The Forex Master Pattern is form of technical analysis that provides a framework for spotting hidden price patterns that reveal the true movement of the market. The Forex Master Pattern Value Lines Indicator helps to identify this Phase 1 contraction of the Forex Master Pattern cycle. HOW THIS INDICATOR WORKS This indicator looks for a sustained contraction in...
Display outliers in either value change, volume or volume change that significantly deviate from the past. This uses the standard deviation calculation and the n-sigmas statistical rule of significance, with 2-sigma (a value of 2) signifying that the observed value is stronger than 95% of past values, and 3-sigma 98.5% of past values, and so on for higher sigma...
The Rule Of 20 is a heuristic calculation to find the fair value of an asset or market given its earnings and current inflation. Its calculation is straightforward: the fair multiple of the price or price-to-earnings ratio of a stock should be 20 minus the rate of inflation. In math terms: fair_price-to-earnings_ratio = (20 - inflation) ; fair_value =...
Using free cash flow instead of ebit, to be able to evaluate stocks that are not yet profitable. the formulas are fcf ttm / (not financial operating working capital - Cash + Net Property Plant and Equipment) and fcf yield on Enterprice Value Example CRWD negative ebit, but cash creation, in this case the expenses in research and development go to affect the ebit.
Capital Asset Pricing Model (CAPM) demonstrates how to calculate the Cost of Equity for an underlying asset using Pine Script. This script will only work on the monthly timeframe. While you can change the default inputs, you should study what CAPM is and how this works before doing so. This indicator pulls various types of data from SPY from various timeframes...
Market tracker of the year-on-year (YoY) change in inflation (both PPI Finished Goods and CPI). Useful for identifying the turns in market conditions, and therefore helps with anticipation of changes in monitory policy. This metric can be used to inform about current market conditions and potential risk=reward outcomes in the future.
What does ValueCharts(R) do? There are three primary attributes that help determine price, and that's Cost, Momentum and Value. ValueCharts(R) provides the value component in helping to understand whether price is overpriced or underpriced, which can help determine the optimal time to get into or out of a market. ValueCharts(R) is designed to identify when a...
Price Earnings To Growth (PEG) Ratio PEG ratio is a stock's PE ratio divided by the growth rate of its earnings for a specified time period. The PEG ratio is used to determine a stock's value while also factoring in the company's expected earnings growth, and it is thought to provide a more complete picture than the more standard P/E ratio. PEG ratio 1 is fair...
Blockchain Fundamentals: Active Address Sentiment Oscillator AASO Back with another script today, this one is a useful tool in helping to determine bitcoins value. We are looking at 2 data sources: the daily active addresses on the BTC blockchain, and the daily returns of BTC. THIS INDICATOR WILL ONLY GIVE YOU THE CORRECT RESULTS ON THE DAILY TIMEFRAME...
Blockchain Fundamentals: Electricity Cost of BTC After a hiatus, now a return to publishing tools and scripts for the community. This is my first script in over and year, and I have a number more coming soon as well! (so Stay Tuned!) This is a simple calculator to estimate the cost of Bitcoin miners to mine one bitcoin. It works on all timeframes (doesnt...
This creates a combination style closing price change on each tick. It has two theme options, one as silver dials for Dark Theme and the other as black dials for White Theme. We get fixated to watching closing prices on charts and it gets visually daunting. This creates a combination style price change which updates on each tick, which is quite pleasing...
█ OVERVIEW Financial Algorithm is a system to quickly understanding company fundamental, and judge the company type based on their financial condition. All evaluation from the system is the result of combination with Balancing Calculation and Company Historical Financial Data(Financial Report) by using over than 30 financial ratios. This indicator are classified...
A detrended series that oscilates around zero is obtained after first differencing a time series (i.e. subtracting the closing price for a candle from the one immediately before, for example). Hypothetically, assuming that every detrended closing price is independent of each other (what might not be true!), these values will follow a normal distribution with mean...
//This study is designed to plot estimates for a stock's value: //1) the Price to earnings ratio (PE) value based on the trailing twelve months of data //2) the PE value based future data //3) the Benjamin Graham value based trailing data //4) the Dividend Discount value based on trailing data You can adjust the period of data used to calculate the value between...
By studying historical data we can know the compounded growth rate of an investment from the inception date. For example if we know that an investment has grown at the rate of 6% in the past and if we expect similar growth in the future also, We can plot this graph to understand whether the current price is underpriced or overpriced as per projected return. In...
Intrinsic value calculator based on Warren Buffet's and Ben Graham's work In value investing determing the true value of a COMPANY instead of a stock price is crucial. This little indicator shows the "Intrinsic value" of the choosen stock meaning the value of the stock in 10 years time. Calculation is based on historical book value's average annual growth...
Metcalfe's Law has been successfully used to value a variety of network effect technologies and businesses, including Facebook and Tencent. Applying Metcalfe's Law to Bitcoin, using "Daily Active Addresses" (DAA) as the "n" value, yields interesting results. Historically, Bitcoin has tracked the Metcalfe Law Fair Price reasonably well. A number of studies have...
Instead of the Volume this plots the closure price times volume, hence the Value. Useful in study of long term phenomenons.