators are: - Correlation Coefficient - RSI Basic usage of these indicators respectively are: - CC value of 1 represents a perfect correlation, while a value of -1 represents an inverted correlation. - RSI values above 70 is commonly overbought, whilst below 30 is oversold. Please recognize that these are simplified...

Rogulabo

3 indicators in 1. Included Indicators are: - Correlation Coefficient - RSI - Stochastics Basic usage of these indicators respectively are: - CC value of 1 represents a perfect correlation, while a value of -1 represents an inverted correlation. - RSI values above 70 is commonly overbought, whilst below 30 is oversold. - Stochastics for describing the momentum...

mortdiggiddy アップデート済 

I'm pleased to introduce this script in honor of the new array functions introduced to PineScript version 4.0. This update is a long time coming and opens the door to amazing scripting possibilities! Definition Named after Charles Spearman and denoted by the Greek letter ‘ ρ ’ (rho), the Spearman rank correlation coefficient is the nonparametric version of...

spectertrading アップデート済 

Meet our all-new Portfolio Manager The idea of such a tool was the lack of anything like that out there. Recently I've seen that the culture most common around the newcomers to trading has become extraordinarily scalping-like and much leaned on high-risk operations. Fundamental cornerstones of math and statistics that are keys to lasting networth growth have...

dgtrd Wizard アップデート済 

What is Probability? It is a measure for calculating the chances or the possibilities of the occurrence of a random event. In simple words, it calculates the chance of the favorable outcome amongst the entire possible outcomes. Mathematically, if you want to answer what is probability, it is defined as the ratio of the number of favorable events to the total...

cheatcountry アップデート済 

The Optimal Weighted Moving Average was created by Thomas Hutchinson and Peter G. Zhang, Ph.D. (Stocks & Commodities V. 11:12 (500-505)) and it is very similar to a classic weighted moving average but it uses the correlation between the input and the optimal weighted moving average output to use as the weights. Buy when the line turns green and sell when it turns...

Mango2Juice

In financial terms, 'correlation' is the numerical measure of the relationship between two variables (in this case, the variables are Forex pairs). The range of the correlation coefficient is between -1 and +1. A correlation of +1 indicates that two currency pairs will flow in the same direction. A correlation of -1 indicates that two currency pairs will move in...

xinolia

An indicator that only calculates and displays the correlation coefficient with bitfinex:BTCUSD close. By changing the settings, you can calculate any chart and correlation coefficient 0.7 to 1.0 There is a fairly strong positive correlation 0.4 to 0.7 Positive correlation 0.2 to 0.4 with a weak positive correlation －0.2 ～ 0 ～ 0.2 Little correlation -0.4 to -0.2...

ImmortalFreedom Wizard アップデート済 

This is my "Pine-based" correlation() function written in raw Pine Script. Other names applied to it are "Pearson Correlation", "Pearson's r", and one I can never remember being "Pearson Product-Moment Correlation Coefficient(PPMCC)". There is two basic ways to utilize this script. One is checking correlation with another asset such as the S&P 500 (provided as a...

cybernetwork アップデート済 

Correlation Coefficient (CC): with CC momentum and acceleration oscillators, and momentum-divergence indicator.

QuantNomad

It's a pretty simple indicator that allows you to calculate the stock's correlation directly in TradingView. You can use up to 5 symbols in this indicator. You can use any timeframe and limit date range for correlation calculation. It's a pro indicator, you can have access to it for a small fee. Link to my PRO indicators you can find in my signature. Will be...

rhawshemi アップデート済 

Correlation Coefficient Core Code from: www.tradingview.com This indicator Show Correlation between the Current Ticker & timeframe and a Customizable Ticker. After adding the indicator you can change the second ticker in the settings. The Correlation Coeff is between -1 to 1 which 1 means 100% correlation and -1 means -100% correlation ( Inverse...

Noldo

This script was written to calculate the correlation coefficient (Adjusted R-Squared) for one dependent and two independent variables.(3-way) Pearson correlation method was used with exponential moving averages as the correlation calculation method. Use your source ( i use "close" generally ) as the dependent variable. Inspired by this article :...

alexgrover Wizard

Introduction The correlation oscillator is a technical indicator that measure the linear relationship between the market closing price and a simple increasing line, the indicator is in a (-1,1) range and rise when price is up-trending and fall when price is down-trending. Another characteristic of the indicator is its inherent smoothing which provide a noise...