OPEN-SOURCE SCRIPT
Atualizado Z-Score Valuation Model
Input Factors: It takes several input factors such as price, MVRV (Market Value to Realized Value), SOPR (Spent Output Profit Ratio), Sharpe ratio, Sortino ratio, Omega ratio, NUPL (Net Unrealized Profit/Loss), Risk Index, Active Addresses, and Supply Profitability State.
Calculation of Z-Scores: For each input factor, it calculates a Z-score. The Z-score is a measure of how many standard deviations an element is from the mean. It indicates whether a value is above or below the average and by how many standard deviations.
Composite Z-Score: After calculating the individual Z-scores for each factor, it calculates a composite Z-score by averaging the Z-scores of all the selected factors. This composite Z-score represents an overall valuation metric for Bitcoin.
Visualization: It plots the composite Z-score along with individual Z-scores for each factor on the chart. Additionally, it highlights overbought and oversold areas based on certain threshold values.
Table Display: It displays a table showing the Z-scores of each factor along with the composite Z-score. This table provides a snapshot of the valuation metrics.
Thresholds: It allows setting thresholds for SDCA In and Out levels.
Calculation of Z-Scores: For each input factor, it calculates a Z-score. The Z-score is a measure of how many standard deviations an element is from the mean. It indicates whether a value is above or below the average and by how many standard deviations.
Composite Z-Score: After calculating the individual Z-scores for each factor, it calculates a composite Z-score by averaging the Z-scores of all the selected factors. This composite Z-score represents an overall valuation metric for Bitcoin.
Visualization: It plots the composite Z-score along with individual Z-scores for each factor on the chart. Additionally, it highlights overbought and oversold areas based on certain threshold values.
Table Display: It displays a table showing the Z-scores of each factor along with the composite Z-score. This table provides a snapshot of the valuation metrics.
Thresholds: It allows setting thresholds for SDCA In and Out levels.
Notas de Lançamento
Corrected Titles for PlotsNotas de Lançamento
Added RSI.Added AHR999.
Added text, indicating the value of the Zscore.
Created 2 columns with the indicators and Zscores.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
🔍 Access Investing Strategies & Indicators
📊 whop.com/marktquant
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Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script de código aberto
No verdadeiro espirito do TradingView, o autor desse script o publicou como código aberto, para que os traders possam entendê-lo e verificá-lo. Parabéns ao autor Você pode usá-lo gratuitamente, mas a reutilização desse código em publicações e regida pelas Regras da Casa.
🔍 Access Investing Strategies & Indicators
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
📊 whop.com/marktquant
🌐 marktquant.com
Nothing shared on this page constitutes financial advice. All information, tools, and analyses are provided solely for informational and educational purposes.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.