TradingView
PpSignal01
10 juin 2019 18:22

PpSignal quantiles Band 

S&P 500SP

Description

In statistics and the theory of probability, quantiles are cutpoints dividing the range of a probability distribution into contiguous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one less quantile than the number of groups created. Thus quartiles are the three cut points that will divide a dataset into four equal-size groups (cf. depicted example). Common quantiles have special names: for instance quartile, decile (creating 10 groups: see below for more). The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points. q-Quantiles are values that partition a finite set of values into q subsets of (nearly) equal sizes. There are q − 1 of the q-quantiles, one for each integer k satisfying 0 < k < q. In some cases the value of a quantile may not be uniquely determined, as can be the case for the median (2-quantile) of a uniform probability distribution on a set of even size. Quantiles can also be applied to continuous distributions, providing a way to generalize rank statistics to continuous variables. When the cumulative distribution function of a random variable is known, the q-quantiles are the application of the quantile function (the inverse function of the cumulative distribution function) to the values {1/q, 2/q, …, (q − 1)/q}

Notes de version

we add fill color

Notes de version

we changed alarm calculation

Notes de version

we added calculation

Notes de version

we adde mtf to quantile band

Notes de version

we add mtf in different time frame qb and cfb

Notes de version

we adde frame

Notes de version

we changed internal calculation alarm atr

Notes de version

we adde atr band

Notes de version

we add murray math ) line

Notes de version

we add haiken ashi super smooth candle
Commentaires
phankimtu
thanks!
Plus