OPEN-SOURCE SCRIPT
已更新 Bitcoin Risk Metric II
Thesis: Bitcoin's price movements can be (dubiously) characterized by functional relationships between moving averages and standard deviations. These movements can be normalized into a risk metric through normalization functions of time. This risk metric may be able to quantify a long term "buy low, sell high" strategy.
This risk metric is the average of three normalized metrics:
1. (btc - 4 yma)/ (std dev)
2. ln(btc / 20 wma)
3. (50 dma)/(50 wma)
* btc = btc price
* yma = yearly moving average of btc, wma = weekly moving average of btc, dma = daily moving average of btc
* std dev = std dev of btc
Important note:
Historical data for this metric is only shown back until 2014, because of the nature of the 1st mentioned metric. The other two metrics produce a value back until 2011. A previous, less robust, version of metric 2 is posted on my TradingView as well.
This risk metric is the average of three normalized metrics:
1. (btc - 4 yma)/ (std dev)
2. ln(btc / 20 wma)
3. (50 dma)/(50 wma)
* btc = btc price
* yma = yearly moving average of btc, wma = weekly moving average of btc, dma = daily moving average of btc
* std dev = std dev of btc
Important note:
Historical data for this metric is only shown back until 2014, because of the nature of the 1st mentioned metric. The other two metrics produce a value back until 2011. A previous, less robust, version of metric 2 is posted on my TradingView as well.
版本注释
Tidied up code. 开源脚本
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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。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
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。