OPEN-SOURCE SCRIPT
已更新 Fetch Z-score
This script is enspired by the creator of the Z-score probability indicator made by tradingview.com/u/Steversteves/.
I took his calculation for the z-score and created my own strategy based on that z-score.
What is z-score? The Z-score represents how far the current price deviates from the moving average, measured in terms of standard deviations
What does this script do with the Z-score?
The script offers several customizable options, including displaying buy and sell signals based on Z-score thresholds and overlaying these signals directly on the chart or below/above the bars.
The idea is that when the Z-score exceeds a certain treshold, a count will start. The count will lead to a signal. For example: Say the Z-score dipped below -1. From there, the script will by default count whether the current Z-score is higher than the Z-score of the past 10 datapoints. If so, a buy signal will be printed on the chart. The idea is that the Z-score will creep up after a low, making sure you buy earyly in the new uptrend, making this a trend followiung system, with early trend detection.
You can choose whether you want the buy and sell signals on the seperate pane, or on the chart by toggeling a simple setting.
What are my favorite settings?
- Timeframe: weekly
- SMA Length: 75
- Z score buy treshold: -1.5
- Z score sell treshold: 3
- Lookback buy period: 20
- Lookback sell period: 20
I took his calculation for the z-score and created my own strategy based on that z-score.
What is z-score? The Z-score represents how far the current price deviates from the moving average, measured in terms of standard deviations
What does this script do with the Z-score?
The script offers several customizable options, including displaying buy and sell signals based on Z-score thresholds and overlaying these signals directly on the chart or below/above the bars.
The idea is that when the Z-score exceeds a certain treshold, a count will start. The count will lead to a signal. For example: Say the Z-score dipped below -1. From there, the script will by default count whether the current Z-score is higher than the Z-score of the past 10 datapoints. If so, a buy signal will be printed on the chart. The idea is that the Z-score will creep up after a low, making sure you buy earyly in the new uptrend, making this a trend followiung system, with early trend detection.
You can choose whether you want the buy and sell signals on the seperate pane, or on the chart by toggeling a simple setting.
What are my favorite settings?
- Timeframe: weekly
- SMA Length: 75
- Z score buy treshold: -1.5
- Z score sell treshold: 3
- Lookback buy period: 20
- Lookback sell period: 20
發行說明
This script is enspired by the creator of the Z-score probability indicator made by tradingview.com/u/Steversteves/.I took his calculation for the z-score and created my own strategy based on that z-score.
What is z-score? The Z-score represents how far the current price deviates from the moving average, measured in terms of standard deviations
What does this script do with the Z-score?
The script offers several customizable options, including displaying buy and sell signals based on Z-score thresholds and overlaying these signals directly on the chart or below/above the bars.
The idea is that when the Z-score exceeds a certain treshold, a count will start. The count will lead to a signal. For example: Say the Z-score dipped below -1. From there, the script will by default count whether the current Z-score is higher than the Z-score of the past 10 datapoints. If so, a buy signal will be printed on the chart. The idea is that the Z-score will creep up after a low, making sure you buy earyly in the new uptrend, making this a trend followiung system, with early trend detection.
You can choose whether you want the buy and sell signals on the seperate pane, or on the chart by toggeling a simple setting.
What are my favorite settings?
- Timeframe: weekly
- SMA Length: 75
- Z score buy treshold: -1.5
- Z score sell treshold: 3
- Lookback buy period: 20
- Lookback sell period: 20
Patch notes v2:
- Bugfix: "lookback sell period"did not influence sell signals, but "lookback buy period" did. They now work as expected
發行說明
Better precision on pane scale 發行說明
Add cool down period inputs 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。
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。