1 standard deviation equals 68.3%, meaning that the price should stay inside the 1 standard deviation 68.3% of the time and be outside of it 31.7% of the time;
2 standard deviation equals 95.5%, meaning that the price should stay inside the 2 standard deviation 95.5% of the time and be outside of it 4.5% of the time;
3 standard deviation equals 99.7%, meaning that the price should stay inside the 3 standard deviation 99.7% of the time and be outside of it 0.3% of the time.
week 1: [-5, -5, -10, -0, +4]
week 2: [+20, +2, +0, -1, +7]
[-10, -5, -5, -1, 0, 0, 2, 4, 7, 20]
negative return distribution = [0, -1, -5, -5, -10]
positive return distribution = [0, +2, +4, +7, +20]
negative return distribution (50%) = -5
positive return distribution (50%) = +4
negative return distribution (100%) = -10
positive return distribution (100%) = +20
combined return distribution = [0, 0, (1), 2, 4, (5), (5), 7, (10), 20]
combined return distribution (50%) = 4
combined return distribution (100%) = 10
square root ( (sum [(x - mean) ^ 2]) / N )
'mean' is the average of your entire dataset
'x' is just representative of a single point in your dataset (one point at a time)
'N' is the total number of things in your dataset.
本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!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约束。 您可以收藏它以在图表上使用。