β campaign index Β· all candidates
3 novel Β· 2 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #66 | categorical_recurrence_rate_close_tiesRecurrence Rate (RR) of EXACT-EQUAL close prices over the 200-bar substrate: the density of pairs (i,j) with C_i == C_j (price exactly revisited, epsi π CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
morenococo/crqa GPL-3.0-or-later |
DOI:10.3389/fpsyg.2014.00510 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #67 | categorical_rqa_determinism_logret_signBuild a binary recurrence matrix on the discrete symbol stream s_t = sign(close-to-close log return) over the 200-bar substrate, where R_ij = 1 iff s_ β caveat: l_min=2 structural-minimum line length (parameterless-by-convention) π CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
morenococo/crqa GPL-3.0-or-later |
DOI:10.3389/fpsyg.2014.00510 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #68 | categorical_rqa_laminarity_tickrule_directionOn the intra-bar tick-rule direction stream d_k in {+1,-1} (Lee-Ready: +1 if trade/quote-mid uptick, -1 if downtick) within each bar, build identity r β caveat: l_min=2 structural-minimum vertical line |
morenococo/crqa GPL-3.0-or-later |
DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #69 | categorical_rqa_trapping_time_quote_directionTrapping Time (TT) on the discrete quote-revision direction stream (best-bid/ask up vs down) = the AVERAGE length of vertical lines (v>=2) in the iden β caveat: l_min=2 structural-minimum vertical line |
morenococo/crqa GPL-3.0-or-later |
DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #70 | categorical_rqa_diagonal_entropy_logret_signDiagonal-line-length entropy (ENTR / L_ENTR) on the identity recurrence matrix of the close-to-close sign stream: Shannon entropy of the probability d β caveat: l_min=2 structural-minimum diagonal line |
morenococo/crqa GPL-3.0-or-later |
DOI:10.1016/j.physrep.2006.11. git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |