TradingView
auroagwei
2019年9月27日午前10時11分

normalization/range clamp for cbci test 教育

Bitcoin / US Dollar Perpetual Inverse Swap ContractBitMEX

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Example chart testing artificial range clamping for the Constance Brown Composite Index (CBCI), which was deliberately designed to not be range bound to address some of the limitations and shortcomings of the RSI formula.

Here, an artificial value clamp/range bound 0-100 is reintroduced in the name of science, to see what would happen to key crossovers on a momentum-enabled indicator with no defined "floor" or "ceiling".

In short, I'm a huge fan of the CBCI - this isn't the first, and most certainly won't be the last time I explore modifications to the composite index and RSI.
コメント
johnjohntrades
Awesome man!
Would it be a problem if I asked you how you clamped this function (-1,1) ? Not really related to the indicator by itself by I found your post by searching for “clamping TradingView” 💫

I’m thinking about setting a range
Get MaxVal of that range
Get MinVal of that range
Half = max-min /2
Indicator is
If value > min and < max , =
(value - half)/ half

If value > max, = 1
Else = -1
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