mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-20 11:38:05 +00:00
Add documentation links for various volatility indicators and channels
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
This commit is contained in:
@@ -1,6 +1,6 @@
|
||||
// The MIT License (MIT)
|
||||
// © mihakralj
|
||||
//@version=5
|
||||
//@version=6
|
||||
indicator("Spearman Rank Correlation (SPEARMAN)", "SPEARMAN", overlay=false, precision=4)
|
||||
|
||||
// @function Calculates ranks for values in an array.
|
||||
@@ -63,7 +63,6 @@ pearson_on_arrays(float[] x_arr, float[] y_arr) =>
|
||||
sum_xy_diff / denominator_sqrt
|
||||
|
||||
//@function Calculates Spearman Rank Correlation Coefficient.
|
||||
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/statistics/spearman.md
|
||||
//@param source1 series float The first input series.
|
||||
//@param source2 series float The second input series.
|
||||
//@param length simple int The lookback period. Min 2, Max 60.
|
||||
@@ -121,7 +120,7 @@ source2 = request.security(i_source2_ticker, timeframe.period, i_source2_data_ty
|
||||
spearman_value = spearman_corr(i_source1, source2, i_length)
|
||||
|
||||
// Plot
|
||||
plot(spearman_value, "Spearman's Rho", color=color.new(color.orange, 0, color=color.yellow, linewidth=2), linewidth=2)
|
||||
plot(spearman_value, "Spearman's Rho", color=color.orange, linewidth=2)
|
||||
hline(0, "Zero Line", color.gray, linestyle=hline.style_dashed)
|
||||
hline(0.5, "Moderate Positive Correlation", color.green, linestyle=hline.style_dotted)
|
||||
hline(-0.5, "Moderate Negative Correlation", color.red, linestyle=hline.style_dotted)
|
||||
|
||||
Reference in New Issue
Block a user