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Market Efficiency:
The strategy calculates market efficiency using several parameters like volatility, autocorrelation, volume spikes, and order imbalance. These values are normalized over a lookback period to generate an efficiency score.
An oscillator is calculated by smoothing the efficiency score using a Hull Moving Average (HMA), which is then used to determine market efficiency or inefficiency.
Trend vs. Mean Reversion:
Based on statistical properties and volatility analysis, the script distinguishes between a trending market or a mean-reverting market.
The Hurst exponent is used to estimate whether the market is stabilizing or becoming chaotic, contributing to this determination. Credits to Coff3eG george_608
MVRV Ratio:
The MVRV (Market Value to Realized Value) indicator for Bitcoin is included. This metric compares the current market value of Bitcoin to its historical realized value using a 155-day simple moving average (SMA).
The ratio helps determine whether the market is overvalued (bullish) or undervalued (bearish), providing signals for buy or sell conditions. Credits to AriSai_TRW
Long Only Trade Calculation:
The script is configured for long trades only. A long trade is opened when:
The market is trending (not mean-reverting).
The MVRV ratio suggests a bullish condition.
The efficiency oscillator is below zero
A long position is closed if:
The market begins to revert to the mean.
The MVRV ratio turns bearish (below 1).
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Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.