OPEN-SOURCE SCRIPT
Z-Score 'Bollinger Bands'
Mis à jour
The following script is an application of the Z-Score (previous script).
Z-Scores can be used in place of standard deviation (sigma) in 'Bollinger Bands'.
The average of the sample (x-bar) over 21 days (N)
21 average trading days per month, fixed value
The average of the population (mu) over 63 days (n)
63 days per quarter, default is set to 63
Z-Score is calculated by formula in previous script, and the absolute value is taken of "Z".
Z-High = absolute value of Z + (x-bar).
Z-Low = absolute value of Z - (x-bar).
Will update with Z from mu and Z from avg (working on UX and visualization details).
Z-Scores can be used in place of standard deviation (sigma) in 'Bollinger Bands'.
The average of the sample (x-bar) over 21 days (N)
21 average trading days per month, fixed value
The average of the population (mu) over 63 days (n)
63 days per quarter, default is set to 63
Z-Score is calculated by formula in previous script, and the absolute value is taken of "Z".
Z-High = absolute value of Z + (x-bar).
Z-Low = absolute value of Z - (x-bar).
Will update with Z from mu and Z from avg (working on UX and visualization details).
Notes de version
added display options.can choose from:
Z-Score from sample mean (x-bar)
Z-Score from population mean (mu)
Notes de version
//hexidecimal color switchNotes de version
//testScript open-source
Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
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