Indicators: Chicken Knife

 

Chicken Knife:

A simple indicator that tries to assess autocorrelation in price series.

Chicken Knife

Author: Marco Marconi

 

Interesting... I never had seen before (as far as I remember) the use of a LOGIT REGRESSION in action (because this is what we got here?)

a use of a sigmoidal function applied to variation of price? or its the statical error variation between prices at each candle?

(BTW: why the name???)
 
padbravo #:

Interesting... I never had seen before (as far as I remember) the use of a LOGIT REGRESSION in action (because this is what we got here?)


this indicator is inspired to the ar-gas model https://www.slideshare.net/SYRTOproject/timevarying-temporal-dependene-in-autoregressive-models

(BTW: why the name???)

https://finalfantasy.fandom.com/wiki/Chicken_Knife_(Final_Fantasy_V)   ;-)

Time-Varying Temporal Dependene in Autoregressive Models - Francisco …
Time-Varying Temporal Dependene in Autoregressive Models - Francisco …
  • SYRTO Project Follow
  • www.slideshare.net
Time-Varying Temporal Dependene in Autoregressive Models - Francisco Blasques, Siem Jan Koopman, Andre Lucas. June 2014. International Association for Applied …
 

thanks for your answer... its interesting the presentation about time-series...