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Correlation

Adaptive Trend Cipher loxx]Adaptive Trend Cipher Highly experimental! Features: -Implements 5 different Dominant Adaptive Cycle Measures to determine optimal inputs for correlation functions. These cycle calculations include the following: ** * Ehler's Autocorrelation Dominant Cycle * Ehler's Instantaneous Dominant Cycle * Ehler's Band-pass Dominant Cycle * Ehler's Hilbert Period Dominant Cycle * Ehler's Dual Differentiator Dominant Cycle **additional cycle measures to be added in future releases -Uses price to time correlation with look-back periods determined by the dominant cycle measures -Allows users to manipulate the range of Dominant Cycle inputs, also allows the user to change the size % of the the output Dominant cycle to be used to determine correlation lengths -Bars are colored according to correlation extremes. Green bars are uptrend, Red bars are downtrend; Yellow bars are high correlation, Fuchsia bars are low correlation Uses -Trend cipher is a novel approach to teasing out macro trends in the market. This version is geared to be used on the daily time frame only -Reversals at yellow and fuchsia bars when they appear, it shows price exhaustion using Warning: This may not work on certain assets due to the high processing power required to calculate cycle dominance. This also uses a custom correlation function since the data being input intot he correlation function is not constant but variable based on cycle dominance at every bar. To correct this in most circumstances you must change the max_bars_back constant in the indicator method call If you use parts of the code, please let me know, I would love to hear what you do with it. Happy trading!
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loxx tarafından
2
Delta Agnostic Correlation CoefficientVisually 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 smooth the curve. A larger value creates a smoother curve.
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alexjvale tarafından
Racer Correlation [racer8]This indicator gauges correlation between 2 markets using my own method I invented. It is far superior to the correlation coefficient in that it maintains steady correlation values, meaning less false signals regarding correlation. Yet, the indicator's calculation is very simple in fact... It simply calculates the percentage of moves in the same direction as the other market. So if MSFT moved in the same direction as SPX 80% of the time, then the indicator would show you a value of 80. Unlike correlation coefficient, you can calculate exactly how many of MSFT's bars moved in the same direction as SPX's bars. Everytime MSFT moves in the same direction as SPX, it is included in the percentage of positively correlated moves. Closing prices are used solely in the indicator's calculations. All indicator values represent a percentage. Also, I recommend a length of at least 100 periods. Values between 0% and 25% indicate strong negative correlation. (bright red) Values between 25% and 33% indicate moderate negative correlation. (red) Values between 33% and 50% indicate weak negative correlation. (dark red) Values between 50% and 67% indicate weak positive correlation. (dark green) Values between 67% and 75% indicate moderate positive correlation. (green) Values between 75% and 100% indicate strong positive correlation. (bright green)........Enjoy :)
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racer8 tarafından
4
Correlation Mandate for Relational AnalysisThis indicator is engineered to make relational analysis much easier. If you used another window for each symbol, you would have to resize them all one by one. You don't need another timescale. There are three modes: ► Independent - selected symbol candles are colored on their own. ► Correlational - selected symbol candles are colored depending on their relation to the chart symbol. If it is correlational, 1st color is chosen (both have Close higher than Open). 2nd color will be used for the opposite. ► Anti-Correlational - the opposite of Correlational To display my indicator, I chose USDCAD and Oil. Canada has the second-largest oil reserves in the world and naturally, they are their neighbor's supplier. If the oil price goes up, USDCAD should be tanking, unless a different major influence(s) happen to be stronger at a time. Good luck!
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OrcChieftain tarafından
Correlation Coefficient(CC) DashboardJapanese 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 : No correlation -0.25 ~ 0 : Neglible correlation -0.5 ~ 0.25 : Weak negative correlation -0.5 ~ -0.75 : Moderate negative correlation -0.75 ~ -1 : Strong negative correlation When you want to analyze CC with multiple assets and/or do not want to disturb sub window. Example1 : CC between gold and U.S. 10 year government bond yield and dollar index. It is easier to grasp with which gold has currently more association in price movement. In the chart below, we can tell that U.S. 10 year government bond yield has stronger correlation. Example2: CC between USDJPY and Yen crosses. If correlation is strong, it indicates that Japanese Yen dominates the movement over the pairs. ---------------------- 二つの異なるティッカーコードとの相関係数を表形式でメインチャートに表示することのできるインジケーターです。 相関の強さの評価はピアソンの相関係数の通りです。 +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 : No correlation -0.25 ~ 0 : Neglible correlation -0.5 ~ 0.25 : Weak negative correlation -0.5 ~ -0.75 : Moderate negative correlation -0.75 ~ -1 : Strong negative correlation 複数の資産や銘柄との相関を同時に確認したい時、オシレーター欄を増やしたくない場合にどうぞ。 例1 : ゴールドと米国債10年利回りとドルインデックスの相関を同時に把握。現在はどちらと連動して動きやすいかの目安にできる。 以下の例では、利回りとの強い逆相関が働いていることが確認できる。 例2 : ドル円とクロス円の動きの相関を確認。相関が強ければ円が主導で動いていることが推測できる。
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FX365_Thailand tarafından
1
Correlative volume sum CTEHello colleagues, How much importance do you give to the volume traded in the candles to support your investments? And if it is important, you analyze the volume of the candle in the assets or correlated pairs to be certain if it is a volume of only that broker or of several? I would like to share and collaborate with a tool that can help to see the expanded volume, appending the accumulation of the volume traded from up to 3 brokers or exchanges. I hope this tool is helpful and allows you to make your investments with greater security. Many times we focus and analyze a single graph, discarding very relevant details present in the correlative graphs, such as the volume between them. A good way to complement your strategy is to wait for a volume reaction in the historical volume candlestick zones. I am happy to be part of this community and I hope that my presence in it will be of help, greetings to all.
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CuerpoTiempoEspacio tarafından
1
MTF C Strategy A The Pearson coefficient is a type of correlation coefficient that represents the relationship between two variables that are measured on the same interval or ratio scale. It's a measure of the strength of the association between two continuous variables. This script allows you to choose one or more sources as a curve, if several sources are chosen, their average is taken into account in an EMA or SMA of your choice. It is possible to have the average of all the curves and to add one or more other curves for an influence on the calculated average. Then, on the basis of this curve a correlation is calculated from 8 time ranges which give 4 curves, it is on this basis that the conditions of entries in the trade and / or exits are based with the possibility of adding an RSI condition. For some entries, it is possible to try the symmetrically opposite condition, ie the one that is used in shorts. To make entry short work, you must activate an exit short option. However, exit conditions are more flexible than entry conditions because they allow the inverse entry condition used and / or to use statistical indices such as CCI / RSI / ROC / BB as exit condition independently or combined way. It should be noted that if a condition among those chosen is executed substantially first, it will predominate over the others (same for long / short entries). In addition, it is possible to choose a stop loss as an exit condition, however, it is not possible to combine the other exit conditions with the stoploss at the same time. Credits to adolgov for the base of the stoploss script part. You can combine several curves, just as it is possible to combine several types of trade entries / exits. The strategy uses 100% of equity, it has not been configured in such a way that there is an order pyramid and the closings are done on a total equity basis. You can configure a daily session interval, a limit of the number of daily trades, a limit of drawdown. You can add comments for each execution of an opening / closing order respectively to the direction (long or short). Each step of the configuration has a tip, a button that must be hovered over in order to have the information relating to the configuration.
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FriedChickenWing tarafından
Crypto swing correlation RSI and SMAThis is a crypto swing strategy, designed for long term periods and correlated pairs with crypto market total(or other coins used as correlation, however I recommend total of crypto or btc) Its components are: RSI with a very length Correlation candles SMA 9 Rules for entry: For long : RSI is above 51 level and going higher and close of the candle is above the SMA For short :RSI is below 49 and going lower and close of the candle is below the SMA Rules for exit: We exit when we encountered an opposite condition than the entry one, or based on take profit/stop loss levels. If you have any questions let me know !
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exlux tarafından
4
Coppock Curve Correlation MTF & Slopes - Long Strategy- This strategy is based on the Coppock Curve Correlation MTF & Slopes tool - Condition for entry is very simple : -> If the correlation of 8 timeframes expressed by 4 curves reaches 1 or -1 -> and the Coppock curve and the Coppock Slope (on 3 periodes back) are rising => then entry. (You can also visually look at : orange/yellow dot on the slope wave and green flag). - There's the possibility to trail stop loss and multiple take profit levels. - Back testing period setting. - I've added the possibility to extend the lookback period of the correlation for the curves. - Results could be interesting with a well managed trailing stop loss / take profit and trading on higher time frames. Market spot - ADA/USDT Timeframe = 3min
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FriedChickenWing tarafından
3
Coppock Curve Correlation between MTF & SlopesMy first tool ! 1. The waves shows the slope of the curve. The front one = 3 periods, back one = 2 periods, difference = white area. 2. The moving lines shows the curve correlation between 2x 2 time frames (adjustable on the settings) on 2 periods lookback. 2.1 Theres few regions of high correlation, lines are at (absolute values) 0.5, 0.75, 1 3. On the top there's the Coppock curve -> if falling since 1 period = red, else green. 4. Diamonds shows : if correlation is in the strong correlation area and slope is falling or rising : red or green diamond. This tool could be interesting to have an idea if there's strong correlation between timeframes instead of watching 4-5 different timeframes !
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FriedChickenWing tarafından
1
RSI CCI Correlating Oscillator (RCCO) by empowerTRCCO is pronounced "ree-koh" or "rico". The RCCO is simply the plot of the values of both the RSI and CCI added together. The RCCO makes some adjustments though, so that both the RSI and the CCI will fit correctly on the same scale - and so that these adjustments for scale allow reversals to be detected at crossings. When the CCI crosses from underneath to up above the RSI, this is usually a bullish reversal. Alternatively, when the CCI crosses from above to back under the RSI, that usually signals a bearish trend. Look for the widest swings you can find to ensure good momentum. The larger the volume, the clearer and more decisive the trends. Low volume will lead to ranging and lazy momentum. High volume will create clear and forceful trends. The lowest negative RCCO in a timeframe, and then add some high volume... and you have yourself a good setup for a successful trade. Because the RSI and CCI are adjusted, you may not recognize their values from having used the respective indicators on their own. The RSI and CCI values are less important. What matters with this indicator are the crossings and the RCCO value. The RCCO value should be negative, preferably, a deeply negative value. Look at the historical chart for the target per your selected timeframe and decide what values work for you. I hope you enjoy the RCCO and that it can help you become a little más RICO!
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empowerZ tarafından
8
BTC Sentiment analysis RSI 2xEMAThis is a CRYPTO correlation strategy, which is using BTC sentiment with BITFINEX long and short ratios. WIth them we are making from one side 2 RSI, one for long and another for short. And from another side, we are going to make multiple EMA's, using the ratios for long and short. Rules for entry For this scenario I created a long only strategy. The long entry condition is : we have a crossover of the rsi long ratio with rsi short ratio and long ratio from BITFINEX is above the long EMA and short ratio from BITFINEX is below short EMA. We exit when we get the opposite condition, in this case we have a crossunder of the rsi long ratio with rsi short ratio and long ratio from BITFINEX is below the long EMA and short ratio from BITFINEX is above short EMA. If you have any questions, let me know !
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exlux tarafından
BTC Candle Correlation Strategy This is a special strategy adapted for crypto market, which instead of using the current chart candles, we use inside calculation a candle from different charts. For best usage I recommend a big timeframe like 1-4h+. In this case we take the high, low, open and close candles from different brokers for BTC, and with it we form up the candle that we are going to use for the logic of entry. At the same time we are going to create an upper and lower bands using a moving average and the difference between high and low. So in a way to put it, if BTC triggers a sell or buy order, we input instead these orders on the current chart, like in this example with ETH. Rules for entry For long : if we have a crossover of the btc source value with the upper band . For short: if we have a crossunder of the btc source vale with the lower band. For exit, we do it when we receive a different signal than the initial one. This strategy does not have any other risk management inside, so use it with caution. If you have any other questions, let me know !
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exlux tarafından
7
Ehlers AutoCorrelation Indicator [CC]The AutoCorrelation Indicator was created by John Ehlers (Cycle Analytics pgs 94-98) and this can be viewed as both a momentum indicator and a trend indicator. This was his basis for several other indicators that he created which I will be publishing soon but essentially as this indicator goes up then the stock is in an uptrend and also has upward momentum. You will notice that this indicator starts to go down even during an uptrend showing that the underlying trend is going to have an upcoming reversal. He also warns that the halfway mark is a possible reversal point so keep an eye out for that. Generally speaking a good signal is to enter a long position when the indicator is under the midline and is starting to go up (or when the line is green) and to exit the position when the indicator goes over the midline. I have included strong buy and sell signals in addition to normal ones so darker colors mean strong signals and lighter colors mean normal signals. Let me know if there are any other indicators you would like me to publish!
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cheatcountry tarafından
Comparison CandlesPretty simple. Pick a security and it plots candlesticks to compare it to the current chart. So if looking at CAKEBTC and comparing to UNIBTC, you get CAKEUNI. Beats the hell out of plotting multiple plots and trying to compare them. No longer is your scale based on where your zoom starts. Also allows you to draw oscillators from the plots. Shown is my Uber RSI plotted on the comparison candles close on CAKEUNI (binance both). No longer struggle to chart against messed up uniswap charts because your exchange of choice isn't listed on tradingview. No longer struggle to chart ethereum pairs that don't exist on any of the exchanges supported officially by Tradingview charting. "You just win."
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burgercrisis tarafından