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Statistics Nodes

11 Statistics-Bausteine in der Algovex Node-Bibliothek. Jede Node ziehst du auf den Visual-Canvas, verkettest sie zu einer Strategie, backtestest und exportierst sie. Ganz ohne Code.

  • Correlation

    Pearson correlation between two configurable data series over a rolling window. Outputs correlation coefficient, R-squared, and strength classification.

  • Linear Regression

    Least-squares linear regression with forecast line, standard-error channel, normalized slope, R-squared goodness of fit, and trend classification.

  • Momentum Phase

    Classifies the Wyckoff market phase (accumulation / markup / distribution / markdown) from price momentum and volume, then picks which phase to BLOCK (Block when: Distribution by default). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate — trade in every phase except the blocked one. This is a FILTER, not an exit.

  • Percentile Rank

    Computes the percentile rank of current value within a lookback window (0-100). Classifies conditions as overbought, oversold, or normal.

  • Rolling Quantile

    Computes upper and lower quantile values within a rolling window to form a dynamic channel. Outputs channel width percentage and price position.

  • Spread Z-Score

    Pairs trading via OLS hedge ratio and spread z-score. Set secondarySymbol for real two-asset pairs, or leave empty for SMA proxy.

  • Trend/Range Regime

    Classifies the market regime (trending / ranging / volatile) via ADX and ATR, then picks which regime to BLOCK (Block when: Volatile by default — trade in trending or ranging, not chaos). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate. A FILTER, not an exit.

  • Variance Ratio

    Tests the random walk hypothesis by comparing variance of multi-period returns to scaled single-period variance. Configurable trending/reverting thresholds.

  • Variance (Returns)

    Rolling sample variance and standard deviation of percentage returns with variance-ratio regime classification and optional annualized volatility.

  • Volatility State

    Classifies volatility regime as low, medium, or high by computing ATR percentile over a lookback window, then picks which state to BLOCK (Block when: High by default). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate. A FILTER, not an exit. Low volatility often precedes breakouts; high volatility often precedes mean reversion.

  • Z-Score

    Measures how many standard deviations price is from the rolling mean. Outputs z-score value, Bollinger-style bands, and condition classification.

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