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Standard Deviation

Triple Standard Deviation＝＝日本語説明も併記 // Japanese discription is following ＝＝ ■ Momentum Indicator (Triple Indication of Standard Deviation Volatilities) ■ Effective assets: All ■Example of utilization 1) Assume that a trend is generated at the timing when the yellow area chart (26) rises 2) Confirm the candlestick and if the price jumps out of the Bollinger band ± 1 σ, the trend toward that direction 3) If the closing price is confirmed within ± 1σ of the Bollinger band, close the position ■ Detailed explanation Three standard deviation volatilities with different parameters are displayed at the same time. As represented by convergence divergence of Bollinger, it has a characteristic that it rises in the trend generation period and falls during the trend convergence period. It develops color in a rising phase so that trend generation is easy to recognize, and fades in a falling phase. Daily use is basic, but you can use it with the same parameters for other time feet. The basic parameter (26) is displayed in yellow area for the most visibility. The long-term parameter (52) is indicated by a yellow dot as an auxiliary element for judging the rising margin of the basic line. The short-term parameter (13) is displayed as a line as an auxiliary element for recognizing the peak out of the basic line in advance. In some cases, by changing short term (13) to super long term (100) you can recognize the major market price level once in several years. Three periods The phrase "all lines" goes from "low position" to "rising together" is considered the strongest trend. On the other hand, in the case where the short-term line rises backwards as the longer-term line goes down, it tends to end up with short-lived trends and failure to form trends. If the trend speed is constant as a standard feature of calculating the standard deviation, the standard deviation may decrease even during trend continuation. Therefore, it is desirable to make a comprehensive judgment by comparing the shape of candlestick with the longer-term line. Please note that there is no way to judge whether the trend suggested by this index rises or falls from this index, so it is necessary to confirm the main chart. (It is preferable to display parabolic or Bollinger band) ■ Remarks It is an index created assuming that it is used as Triple STD-ADX in combination with Triple Smoothed ADX（to be posted later）. ■ About Triple STD-ADX Triple Standard Deviation "and" Triple Smoothed ADX "are superimposed and displayed as" Screen (without scale) "to function as" Triple STD - ADX ". The method of utilization is the same as Triple Standard Deviation and Triple Smoothed ADX, but by simultaneously displaying two momentum indicators with different calculation approaches with multiple parameters, we aim to mutually complement the cognitive power of trends. STD (13, 26, 52, 100, 200) and ADX (7, 14, 26, 52, 100) correspond to reaction rates respectively. By choosing different reaction rates you can expect to further increase reliability. You can estimate the reliability of the trend most reliably in a situation where all six signals in total rise from low to high. ■Sample: STD-ADX Trade Signal ======================================================== ■ モメンタム指標（標準偏差ボラティリティの3連表示） ■ 有効アセット：すべて ■ 活用の一例 １）黄色のエリアチャート（26）が上昇したタイミングでトレンド発生を想定 ２）ローソク足を確認し、ボリンジャーバンド±1σの外に価格が飛び出している場合はその方向へのトレンドと認識 ３）ボリンジャーバンド±1σ以内で終値が確定した場合にはポジションクローズ ■ 詳細説明 パラメーターの異なる３つの標準偏差ボラティリティを同時に表示します。ボリンジャーの収束発散に代表されるように、トレンド発生期に上昇しトレンド収束期に低下する特性を持ちます。 トレンド発生を認識しやすいように上昇局面で発色し、下降局面で退色します。 活用は日足が基本ですが、他の時間足に対しても同一パラメーターで使用することができます。 基本パラメーター（26）は最も視認しやすいように黄色のエリア表示にしています。 長期パラメーター（52）は基本線の上昇余力を判断するための補助要素として黄色の丸点で表示しています。 短期パラメーター（13）は基本線のピークアウトを先行して認識するための補助要素としてラインで表示にしています。 場合によって、短期(13)を超長期（100）に変更することで数年に一度のレベルの大相場が認識できます。 3期間「全てのライン」が「低い位置」から「揃って上昇」する局面を最も強いトレンドと考えます。 一方、より長期のラインが低下する中、より短期のラインが逆行して上昇するケースでは、短命のトレンドやトレンド形成失敗に終わることが多くなります。 標準偏差の計算上の特徴としてトレンドの速度が一定の場合にトレンド継続中も標準偏差が低下することがあります。そのため、ローソク足の形状とより長期のラインを見比べて総合的に判断することが望ましいです。 なお、本指標が示唆するトレンドが上昇か下降かは本指標からは判断する術はないため、必ずメインチャートを確認する必要があります。（パラボリックやボリンジャーバンドを表示すると好適） ■備考 追って掲載するTriple Smoothed ADXと併用して、Triple STD-ADXとして使用することを想定して作成した指標です。 ■Triple STD-ADXについて 「Triple Standard Deviation」と「Triple Smoothed ADX」を一方を「スクリーン（スケールなし）」として重ねて表示させることで「Triple STD-ADX」として機能します。 活用方法はTriple Standard DeviationやTriple Smoothed ADXと同じですが、算出アプローチの異なる２つのモメンタム指標を複数パラメーターで同時に表示させることで、トレンドの認識力を相互に補完する狙いがあります。 反応速度はそれぞれSTD（13,26,52,100,200)とADX（7,14,26,52,100)がほぼ対応します。 異なる反応速度を選択することで信頼度をさらに高めることを期待できます。 合計6本のシグナル全てが低い位置から揃って上昇する局面でトレンドの信頼性を最も高く見積もることができます。
Pine Script® Indikator
von Market_wolf
Louis Bachelier's Random WalkSeveral tests of market efficiency have been developed over the years. The very first test, constructed by Louis Bachelier in 1900, measured the probability of a number of consecutively positive or consecutively negative price changes, or “runs.” The randomness of runs is rejected with 95 percent statistical confidence whenever the plotted value is greater than 0. The randomness of runs cannot be rejected if it's < 0.
Pine Script® Indikator
von Tr0sT
1
The Curve by Atilla YurtsevenThe Curve by Atilla Yurtseven This indicator uses real empirical rule (68 - 95 - 99.7 rule). This is not a Bollinger Band indicator. I know BB is a very good indicator however it's unreliable. First of all, I believe that price is not in a normal distribution. When you plot the histogram, you can not see a nice bell curved shape. It's know that bollinger bands simply uses a simple moving average and add standard deviation of closing price over it. TheCruve in the other hand, converts price to the nice bell shaped normal distribution and it never repaints. If it does, so there is a bug :) The Curve indicator does not repaint. It's just there at the opening of the new bar! You can use The Curve with any time frame you like and any securities/pairs. Even for stocks. Longer look back periods, give better results. Inputs: Look Back Period: This is for calculating probability. Longer periods give better results. Use Trend: When you enable Trend option, all lines will be calculated based on a Linear Regression trend What do lines / ranges mean? 1st lines range is 68%. There is 68% probability that bar will close in this range. 2nd lines range is 95%. There is 95% probability that bar will close in this range. 3rd lines range is 99.7%: There is 99.7% probability that bar will close in this range. FYI: This is an indicator that I have developed for myself. You can use it, apply or not to apply it to your trades. Keep in mind that, you are responsible for all your loses (or wins). Risk is 100% yours. Please use / try "The Curve" only if you accept this condition. Have fun :) Atilla Yurtseven
Pine Script® Indikator
von AtillaYurtseven
7
BB% MODHELLO EVERYONE ! I created this indicator to simplify my life in the study of the bollinger bands on a multi-time frame optics. It works exactly like the bollinger bands %B you have of defaul inside tradingwiew; BUT you can choose via an integrated button that I integrated if you see the indicator on the chart timeframe or a custom time frame, which can be changed via a window Timeframe that you can choose from the window: 1M, 3M, 15M, 30M, 45M, 1H, 2H, 4H, 8H, 12H, D, 3D, W For more info contact me in PM I usually answer in 1/3 Day
Pine Script® Indikator
von BrainInvesting
%B 12H THello everyone , I want to share with the comunity my work for look BB %B in a different timeframe without having to change it every time. I had done to look and study different or multi timeframe a BB %B I have programmed the script so that it is completely identical to the default one of tradingwiew to simplify its use at all. I hope this work can be useful to someone else who likes the concept of standard deviation at the base of the bands conceived by Bollinger, but seen as multi timeframe.
Pine Script® Indikator
von BrainInvesting
2
Z-Score (Close)A Z-score is a numerical measurement of a value's relationship to the mean in a group of values. If a Z-score is 0, it represents the score as identical to the mean score. Z-scores may also be positive or negative, with a positive value indicating the score is above the mean and a negative score indicating it is below the mean. Positive and negative scores also reveal the number of standard deviations that the score is either above or below the mean.
Pine Script® Indikator
von BeasleySavage
The ScriptThis latest editon in the series of -=The Script=- The pre-weighted values are optimized for crypto and this one uses a custom indicator: • Heartbeat Indicator The settings for this strategie use: • Chart Period • Strategy Period • Signal Lenght • Aggressiveness DISCLAIMER: The creators of these script are not financial advisors, and as such, this script is not financial advice. Anything seen or used within this script is here simply for educational purposes and it is up to you to decide what to do with this information and results. Please do your own research and verify any outcome made before deciding to act upon them. Do not commit any of your own resources to any trading or cryptocurrency activities without first verifying the accuracy of the information and know that your decisions are your own.
Pine Script® Indikator
von KingRekter
11
Relative Volatility IndexCorrected Relative Volatility Index. This indicator was originally developed by Donald Dorsey (Stocks & Commodities V.11:6 (253-256): The Relative Volatility Index). The indicator was revised by Dorsey in 1995 (Stocks & Commodities V.13:09 (388-391): Refining the Relative Volatility Index). I suggest the refined RVI with optional settings. If you disabled Wilder's Smoothing and Refined RVI you will get the original version of RVI (1993, as built-in). Also, you can choose an algorithm for calculating Standard Deviation.
Pine Script® Indikator
von everget
10
BBLathe2: Bollinger Band Lathe w/ Elder's Force Index [sclark39]Welcome to the second version of the BBLathe! This shows Bollinger Bands centered on a horizontal basis, to make it easier to see how volatility is changing and identify squeeze opportunities. By default Bollinger bands are calculated using an exponential moving average and an improved higher precision stdev implementation, but this can be disabled. Version 2 also shows Elder's Force Index as a white histogram, so you can see some volume information to help confirm the power of the bears/bulls. The green/red shadow shows how the Bollinger's basis is changing, and when it is going up there will be a green shadow underneath the basis line (this can be inverted in the settings). There is also price line (yellow) showing the location of the price within the Bollinger Bands. Use this indicator for trades at your own risk, I made this for fun and it is not a trade recommendation. That being said, if you like my work please tip me! ETH: 0xf8E0Ea503B5c833fD4546E7fa2c70EcE42A27C8A Please comment with feedback and requests!
Pine Script® Indikator
von sclark39
12
META: Kahan Summation (Scripting Exercise)I was curious to see what Pine uses to accumulate numbers. It looks like it uses the simple "add em up" approach, rather than a compensated summation. This means that especially for large numbers, there is an inherent error amount. This script implements the Kahan Summation Algorithm, also known as compensated summation. en.wikipedia.org This is part 2 of my study into the builtin stdev function. I think this is why it differs so much from the simple two-pass solution.
Pine Script® Indikator
von sclark39
1
META: STDEV Study (Scripting Exercise)While trying to figure out how to make the STDEV function use an exponential moving average instead of simple moving average , I discovered the builtin function doesn't really use either. Check it out, it's amazing how different the two-pass algorithm is from the builtin! Eventually I reverse-engineered and discovered that STDEV uses the Naiive algorithm and doesn't apply "Bessel's Correction". K can be 0, it doesn't seem to change the data although having it included should make it a little more precise. en.wikipedia.org
Pine Script® Indikator
von sclark39
5
Gunbot PingPongSimulation of Gunbot PingPong strategy useful for fine tuning settings and backtesting. First load the instrument and chart period you are wanting to trade and note the general low and high prices. You will need these for "dialing in" your PingPong Buy and Sell prices once you load the indicator. Defaults are set for current USDT-BTC prices. In Pine Editor -> Open "Gunbot PingPong" -> Add To Chart -> On Indicator -> Format -> Input your desired settings to test. Red = PingPong Sell Price Green = PingPong Buy Price NOTICE: By requesting access to this script you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!
Pine Script® Strategie
von allanster
383
SDSpikePrice Change as Standard Deviation Spikes Plots price changes scaled to daily StdDev for the period The Close price change is plotted as a thick bar coloured green for up close, red for down close The High price change is plotted as a thin bar coloured aqua The Low price change is plotted as a thin bar coloured orange Can be used to understand the statistical price behaviour of the symbol. Very useful for earnings trades and in general for options trades.
Pine Script® Indikator
von shaggydoo
2