nadarayawatson

alphaXiom Mis à jour 

Kernel Regression Ribbon is a flexible, visually pleasing trend identification tool. Plotting 8 different kernel regressions of different types and parameters allows the user to see where levels of support and resistance are being tested, retested and broken. What’s Kernel Regression? A statistical method for estimating the best fitting curve for a dataset, in...

fluxchart Mis à jour 

Ticker: AMEX:SPY , Timeframe: 1m, Indicator settings: default General Purpose This script is an upgrade to the classic Bollinger Bands. The idea behind Bollinger bands is the detection of price movements outside of a stock's typical fluctuations. Bollinger Bands use a moving average over period n plus/minus the standard deviation over period n times a...

Julien_Eche Mis à jour 

In the diverse world of trading strategies, the Nadaraya-Watson Envelope Strategy offers a different approach. Grounded in mathematical analysis, this strategy utilizes the Nadaraya-Watson kernel regression, a method traditionally employed for interpreting complex data patterns. At the core of this strategy lies the concept of 'envelopes', which are essentially...

Julien_Eche

The field of technical analysis is consistently expanding, with numerous indicators used for market forecasting. Amongst them, a novel indicator dubbed the Adaptive Price Channel (log scale), inspired by the renowned Nadaraya-Watson Envelope (LuxAlgo) from LuxAlgo, is gaining traction for its distinctive features and versatility. Unlike its predecessor, the...

jdehorty Mis à jour 

█ OVERVIEW A Lorentzian Distance Classifier (LDC) is a Machine Learning classification algorithm capable of categorizing historical data from a multi-dimensional feature space. This indicator demonstrates how Lorentzian Classification can also be used to predict the direction of future price movements when used as the distance metric for a novel implementation of...

jdehorty

Due to popular request, this is an envelope implementation of my non-repainting Nadaraya-Watson indicator using the Rational Quadratic Kernel. For more information on this implementation, please refer to the original indicator located here: What is an Envelope? In technical analysis, an "envelope" typically refers to a pair of upper and lower bounds that...

Lupown Mis à jour 

// ENGLISH The problem of the wonderfuls Nadaraya-Watson indicators is that they repainting, @jdehorty made an aproximation of the Nadaraya-Watson Estimator using raational Quadratic Kernel so i used this indicator as inspiration i just added the Upper and lower band using ATR with this we get an aproximation of Nadaraya-Watson Envelope without repainting ...

jdehorty Mis à jour 

Library "KernelFunctions" This library provides non-repainting kernel functions for Nadaraya-Watson estimator implementations. This allows for easy substitution/comparison of different kernel functions for one another in indicators. Furthermore, kernels can easily be combined with other kernels to create newer, more customized kernels. Compared to Moving...

capam

This is a combination of the Lux Algo Nadaraya-Watson Estimator and Envelope. Please note the repainting issue. In addition, I've added a plot of the actual values of the current barstate of the Nadaraya-Watson windows as they are computed (lines 92-95). It only plots values for the current data at each time update. It is interesting to compare the trajectory...

loxx Mis à jour 

STD-Filtered, Gaussian-Kernel-Weighted Moving Average is a moving average that weights price by using a Gaussian kernel function to calculate data points. This indicator also allows for filtering both source input price and output signal using a standard deviation filter. Purpose This purpose of this indicator is to take the concept of Kernel estimation and...

LuxAlgo Wizard Mis à jour 

This indicator builds upon the previously posted Nadaraya-Watson smoothers. Here we have created an envelope indicator based on Kernel Smoothing with integrated alerts from crosses between the price and envelope extremities. Unlike the Nadaraya-Watson estimator, this indicator follows a contrarian methodology. Please note that by default this indicator can be...

LuxAlgo Wizard Mis à jour 

The following tool smoothes the price data using various methods derived from the Nadaraya-Watson estimator, a simple Kernel regression method. This method makes use of the Gaussian kernel as a weighting function. Users have the option to use a non-repainting as well as a repainting method, see the USAGE section for more information. 🔶 USAGE 🔹 Non...