OPEN-SOURCE SCRIPT
已更新 Efficiency Ratio (Kaufman)
or "Generalized fractal efficiency"
Measures price trend effectiveness. Where 1.00 is trending and 0.00 not.
Calculation:
ER = Change / Sum of absolute changes
where "Change" is a price change over specified period and "Sum of Changes" sum of absolute price movements within that period
As an example, to calculate 5-day ER you have to calculate 5-day change and then calculate absolute sum of each day movements:
5-day ER = 5-day change / (|day 1 change| + |day 2 change| + |day 3 change| + |day 4 change| + |day 5 change|)
Source: marketvolume.com/technicalanalysis/efficiencyratio.asp
Measures price trend effectiveness. Where 1.00 is trending and 0.00 not.
Calculation:
ER = Change / Sum of absolute changes
where "Change" is a price change over specified period and "Sum of Changes" sum of absolute price movements within that period
As an example, to calculate 5-day ER you have to calculate 5-day change and then calculate absolute sum of each day movements:
5-day ER = 5-day change / (|day 1 change| + |day 2 change| + |day 3 change| + |day 4 change| + |day 5 change|)
Source: marketvolume.com/technicalanalysis/efficiencyratio.asp
發行說明
correct chart now發行說明
Bumped to V5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。
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。