Codebase - régimen de mercado

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.

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.

Este indicador se basa en https://cssanalytics.wordpress.com/2015/03/13/using-a-self-similarity-metric-with-intraday-data-to-define-market-regimes/