Library "math" It's a library of discrete aproximations of a price or Series float it uses Fourier Discrete transform, Laplace Discrete Original and Modified transform and Euler's Theoreum for Homogenus White noice operations. Calling functions without source value it automatically take close as the default source value. Here is a picture of Laplace and...
Alpha Trading - Pseudo Laplace Z Score Slowly, very slowly a lot of quant and statistical methods have diffused the world of traditional technical analysis with the world of real math - VEPS (Volatility, Entropy, Probability and Statistics). ‘Alpha Trading' is showing the world how VEPS can show the best probabilities of success with your trading journey. We...
A probability cone is an indicator that forecasts a statistical distribution from a set point in time into the future. Features Forecast a Standard or Laplace distribution. Change the how many bars the cones will lookback and sample in their calculations. Set how many bars to forecast the cones. Let the cones follow price from a set number of bars back. ...