Inizia

Returns

Return (Percent Change)This Script displays Regular or Log Returns as either a line or histogram and labels the current bar. If something other than price is selected as the source, the result is percent change with a positive or negative slope. If a moving average of price is used as the source, the result is analogous to a strength index Other options include a look-back period adjustment (the default is 1), smoothing results by converting to an EMA, and Bollinger Bands with Length and Standard Deviation inputs.
Indicatore Pine Script™
di logan3
19
Kolmogorov-Smirnov TestThe Kolmogorov–Smirnov test aims to tell you if the distribution of prices (or log returns) tends to follow a normal distribution or not. You can read about this test on Wikipedia . It seems to be a basic but trusted measure in the quantitative trading world. When KS-t columns are blue, then it's safe to assume normal distribution. When they are red, the normal distribution assumption is proven wrong by the magnitude of the KS-t value. In the plotting tab of the script, you can activate another option that displays the probability of the distribution being actually normal. It's values are bounded between 0 and 1, like all probabilities. This test can be useful when using statistical concepts for trading markets, like standard deviations, z-scores, etc because they all depend on the assumption of prices (or log returns) being normaly distributed. If you see something wrong, don't hesitate to message me. Happy trading to all.
Indicatore Pine Script™
di Hachann
3
Risk Metrics: beta 'β', correl 'ρxy', stdev 'σ', variance 'σ²'Portfolio Risk Metrics (Part I): beta 'β' The beta coefficient can be interpreted as follows: β =1 exactly as volatile as the market β >1 more volatile than the market β <1>0 less volatile than the market β =0 uncorrelated to the market β <0 negatively correlated to the market excerpt from the Corporate Finance Institute correlation coefficient 'ρxy' The correlation coefficient is a value that indicates the strength of the relationship between variables. The coefficient can take any values from -1 to 1. The interpretations of the values are: -1: Perfect negative correlation. The variables tend to move in opposite directions (i.e., when one variable increases, the other variable decreases). 0: No correlation. The variables do not have a relationship with each other. 1: Perfect positive correlation. The variables tend to move in the same direction (i.e., when one variable increases, the other variable also increases). excerpt from the Corporate Finance Institute standard deviation 'σ' 68% of returns will fall within 1 standard deviation of the arithmetic mean 95% of returns will fall within 2 standard deviations of the arithmetic mean 99% of returns will fall within 3 standard deviations of the arithmetic mean excerpt from Corporate Finance Institute variance 'σ²' In investing, variance is used to compare the relative performance of each asset in a portfolio. Because the results can be difficult to analyze, standard deviation is often used instead of variance. In either case, the goal for the investor is to improve asset allocation. excerpt from Investopedia
Indicatore Pine Script™
di luminaryfi
2
Compound Value @ annual rateBy studying historical data we can know the compounded growth rate of an investment from the inception date. For example if we know that an investment has grown at the rate of 6% in the past and if we expect similar growth in the future also, We can plot this graph to understand whether the current price is underpriced or overpriced as per projected return. In this graph, it takes the initial close price as a principle and rate from the input and calculates the compound amount at each interval.
Indicatore Pine Script™
di manchikantir
3
Alpha Performance of PeriodAlpha 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 chart layout, and to compare the performance of different assets by using a multi-chart layout. This can, for example, be used to compare the NASDAQ, S&P, and DJI over the past 20 years to create a dow vs. nasdaq vs. s&p performance chart. This can help you understand a comparison of historical returns by showing which performs the best month-over-month, quarter-to-quarter, year-to-year, throughout any custom period of days/months/years. The ability to get a visualization of the % gain/loss can help to better understand how markets have performed over time and which markets have historically performed the best. Check out the up and coming Educational Idea we will be releasing soon after this is live to see an example of how we use this tool. Current Period Label ----- Current Period : This label shows the current period's performance only when you hover over it. (This label is located to the left of the current period's open candle and at the current candles close price) TICKER "Time Period" Performance Label ----- Total Period Gain : The total of all % gain periods from the start to end date. Largest Period Gain : The biggest % gain period from the start to end date. Total Period Loss : The total of all % loss periods from the start to end date. Largest Period Loss : The biggest % loss period from the start to end date. Total period Performance : The total % performance, the difference between the total gain and total loss. NOTE : The "Current Period" performance is excluded from ALL five of the above-mentioned figures. This was done to avoid giving inaccurate comparison figures due to the period not being finished yet. Inputs ----- Current Script Version + Info : A drop-down list of instructions for the user to refer to. Dark Mode Labels : Toggle on for Dark Mode. This is done since Labels text and background color can not be adjusted separately within the visual inputs so this is the best fit solution. Time Period of Returns : Pick the period of performance you would like to emulate monthly/quarterly/annual. Start Date : The day to start tracking performance. Start Month : The month to start tracking performance. Start Year : The year to start tracking performance. End Date : The day to stop tracking performance. End Month : The month to stop tracking performance. End Year : The year to stop tracking performance. As always if you have any feedback let us know in the comments and leave a like if you enjoy this tool :)
Indicatore Pine Script™
di AlphaBotSystem
4
Crypto USD Pairs CorrelatorHey there! This tool helps to identify the best positive and negative correlated pairs from 38 crypto */USD pairs. By default it will find the best correlations for your current ticker. If you are a newbie in Correlation Analysis you can find a brief explanation here . Settings Lookback for correlations (default: 14 ) Option to use or not to use current ticker (default: true ) Custom ticker (default: BTCUSD ) Choose as many pairs as you want from 38 available pairs. Available pairs ADAUSD BATUSD BCDUSD BCHUSD BCNUSD BNBUSD BTCUSD BTGUSD BTSUSD DASHUSD DCRUSD DGBUSD DOGEUSD EOSUSD ETCUSD ETHUSD ICXUSD IOTAUSD LSKUSD LTCUSD MKRUSD NANOUSD NEOUSD OMGUSD ONTUSD PAXUSD QTMUSD TRXUSD VETUSD WAVESUSD XEMUSD XLMUSD XMRUSD XRPUSD XTZUSD ZECUSD ZILUSD ZRXUSD How to get access You can buy this tool for 49$ to get lifetime access Good luck!
Indicatore Pine Script™
di everget