Volume Weighted Distance
This script holds several useful functions from statistics and machine learning (ML) and takes measurement of a volume weighted distance in order to identify local trends. It attempts at applying ML techniques to time series processing, shows how different distance measures behave and gives you an arsenal of tools for your endeavors. Tested with BTCUSD.
REM: oddly enough, many people forget that the scripts in PS are generally just STUDIES, i.e. exercises, experiments, trials, and do not embody a final solution. Please treat them as intended ;))
REM: oddly enough, many people forget that the scripts in PS are generally just STUDIES, i.e. exercises, experiments, trials, and do not embody a final solution. Please treat them as intended ;))