Here is the Bernoulli Process code snippet translated from Trading pine script indicator which explores the Bernoulli Function/Distribution), and combined with the Shannon Entropy measurement
If in case you want to add to your existing open positions to your systematic trading then assign sigScaleIn to the BUY/SHORT variable if you want to scale-in (increase the size of) LONG/SHORT position.
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Here is a simple Amibroker AFL Code to Explore (Scan) in Amibroker to get a picture about the recent volatility and how the volatility in the market is behaving to get a perspective about the market.
In the last tutorial we had seen how to compute expected move for stock/index. In this tutorial we will be making Amibroker AFL for the expected value using that once can visualize the historical variations in the expected value.
Here is the simple prototype for finding first 1 hour cumulative volume for a given script. This helps one to visualize how the volume in the first 1 hour compare to previous trading days.
TCS Daily Chart Here is a simple code snippet to check for Gaps in the charts especially in the Daily and Weekly Charts. It looks for gaps which are opens out of the previous candle range and colors with yellow bar. It provides once shot visual access to check whether a the gap is […]