PROTECTED SOURCE SCRIPT
Rebalance Average Deviation

This basic script is designed to be used in conjunction with a Rebalancing spreadsheet.
It calculates the amount a cryptocurrency (or asset) has deviated by over a set amount of time.
The parameters are as follows:
==========================
Rebalance Periods:
This sets the amount of time back to calculate change in price from.
if using 12 hours for example, then you could use hourly candles and set this parameter to twelve.
If using days, then set candles to daily candles...
Required Deviation:
This is the value the spreadsheet calculates from the following formula
[Exchange Minimum trade value] / [value of position held]
Smoothed deviation average length:
This is basically a simple moving average of the calculated deviation value. Helpful for estimating the position size of each coin you wish to hold.
===========================
If you have any questions connect via Discord:
https://discord.gg/rryEG7q
Cheers
It calculates the amount a cryptocurrency (or asset) has deviated by over a set amount of time.
The parameters are as follows:
==========================
Rebalance Periods:
This sets the amount of time back to calculate change in price from.
if using 12 hours for example, then you could use hourly candles and set this parameter to twelve.
If using days, then set candles to daily candles...
Required Deviation:
This is the value the spreadsheet calculates from the following formula
[Exchange Minimum trade value] / [value of position held]
Smoothed deviation average length:
This is basically a simple moving average of the calculated deviation value. Helpful for estimating the position size of each coin you wish to hold.
===========================
If you have any questions connect via Discord:
https://discord.gg/rryEG7q
Cheers
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
受保护脚本
此脚本以闭源形式发布。 但是,您可以自由使用,没有任何限制 — 了解更多信息这里。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。