DonovanWall

Multi Z Score [DW]

This is an experimental study using z scores of multiple sampling periods to analyze price trends.
Z score measures the number of standard deviations price is from its mean.

In this study, z scores are calculated over a Fibonacci sequence of sampling periods from 3 to 4181.
The scores are then averaged with equal weighting, resulting in a display of long term trend with short term sensitivity.

Custom bar colors are included. The color scheme is based on the perceived trend from the average z score.
Dec 16
Phát hành các Ghi chú: Updates:

Added dynamic weightings to the script based on a request @mcbw_.
There are four weigting methods to choose from:
-> Equal Weights - The original method.
-> Volume Weights - Weights each Z score by its cumulative volume
-> Length Weights - Weights each Z score by its sampling period
-> Volatility Weights - Weights each Z score by its standard deviation of price over its respective sampling period

Added exponential smoothing to the script for a noise reduced result

Made some changes to the aesthetic:
-> Average Z Score is now plotted as columns
-> Individual Z Scores are now plotted as circles
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Man, absolutely love this one. Thanks for putting it together. I paired it with McGinley Fan (13, 26, 52) and it works like a charm
+1 Phản hồi
Can't wait to play with it, Thank you mate
+1 Phản hồi
Would be super interesting to see this with dynamic weightings
+2 Phản hồi
@mcbw_, A dynamic weighting would potentially deliver an interesting result. However, the reason for the equal weightings is that I wanted equal emphasis on long and short term parts.

I could always incorporate different weighting options though, so I'll play around with some different methods for weighting and incorporate any useful ones in an update.
+2 Phản hồi
DonovanWall DonovanWall
@mcbw_ , The script now has four weighting options.
+2 Phản hồi
mcbw_ DonovanWall
Hey @DonovanWall ! I am very excited to test this out and see what new possibilities there are. Thanks for throwing this in! Always solid work
+2 Phản hồi
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