Function K-Means ClusteringDescription:
A Function that returns cluster centers for given data (X,Y) vector points.
Inputs:
_X: Array containing x data points.¹
_Y: Array containing y data points.¹
_number_of_clusters: number of clusters.
Note:
¹: _X and _Y size must match.
Outputs:
_centers_x: Array containing x data points.
_centers_y: Array containing y data points.
Resources:
rosettacode.org
en.wikipedia.org
Experimental
Function: Multi Dimension IndexerDescription:
A Function that returns the flat index of a N dimensions array.
Inputs:
_indices: Array containing dimension indices.¹
_limits: Array containing dimension size.¹
Note:
¹: _indices and _limits size must match. indices must be within dimension size.
Outputs:
_offset: the flat 1D index.
Resources:
eli.thegreenplace.net
[RS]JMA Modified RSI
RSI modified with Jurik's ma as a center point of difference.
-added optional calculation to simulate rsi with x length at certain timeframes.
-added optional barcolor.
Momentum Acceleration by DGTItalian physicist Galileo Galilei is usually credited with being the first to measure speed by considering the distance covered and the time it takes. Galileo defined speed as the distance covered during a period of time. In equation form, that is v = Δd / Δt where v is speed, Δd is change in distance, and Δt is change in time. The Greek symbol for delta, a triangle (Δ), means change.
Is the speed getting faster or slower?
Acceleration will be the answer, acceleration is defined as the rate of change of speed over a set period of time, meaning something is getting faster or slower. Mathematically expressed, acceleration denoted as a is a = Δv / Δt , where Δv is the change in speed and Δt is the change in time.
How to apply in trading
Lets think about Momentum, Rate of Return, Rate of Change all are calculated in almost same approach with Speed
Momentum measures change in price over a specified time period,
Rate of Change measures percent change in price over a specified time period,
Rate of Return measures the net gain or loss over a specified time period,
And Speed measures change in distance over a specified time period
So we may state that measuring the change in distance is also measuring the change in price over a specified time period which is length, hence
speed can be calculated as (source – source )/length and acceleration becomes (speed – speed )/length
In this study acceleration is used as signal line and result plotted as arrows demonstrating bull or bear direction where direction changes can be considered as trading setups
Just a little fun, since we deal with speed the short name of the study is named after famous cartoon character Speedy Gonzales
Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
Disclaimer: The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
[RS]Detrended Percent Price Over Average on RangeExperimental:
Detrended Price oscillator from price against the average inside the range.
[RS]predict player directionExperimental:
adapted from classical game movement prediction algo and how a crude recursive error classifier can be applied..
[RS]The Whole StoryEXPERIMENTAL:
creates 10 candles to represent the whole historical action by spliting it in segments with close at 1/2, 3/4, 7/8 ... of bar count.
optional label for stats.
issues:
-> if N of bars in history is too long you may need to load it through the replay function.
-> if N of bars in history is too short last candles may repeat, or show bad data.
[RS]Cyclic Interval Average PriceEXPERIMENTAL:
Cyclic interval price averaging at every x bars.
Lines for trend line and intra trend slope(not working as intended).
[RS]Shotgun ForecastsExperimental:
its a play at linear forecasting.
use replay feature to see it in action:
streamable.com
Example - How to create multiple level gridsExample on how to create custom grids with variable N lines/labels:
[RS]Shadows Of Past, Present and FutureExperimental:
session projection into the future..
Past, Present, Future
Tell me, tell me, smiling child,
What the past is like to thee ?
'An Autumn evening soft and mild
With a wind that sighs mournfully.’
Tell me, what is the present hour ?
'A green and flowery spray
Where a young bird sits gathering its power
To mount and fly away.’
And what is the future, happy one ?
'A sea beneath a cloudless sun ;
A mighty, glorious, dazzling sea
Stretching into infinity.’
by Emily Brontë
[RS]Example: function instantiationEXPERIMENTAL:
Practical example of how to create a shared function instance.
Exponential Deviation Bands [ChuckBanger]This is Exponential Deviation Bands. It is a price band indicator based on exponential deviation rather than the more traditional standard deviation, as you find in the well-known Bollinger Bands calculation. As compared to standard deviation bands, exponential deviation bands apply more weight to recent data and generate fewer breakouts. There fore it is a much better tool to identifying trends.
One strategy on the daily can be
Buy next bar if closing price crosses below the lower bands
Sell if price is equal to the current value of the upper bands
[RS]ZigZag Percent Reversal - Helper - Draw Patterns - Part 3Helper script to draw patterns on chart.
[RS]ZigZag Percent Reversal - Helper - Draw Patterns - Part 2Helper script to display patterns on chart.