OPEN-SOURCE SCRIPT
CS 2.0 Hedge Fund Method
The indicator classifies market conditions using a rolling return window (default: 20 bars):
Bull: 20-bar cumulative return ≥ +5%
Bear: 20-bar cumulative return ≤ −5%
Sideways: Anything in between
Each completed regime is treated as a state in a Markov chain. The indicator records transitions from one state to the next and builds a 3×3 transition probability matrix, showing the likelihood of moving between Bull, Bear, and Sideways conditions.
Markov 2.0 Improvements
Bull: 20-bar cumulative return ≥ +5%
Bear: 20-bar cumulative return ≤ −5%
Sideways: Anything in between
Each completed regime is treated as a state in a Markov chain. The indicator records transitions from one state to the next and builds a 3×3 transition probability matrix, showing the likelihood of moving between Bull, Bear, and Sideways conditions.
Markov 2.0 Improvements
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這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。