OPEN-SOURCE SCRIPT
Anomaly Detector
Price Anomaly Detector
This is a script designed to identify unusual price movements. By analyzing deviations from typical price behavior, this tool helps traders spot potential trading opportunities and manage risks effectively.
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Features
- Anomaly Detection: Flags price points that significantly deviate from the average.
- Visual Indicators: Highlights anomalies with background colors and cross markers.
- Customizable Settings: Adjust sensitivity and window size to match your trading strategy.
- Real-Time Analysis: Continuously updates anomaly signals as new data is received.
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Usage
After adding the indicator to your chart:
1. View Anomalies: Red backgrounds and cross markers indicate detected anomalies.
2. Adjust Settings: Modify the `StdDev Threshold` and `Window Length` to change detection sensitivity.
3. Interpret Signals:
- Red Background: Anomaly detected on that bar.
- Red Cross: Specific point of anomaly.
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Inputs
- StdDev Threshold: Higher values reduce anomaly sensitivity. Default: 2.0.
- Window Length: Larger windows smooth data, reducing false positives. Default: 20.
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Limitations
- Approximation Method: Uses a simple method to detect anomalies, which may not capture all types of unusual price movements.
- Performance: Extremely large window sizes may impact script performance.
- Segment Detection: Does not group consecutive anomalies into segments.
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Disclaimer: This tool is for educational purposes only. Trading involves risk, and you should perform your own analysis before making decisions. The author is not liable for any losses incurred.
This is a script designed to identify unusual price movements. By analyzing deviations from typical price behavior, this tool helps traders spot potential trading opportunities and manage risks effectively.
---
Features
- Anomaly Detection: Flags price points that significantly deviate from the average.
- Visual Indicators: Highlights anomalies with background colors and cross markers.
- Customizable Settings: Adjust sensitivity and window size to match your trading strategy.
- Real-Time Analysis: Continuously updates anomaly signals as new data is received.
---
Usage
After adding the indicator to your chart:
1. View Anomalies: Red backgrounds and cross markers indicate detected anomalies.
2. Adjust Settings: Modify the `StdDev Threshold` and `Window Length` to change detection sensitivity.
3. Interpret Signals:
- Red Background: Anomaly detected on that bar.
- Red Cross: Specific point of anomaly.
---
Inputs
- StdDev Threshold: Higher values reduce anomaly sensitivity. Default: 2.0.
- Window Length: Larger windows smooth data, reducing false positives. Default: 20.
---
Limitations
- Approximation Method: Uses a simple method to detect anomalies, which may not capture all types of unusual price movements.
- Performance: Extremely large window sizes may impact script performance.
- Segment Detection: Does not group consecutive anomalies into segments.
---
Disclaimer: This tool is for educational purposes only. Trading involves risk, and you should perform your own analysis before making decisions. The author is not liable for any losses incurred.
Script open-source
In pieno spirito TradingView, l'autore di questo script lo ha pubblicato open-source, in modo che i trader possano comprenderlo e verificarlo. Un saluto all'autore! È possibile utilizzarlo gratuitamente, ma il riutilizzo di questo codice in una pubblicazione è regolato dal nostro Regolamento. Per aggiungerlo al grafico, mettilo tra i preferiti.
Vuoi usare questo script sui tuoi grafici?
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.