OPEN-SOURCE SCRIPT
deseasonalized_mod
Description:
As in the decomposition of time series data, the indicator was modified from the deseasonalized process, to avoid overfitting as in the original format, aiming to exclude seasonal component (shorter time-period in consideration), thus leaving trend and irregularity. The indicator is expected to identify short-term trends, based on the given timeframe.
Notes:
Length set to 10-bar as default, while reducing the length to e.g. 8 increase more responsive of the fitted data, however inline to increase a false trend identification (bias-variance trade-off). To be noted, the indicator wasn't a momentum indicator, thus can only expect the trend identifier instead. If the price is above the fitted line (indicator), and experiencing a retracement, regularly expected to be bounced around the fitted line (support), while if breaks to the downside, expected a trend reversal, and become a (resistance).
Feature:
As in the decomposition of time series data, the indicator was modified from the deseasonalized process, to avoid overfitting as in the original format, aiming to exclude seasonal component (shorter time-period in consideration), thus leaving trend and irregularity. The indicator is expected to identify short-term trends, based on the given timeframe.
Notes:
Length set to 10-bar as default, while reducing the length to e.g. 8 increase more responsive of the fitted data, however inline to increase a false trend identification (bias-variance trade-off). To be noted, the indicator wasn't a momentum indicator, thus can only expect the trend identifier instead. If the price is above the fitted line (indicator), and experiencing a retracement, regularly expected to be bounced around the fitted line (support), while if breaks to the downside, expected a trend reversal, and become a (resistance).
Feature:
- Buy/Long overlay signal
- Sell/Short overlay signal
- Alert
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。
想在圖表上使用此腳本？
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。