OPEN-SOURCE SCRIPT

Least Squares Bollinger Bands

已更新
Similar to Bollinger Bands but adjusted for momentum. Instead of having the centerline be a simply moving average and the bands showing the rolling variance, this does a linear regression, and shows the LSMA at the center, while the band width is the average deviation from the regression line instead of from the SMA.

This means that unlike for normal Bollinger bands, momentum does not make the bands wider, and that the bands tend to be much better centered around the price action with band walks being more reliable indicators of undersold/oversold conditions. They also give a much narrower estimate of current volatility/price range.
版本注释
Cleaned up some code to make it more general. Now easy to modify with whatever moving average you like if you want to vary the weights on the linear regression. Also added a toggle to disable working with logged values.
Bollinger Bands (BB)leastsquaresLeast Squares Moving Average (LSMA)

开源脚本

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。

想在图表上使用此脚本?

免责声明