OPEN-SOURCE SCRIPT
Mis à jour Z-Score Valuation Model
Input Factors: It takes several input factors such as price, MVRV (Market Value to Realized Value), SOPR (Spent Output Profit Ratio), Sharpe ratio, Sortino ratio, Omega ratio, NUPL (Net Unrealized Profit/Loss), Risk Index, Active Addresses, and Supply Profitability State.
Calculation of Z-Scores: For each input factor, it calculates a Z-score. The Z-score is a measure of how many standard deviations an element is from the mean. It indicates whether a value is above or below the average and by how many standard deviations.
Composite Z-Score: After calculating the individual Z-scores for each factor, it calculates a composite Z-score by averaging the Z-scores of all the selected factors. This composite Z-score represents an overall valuation metric for Bitcoin.
Visualization: It plots the composite Z-score along with individual Z-scores for each factor on the chart. Additionally, it highlights overbought and oversold areas based on certain threshold values.
Table Display: It displays a table showing the Z-scores of each factor along with the composite Z-score. This table provides a snapshot of the valuation metrics.
Thresholds: It allows setting thresholds for SDCA In and Out levels.
Calculation of Z-Scores: For each input factor, it calculates a Z-score. The Z-score is a measure of how many standard deviations an element is from the mean. It indicates whether a value is above or below the average and by how many standard deviations.
Composite Z-Score: After calculating the individual Z-scores for each factor, it calculates a composite Z-score by averaging the Z-scores of all the selected factors. This composite Z-score represents an overall valuation metric for Bitcoin.
Visualization: It plots the composite Z-score along with individual Z-scores for each factor on the chart. Additionally, it highlights overbought and oversold areas based on certain threshold values.
Table Display: It displays a table showing the Z-scores of each factor along with the composite Z-score. This table provides a snapshot of the valuation metrics.
Thresholds: It allows setting thresholds for SDCA In and Out levels.
Notes de version
Corrected Titles for PlotsNotes de version
Added RSI.Added AHR999.
Added text, indicating the value of the Zscore.
Created 2 columns with the indicators and Zscores.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
🔍 Access Investing Strategies & Indicators
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
🔍 Access Investing Strategies & Indicators
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.