The previously proposed sequential filter aimed to filter variations lower than a certain period, this allowed to remove noisy variations and retain only the closing price values that occurred after a consecutive up/down, however because of the noisy nature of the closing price large filtering was impossible, in order to tackle to this problem the same indicator...
The script is a simple calculator to obtain numbers of Fibonacci, Tribonacci or Tetranacci Sequence. The script contain calculations for constants (up to 16 digits) that could be used as one of the sequence's number. The Calculator has 3 modes. Users can define the numbers to initialize the sequence in the options: - The Fibonacci Sequence is the series of...
A moving average that weighted with Farey fractions. It matches a standard linear weighted average almost one-to-one. Why? Because both averages have strictly monotonic weighting sequences and assign a higher weight to latests data. So, Farey weights are just scaled to linear ones. Instead of specifing period you specify an order of Farey sequence. To learn more...
Function to create a array from a sample taken from a series (ex:. close, hlc3...).
counts N of sequences, N of bars, N of same open/close value, and N of sequences from 1 -> 10+ bar sequences in a direction up/down.
EXPERIMENTAL: just some experimentation to check results, putting it out there. :P odds of the next bar being up or down bar.
Simple green/red sequence counter, also gives current highest achieved sequence(black lines).