OPEN-SOURCE SCRIPT
Rebalance Oscillator
Aggiornato
Rebalancing is a common strategy to reduce risk and achieve a constant portfolio ratio between two tokens. It shifts between two values in order to keep a static ratio between them as their value oscillates.
However what is less known about rebalancing is that it provides a way to remove the noise from a signal, effectively showing us the points where to buy and to sell.
This works best in highly volatile tickers, between two tokens that are not correlated and show a high std deviation between them (i.e. XTZUSD is a better signal for this than XTZBTC).
The buying bars are marked in blue, and the selling bars are marked in red, in a similar fashion to Trading View strategy orders.
However what is less known about rebalancing is that it provides a way to remove the noise from a signal, effectively showing us the points where to buy and to sell.
This works best in highly volatile tickers, between two tokens that are not correlated and show a high std deviation between them (i.e. XTZUSD is a better signal for this than XTZBTC).
The buying bars are marked in blue, and the selling bars are marked in red, in a similar fashion to Trading View strategy orders.
Note di rilascio
In this revision the chart is inverted (Top represent sales - red values; Bottom represent buys - blue values).The code is simpler and uses two libraries.
Script open-source
In pieno spirito TradingView, l'autore di questo script lo ha pubblicato open-source, in modo che i trader possano comprenderlo e verificarlo. Un saluto all'autore! È possibile utilizzarlo gratuitamente, ma il riutilizzo di questo codice in una pubblicazione è regolato dal nostro Regolamento. Per aggiungerlo al grafico, mettilo tra i preferiti.
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