Codebase - Marktordnung
StrategyQuant X Plattform Codebase - ein Ort, um kodierte Anpassungen und Erweiterungen mit allen Benutzern zu teilen.
Indikatoren/Signale
Kolmogorov-Smirnov Test (KSTest)
The Kolmogorov-Smirnov Test (KSTest) indicator is a statistical tool used in quantitative trading to compare two data samples and determine if they come from the same distribution. In this implementation, the indicator compares a recent sample of price data ( Period1) with a historical sample (Period2) to detect significant changes in the underlying distribution of the data.
clonex
regime
Schicht
ivanhudec
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Marktordnung
Indikatoren/Signale
Is Greater Adaptive / Is Lower Adaptive
The IsGreater Is/Lower Adaptive comparison block does one main thing: it checks if one indicator is greater than another, but only generates a signal if similar situations were profitable in the past.
Marktordnung
clonex
comaprison
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adaptiv
Indikatoren/Signale
CSSA-Marktregime
Dieser Indikator basiert auf https://cssanalytics.wordpress.com/2015/03/13/using-a-self-similarity-metric-with-intraday-data-to-define-market-regimes/
cssa
Marktordnung
chaos
Ähnlichkeit