OPEN-SOURCE SCRIPT
PCA Projection Pulse [forexobroker]
PCA Projection Pulse runs Principal Component Analysis on a 2-D feature space (z-scored close, z-scored volume) over a rolling window. The first principal component is the direction of maximum joint variance; projecting the current point onto PC1 measures how strongly current price-and-volume aligns with that direction. Signals fire on edge crossings of the projection threshold.
🔶 ALGORITHM
1. zC = (close - mean_close) / sd_close; zV = (volume - mean_volume) / sd_volume.
2. 2x2 covariance matrix entries: s11 = var(close), s22 = var(volume), s12 = cov(close, volume).
3. trace = s11 + s22; det = s11 * s22 - s12^2; eigenvalue lambda1 = (trace + sqrt(trace^2 - 4 * det)) / 2.
4. PC1 eigenvector ~ (lambda1 - s22, s12); normalise to unit length (ux, uy).
5. Projection = zC * ux + zV * uy.
6. Pulse regime when |projection| >= threshold.
🔶 SIGNAL LOGIC
- Buy: projection >= +threshold edge AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: projection <= -threshold edge.
- Position-lock state machine.
🔶 INPUTS
- Covariance Window (default 40)
- Projection Threshold (default 0.50)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, xcross with PC text, PC1 direction line, buy / sell colors
🔶 ALERTS
PPP Buy, PPP Sell, PPP Any Signal, PPP Pulse Up, PPP Pulse Down, PPP Strong Pulse, PPP Single Direc, PPP Same Sign, PPP Webhook JSON.
🔶 LIMITATIONS
- 2-D PCA captures only the dominant joint direction; higher-D variants (more features) would extract richer signals but require larger covariance matrices.
- Closed-form eigendecomposition is exact for 2x2 cases; for richer feature spaces an iterative solver is needed.
- Forex tick volume noise can dominate PC1; assets with reliable volume produce cleaner pulses.
- The "PC1 direction line" is anchored at EMA20 and scales projection by ATR — visual cue, not a level.
🔶 ALGORITHM
1. zC = (close - mean_close) / sd_close; zV = (volume - mean_volume) / sd_volume.
2. 2x2 covariance matrix entries: s11 = var(close), s22 = var(volume), s12 = cov(close, volume).
3. trace = s11 + s22; det = s11 * s22 - s12^2; eigenvalue lambda1 = (trace + sqrt(trace^2 - 4 * det)) / 2.
4. PC1 eigenvector ~ (lambda1 - s22, s12); normalise to unit length (ux, uy).
5. Projection = zC * ux + zV * uy.
6. Pulse regime when |projection| >= threshold.
🔶 SIGNAL LOGIC
- Buy: projection >= +threshold edge AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: projection <= -threshold edge.
- Position-lock state machine.
🔶 INPUTS
- Covariance Window (default 40)
- Projection Threshold (default 0.50)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, xcross with PC text, PC1 direction line, buy / sell colors
🔶 ALERTS
PPP Buy, PPP Sell, PPP Any Signal, PPP Pulse Up, PPP Pulse Down, PPP Strong Pulse, PPP Single Direc, PPP Same Sign, PPP Webhook JSON.
🔶 LIMITATIONS
- 2-D PCA captures only the dominant joint direction; higher-D variants (more features) would extract richer signals but require larger covariance matrices.
- Closed-form eigendecomposition is exact for 2x2 cases; for richer feature spaces an iterative solver is needed.
- Forex tick volume noise can dominate PC1; assets with reliable volume produce cleaner pulses.
- The "PC1 direction line" is anchored at EMA20 and scales projection by ATR — visual cue, not a level.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
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All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
🔵Gain access to our powerful tools : kestutisbalciunas.com/tradingview/
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/algotradingedge
All scripts & content provided by Forexobroker are for informational & educational purposes only.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.