INVITE-ONLY SCRIPT
已更新 Implied Target
This script attempts to estimate the targets that the current price may reach based on an exponentially weighted volatility model.
Overall, with the assumption of normal distribution of log return, which might not always hold true, it calculates the estimated range within which the current candles will close. One, two, and three sigma will give the probability of around 68%, 95% and 99% respectively.
This can be used to give you a better sense of what is possible with the current level of volatility , thus assist in risk management and position sizing.
Like with any indicators, it is recommended that you use this script as a confirmation to your strategy, and not take the estimated range blindly to carry out, for instance, mean-reversion trade. Again, it is merely an estimation with volatility at its core.
May you be on the right side of the trade.
Overall, with the assumption of normal distribution of log return, which might not always hold true, it calculates the estimated range within which the current candles will close. One, two, and three sigma will give the probability of around 68%, 95% and 99% respectively.
This can be used to give you a better sense of what is possible with the current level of volatility , thus assist in risk management and position sizing.
Like with any indicators, it is recommended that you use this script as a confirmation to your strategy, and not take the estimated range blindly to carry out, for instance, mean-reversion trade. Again, it is merely an estimation with volatility at its core.
May you be on the right side of the trade.
版本注释
Minor fixes版本注释
Minor Fixes版本注释
Minor Fixes版本注释
Migration to Pine V5版本注释
Bugs fixed版本注释
Minor Update:- Add Robust Mode, the bands now act as more significant levels of support & resistance while maintaining its representativeness of estimated probability
- Fix the bug that makes daily chart on index instruments off
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只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系QallianceTech。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
Send me a direct message for life-time access request
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。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系QallianceTech。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
Send me a direct message for life-time access request
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。