- Grafico
- Trade
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- Criptovalute
- Valute
- Azioni
- Calendario utili
- Screener azioni
- A elevata capitalizzazione
- Maggiori rialzi
- Maggiori ribassi
- Più attive
- Più volatili
- Ipercomprato
- Ipervenduto
- Massimo storico
- Minimo storico
- Alti dividendi
- Settore e industria

JUVENTUS FC, UNICREDIT, INTESA SANPAOLO, ENI, Apple, Advanced Micro Devices Inc

- Indici
FTSE MIB, Euro Stoxx 50, Indice DAX, UK 100, S&P 500, Nasdaq Composite

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Petrolio Brent, Petrolio greggio, Oro, Argento, Gas naturale, Bitcoin

- Obbligazioni
Italia 10Y, Euro Bund, Germania 10Y, Francia 10Y, UK 10Y, US 10Y

- Screener
- Comunità
- Altro

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...

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This indicator shows the Pearson correlation coefficient between different periods of one financial instrument. Two dates are set, which are the starting points of two series, between which the correlation coefficient is calculated. The correlation period is taken from the difference of the current date from the second reference point. The indicator is designed to...

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Pretty 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...

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Pearson correlation coefficient measures the linear correlation between two variables. It has a value between +1 and −1, where 1 is total positive linear correlation, 0 is no linear correlation and −1 is total negative linear correlation. It’s often denoted by r for sample correlation and ρ for population correlation. Note: Pearson Correlation only measures...

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Autocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay. This indicator displays autocorrelation based on lag number. The autocorrelation is not displayed based on time on the x-axis. It's based on the lag number which is from 1 to 50. The calculations can be done with "Log...

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Volume is one piece of information that is often neglected, however, learning to interpret volume brings many advantages and could be of tremendous help when it comes to analyzing the markets. In addition to technicians, fundamental investors also take notice of the numbers of shares traded for a given security. What is Volume? The volume represents all the...

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I have been sitting on this for over a year, but I now present this "Voss Predictive Filter" multicator employing PSv4.0 upon initial release, originally formulated by the great and empowering Dr. John Ehlers for TASC - August 2019 Traders Tips. This is a slightly modified version of the original indicator John Ehlers designed. My improved implementation is an...

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A good amount of users requested a text box showing various price statistics, the following script returns various of these stats in a user-selected range, and include classical ones such as a central tendency measurement (mean), dispersion (normalized range) and percent change, but also include less common statistics such as average traded volume and number of...

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Hot off the press, I present this "Correlation Cycle, CorrelationAngle, and Market State" multicator employing PSv4.0, originally formulated by Dr. John Ehlers for TASC - June 2020 Traders Tips. Basically it's an all-in-one combination of three Ehlers' indicators. This power packed triplet indicator, being less than a 100 line implementation at initial release, is...

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Hot off the press, I present this "Correlation Trend Indicator" employing PSv4.0, originally formulated by Dr . John Ehlers for TASC - May 2020 Traders Tips. John Ehlers might describe it's characteristics as being a mean reverting trend identification oscillator range bound to +/-1.0 irregardless of any timeframe or asset. I could have finessed this indicator...

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Portfolio Metrics **New** 'returns' 'log returns' 'geometric returns' portfolio alpha portfolio beta portfolio,market correlation portfolio standard deviation portfolio variance mean portfolio returns maximum drawdown maximum gain

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This study is an experiment in adaptive filtering. The process in this study was inspired by KAMA and ZLEMA filtering techniques. First, data is given an optional modification for lag reduction. Then, an adaptive filter of your choice is calculated. There are 6 different adaptive filters to choose from in this study: -Commodity Channel Index Adaptive Moving...

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Returns a 4x4 correlation matrix between various user-selected symbols. Users can change the window of the correlation with the setting length . Correlation matrices can be useful to see the linear relationship between various symbols, this is an important tool for diversification.

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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...

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Alpha Performance of Period (PoP) produces a visualization of returns (gains and losses) over a quarterly, monthly, or annual period. It also displays the total % gain and loss over any length of days, months, and years as defined by the user. Performance of Period (PoP) can be used to understand the performance of an asset over multiple periods using a single...

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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...

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Introduction The inverse fisher transform or hyperbolic tangent function is a type os sigmoid function (sometime called squashing function) , those types of functions can rescale a result in a certain range and are widely used in artificial intelligence. More in depth the fisher transform can make the correlation coefficient of a time series normally...

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