Merge branch 'dev'

This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
404 changed files with 2754 additions and 1763 deletions
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| **PineScript** | [binomdist.pine](binomdist.pine) |
- BINOMDIST computes the cumulative distribution function of the Binomial distribution, mapping a min-max normalized price to a success probability $...
- Parameterized by `period` (default 50), `trials` (default 20), `threshold` (default 10).
- Output range: Varies (see docs).
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Trading note:** Binomial distribution; models success/failure sequences. Win streak probability in trading.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
BINOMDIST computes the cumulative distribution function of the Binomial distribution, mapping a min-max normalized price to a success probability $p$ and evaluating $P(X \leq k)$ for $X \sim \text{Binomial}(n, p)$. The normalized price position within its lookback range determines the probability of success per trial, while the trial count $n$ and threshold $k$ control the shape of the CDF response. The output is a $[0, 1]$ bounded oscillator where values near 0 indicate the price-derived probability makes $k$ or fewer successes very unlikely (bullish pressure), and values near 1 indicate $k$ successes are very likely (established range).
@@ -86,4 +84,4 @@ PMF batch can use SVML exp vectorization. CDF must remain scalar.
- Bernoulli, J. (1713). *Ars Conjectandi*
- Press, W. et al. (2007). *Numerical Recipes*, 3rd ed., §6.2 (Incomplete Beta as alternative)
- PineScript reference: [`binomdist.pine`](binomdist.pine)
- PineScript reference: [`binomdist.pine`](binomdist.pine)