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更新済 3 Way Valuation
The 3 Way Valuation (3WV) is a composite oscillator that evaluates market conditions by combining a diverse range of metrics into a single smoothed value between 0 and 1. It draws from multiple domains, including momentum, trend strength, volatility, risk-adjusted return ratios, and volume-based analytics to offer a well-rounded view of an asset’s relative positioning.
At its core, 3WV integrates three statistical approaches: Percentile Ranking to assess how current values compare to historical distributions, Z-Score Normalization to measure deviation from the average, and Empirical CDF (ECDF) to estimate the probability of observing a value based on past behavior. These methods are applied across all selected metrics, then normalized and averaged for a comprehensive market sentiment score.
Users can tailor the smoothing level and choose whether to include volume-based components for enhanced filtering. The indicator highlights potential overbought and oversold conditions with customizable thresholds, making it a versatile tool for timing entries, exits, or confirming broader strategies.
At its core, 3WV integrates three statistical approaches: Percentile Ranking to assess how current values compare to historical distributions, Z-Score Normalization to measure deviation from the average, and Empirical CDF (ECDF) to estimate the probability of observing a value based on past behavior. These methods are applied across all selected metrics, then normalized and averaged for a comprehensive market sentiment score.
Users can tailor the smoothing level and choose whether to include volume-based components for enhanced filtering. The indicator highlights potential overbought and oversold conditions with customizable thresholds, making it a versatile tool for timing entries, exits, or confirming broader strategies.
リリースノート
Color coding added to candle high,low, too.保護スクリプト
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保護スクリプト
このスクリプトのソースコードは非公開で投稿されています。 無料かつ制限なしでご利用いただけます ― 詳細についてはこちらをご覧ください。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。