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peacefulLizard50262
3 ott 2022 22:36

Z Bollinger Bands 

Bitcoin / TetherUSBinance

Descrizione

This version of Bollinger Bands measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the Standard Deviation and using that as our multiplier for our Bollinger bands we can have a statistically safe trading zone.
You notice that its dynamic, this is because it take into account the real volatility levels of a window and uses that to determine an appropriate multiplier. As always I hope you enjoy this release.

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chart

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lmao overlay = true

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added smoothing for the score

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added asymmetric calculations
Commenti
micdot7
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micdot7
is that ever neat! i'll be checking it out :)
peacefulLizard50262
@micdot7, feel free to play around with how the z-score average high should be calculated.
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