Base de código
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Indicadores / Sinais
Indicators Smoothing:Comparison Blocks
In our latest update, we've introduced new comparison blocks that allow you to smooth any indicator using various moving averages, such as SMA, EMA, WMA, or HMA. These blocks enable you to compare an indicator's current value to its smoothed version, helping to filter out market noise and focus on significant trends. You can specify parameters like the period, moving average type, and shift to tailor the smoothing to your strategy. This enhancement provides traders with refined tools to develop more robust and responsive trading strategies.
média móvel
clonex
indicator ma
Indicadores / Sinais
CUSUM
CUSUM is a sequential analysis technique that accumulates deviations from a target value over time. By comparing the cumulative sum against defined thresholds, it becomes easier to spot even subtle shifts in price behavior. In our implementation, two separate accumulators—one for upward movements (CUSUM Positive) and one for downward movements (CUSUM Negative)—signal when the change in the underlying price series becomes significant.
indicador
clonex
cucum
ivan huidec
drift
Indicadores / Sinais
Adaptive Custom Block/Conditions
These custom blocks, or conditions, were used in the analysis of the effectiveness of more adaptive blocks, which you can read here. Additionally, these custom blocks can serve as a template for you to prepare your own.
adaptável
cinditions
cusotm blocks
Indicadores / Sinais
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.
indicador
regime de mercado
clonex
regime
turno
ivanhudec
Indicadores / Sinais
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.
indicador
adaptável
regime de mercado
clonex
comaprison
Indicadores / Sinais
AutoCorrelation
Autocorrelation measures the degree of similarity between a time series and a lagged version of itself. Simply put, it determines if today’s price movements relate to movements from a specific number of periods ago.
indicador
clonex
autocorrelation
Colunas
Avg. Stagnation
I modified the original Stagnation code to use an average stagnation (daily basis) as the metric, for 2 reasons: 1. To know on average how many days before a new
Indicadores / Sinais
Crosses Above/Below Adaptive
Adaptive blocks “Crosses Above/Below Adaptive” bring a new level of intelligence to trading strategies by incorporating historical signal performance. Unlike standard blocks that only detect when one indicator crosses another, adaptive blocks analyze how similar signals performed in the past to estimate the reliability of the current signal.
adaptável
comparison block
operator
Indicadores / Sinais
Adaptive Crosses Above/Below Custom Blocks
Adaptive Crosses Above/Below Custom Blocks / Conditions
Análise personalizada
Rename Strategies
This custom analysis snippet simplifies the task of renaming strategies in your databank. It allows you to rename multiple strategies at once based on a custom naming format you specify. This helps organize your databank more effectively, making it easier to manage and identify strategies for specific purposes or tests.
análise personalizada
rename
banco de dados