Synergy Stats

GoldOANDA

คำอธิบาย

⋅ 21 ธันวา 2018 เวลา 8 นาฬิกา 18 นาที

Synergy Stats

This indicator is intended to complement the Synergy indicator. It provides the following statistics:

A percentage showing how often the two assets move in the opposite direction over a given lookback period.
Similarly, another percentage showing how often the two assets move in the same direction over the same lookback period.
Count the number of times (occurrences) when the two assets move in the same direction for more than 4 bars.
Count the number of times the alternative asset moves more than x%
Count the number of times that chart asset moved in the same direction of the alternative asset when the alternative asset moved more than x%

Both indicators were developed for use in an investigation/tutorial using Pine Script to analyse Gold and US Dollar Index correlation.

The full free post can be found here: https://backtest-rookies.com/2018/12/21/gold-correlation-strategies-change-indicator-and-analysis/

ความคิดเห็น

leroy29

⋅ 21 ธันวา 2018 เวลา 14 นาฬิกา 2 นาที

Great job ,congratulations.