OPEN-SOURCE SCRIPT
已更新 Bitcoin Risk Metric II
Thesis: Bitcoin's price movements can be (dubiously) characterized by functional relationships between moving averages and standard deviations. These movements can be normalized into a risk metric through normalization functions of time. This risk metric may be able to quantify a long term "buy low, sell high" strategy.
This risk metric is the average of three normalized metrics:
1. (btc - 4 yma)/ (std dev)
2. ln(btc / 20 wma)
3. (50 dma)/(50 wma)
* btc = btc price
* yma = yearly moving average of btc, wma = weekly moving average of btc, dma = daily moving average of btc
* std dev = std dev of btc
Important note:
Historical data for this metric is only shown back until 2014, because of the nature of the 1st mentioned metric. The other two metrics produce a value back until 2011. A previous, less robust, version of metric 2 is posted on my TradingView as well.
This risk metric is the average of three normalized metrics:
1. (btc - 4 yma)/ (std dev)
2. ln(btc / 20 wma)
3. (50 dma)/(50 wma)
* btc = btc price
* yma = yearly moving average of btc, wma = weekly moving average of btc, dma = daily moving average of btc
* std dev = std dev of btc
Important note:
Historical data for this metric is only shown back until 2014, because of the nature of the 1st mentioned metric. The other two metrics produce a value back until 2011. A previous, less robust, version of metric 2 is posted on my TradingView as well.
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開源腳本
本著TradingView的真正精神，此腳本的創建者將其開源，以便交易者可以查看和驗證其功能。向作者致敬！雖然您可以免費使用它，但請記住，重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。