標準偏差とＡＴＲ
STDEV & ATR for price.
//@version=2 study(title="標準偏差とＡＴＲ", shorttitle="stdev&atr", overlay=false) length=input(20,minval=1,title="期間") src = input(close, title="Source") useTrueRange = input(true) ma = sma(src, length) dev =stdev(src, length) plot(dev,title="STDEV",color=red) range = useTrueRange ? tr : high - low rangsma =sma(range, length) plot(rangsma,title="ATR",color=blue) hs=abs(dev-rangsma) c=dev>rangsma?red:(dev<rangsma?blue:green) plot(hs,style=columns,color=c,transp=70,title="差")
i.trader
when stdev is higher than atr , trend maybe exists.
+1
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kinkohyo
i.trader
very nice.
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i.trader
これはNick.M.NextMoveと本質が同じである。
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