PROTECTED SOURCE SCRIPT
已更新 Statistical Bands
This TradingView indicator, "Statistical Bands" (short title "StatB"), creates a dynamic envelope around a smoothed baseline by combining noise reduction techniques with volatility measurement. It offers several smoothing methods—including various moving averages and a Kalman filter option—and calculates upper and lower bands based on either standard deviation or ATR, allowing traders to visualize potential support/resistance and volatility levels.
Overview
Baseline Calculation:
The indicator computes a baseline from a user-selected source (typically the close price) and smooths it using a chosen algorithm. If the user selects “Kalman,” the script applies a Kalman filter (using user-defined parameters for measurement noise variance (R) and process noise variance (Q)); otherwise, it uses one of several moving averages (SMA, EMA, RMA, WMA, VWMA, or HMA).
Band Formation:
A statistical measure of volatility—either the standard deviation or the Average True Range (ATR)—is calculated over a specified length and then multiplied by a user-defined bandwidth multiplier. The upper and lower bands are obtained by adding or subtracting this value from the baseline.
Visualization:
The indicator plots the baseline and the two bands over the price chart and fills the area between the bands with a semi-transparent color, making it easier to identify potential breakout zones or areas of support and resistance.
This concise yet flexible tool aids traders in assessing current market conditions by highlighting volatility and potential turning points.
Overview
Baseline Calculation:
The indicator computes a baseline from a user-selected source (typically the close price) and smooths it using a chosen algorithm. If the user selects “Kalman,” the script applies a Kalman filter (using user-defined parameters for measurement noise variance (R) and process noise variance (Q)); otherwise, it uses one of several moving averages (SMA, EMA, RMA, WMA, VWMA, or HMA).
Band Formation:
A statistical measure of volatility—either the standard deviation or the Average True Range (ATR)—is calculated over a specified length and then multiplied by a user-defined bandwidth multiplier. The upper and lower bands are obtained by adding or subtracting this value from the baseline.
Visualization:
The indicator plots the baseline and the two bands over the price chart and fills the area between the bands with a semi-transparent color, making it easier to identify potential breakout zones or areas of support and resistance.
This concise yet flexible tool aids traders in assessing current market conditions by highlighting volatility and potential turning points.
版本注释
Minor bug fix版本注释
Input description fix版本注释
MA bug fix版本注释
Bugfix版本注释
Updated bandwidth formula to be calculated as standard deviation against selected baseline, not simple moving average. This should improve potential trading results.受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。