OPEN-SOURCE SCRIPT

Fetch Z-score

已更新
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
發布通知
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
發布通知
Better precision on pane scale
發布通知
Add cool down period inputs
Moving AveragesOscillatorsz-score

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

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