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everget
2 Th10 2018 19:31
[RESEARCH] Quasi White Noise
FX:USDJPY
1D
U.S. Dollar/Japanese Yen
FXCM
Mô tả
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2 Th10 2018 19:31
Quasi White Noise script.
An experimental approach to implement a white noise using Pine Script. Uses Connors RSI under the hood.
en.wikipedia.org/wiki/White_noise
Oscillators
Centered Oscillators
research
noise
white
whitenoise
connors
Connors RSI (CRSI)
crsi
Bình luận
overttherainbow
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3 Th10 2018 03:48
Very exotic. Can you give any insight into how you might use this script?
everget
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3 Th10 2018 08:29
@overttherainbow
, yes I can. Autoregressive Moving Average (ARMA) model.
en.wikipedia.org/wiki/Autoregressive–moving-average_model
en.wikipedia.org/wiki/Autoregressive_model
overttherainbow
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4 Th10 2018 15:40
@everget
, Thank you very much. You're a good man
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