MarcoValente

Bollinger Bands with ATR(Percent)

99
ATRP applicated at BB, the band are more reactive and reduce false signal (looks like..)
开源脚本

本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!您可以免费使用它,但在出版物中重复使用此代码受网站规则的约束。 您可以收藏它以在图表上使用。

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。

想在图表上使用此脚本?
study(shorttitle="BB+ATRP", title="Bollinger Bands with ATR(Percent)", overlay=true)
//@version=2
//study("Average Percentage True Range")
len=input(14,"ATRP")
lh = high - low
pc = close[1]
hc = abs( high - pc )
lc = abs( low - pc )
MM = max( max( lh, hc ), lc ) 
atrs = iff( MM == hc, hc / (  pc + ( hc / 2 ) ), 
       iff( MM == lc, lc / ( low + ( lc / 2 ) ), 
       iff( MM == lh, lh / ( low + ( lh / 2 ) ), 0 ) ) )

APTR = 100*atrs*(2/(len+1))+nz(APTR[1])*(1-(2/(len+1)))
//plot( APTR,title= "APTR"  ,color=red )

length = input(20,"BB", minval=1)
src = input(close, title="Source")
mult = input(1.3,step=0.1, minval=0.001, maxval=50)
basis = sma(src, length)
dev = mult * APTR
upper = basis + dev
lower = basis - dev
plot(basis, color=red)
p1 = plot(upper, color=blue)
p2 = plot(lower, color=blue)
fill(p1, p2)