OPEN-SOURCE SCRIPT
已更新 Vol-Targeted Position Size Strategy
Instructions
Click here for a video demonstration of using the Vol-Targeted Position Size strategy. The link also includes detailed written instructions if you prefer.
Overview
This strategy seeks to maintain a constant-volatility exposure to the underlying asset.
The user inputs a volatility target and a half-life for the exponentially weighted volatility estimate used as a volatility forecast.
The user also inputs a no-trade buffer parameter that controls the fidelity with which the strategy rebalances back to the target position size. The strategy rebalances back to the target position size when the current position falls outside of the region:
Pine Script®
This region is highlighted in the strategy's chart window, as are the current and target positions.
Click here for a video demonstration of using the Vol-Targeted Position Size strategy. The link also includes detailed written instructions if you prefer.
Overview
This strategy seeks to maintain a constant-volatility exposure to the underlying asset.
The user inputs a volatility target and a half-life for the exponentially weighted volatility estimate used as a volatility forecast.
The user also inputs a no-trade buffer parameter that controls the fidelity with which the strategy rebalances back to the target position size. The strategy rebalances back to the target position size when the current position falls outside of the region:
targetPosition - tradeBuffer*targetPosition : targetPosition + tradeBuffer*targetPosition :
This region is highlighted in the strategy's chart window, as are the current and target positions.
版本注释
Updated label of the position版本注释
Use v2 of VolTargeting library开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
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。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
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。