OPEN-SOURCE SCRIPT
Rebalance Oscillator
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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.
Nota Keluaran
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.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai sumber terbuka supaya pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara percuma, tetapi penggunaan semula kod dalam penerbitan ini adalah dikawal oleh Peraturan dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.