The Ohlson O-Score is a financial metric developed by Olof Ohlson to predict the probability of a company experiencing financial distress. It is widely used by investors and analysts as a key tool for financial analysis.
Inputs:
Period: Select the financial period for analysis, either "FY" (Fiscal Year) or "FQ" (Fiscal Quarter).
Country: Specify the...
As a wise man once said that:
1. beginners think in $ change
2. intermediates think in % change
3. pros think in Z change
Here is the "Z-score change" indicator that calculates up/down moves normalized by standard deviation (volatility) displayed as bar chart with 1,2 and 3 stdev levels.
The MVRV ratio was created by Murad Mahmudov & David Puell. It simply compares Market Cap to Realised Cap, presenting a ratio (MVRV = Market Cap / Realised Cap). The MVRV Z-Score is a later version, refining the metric by normalising the peaks and troughs of the data.
The Z-Scored Volume (CSV) indicator is designed to make it easier to identity potential market extremes.
What is the Z-Score?
The Z-Score is a statistical measure that quantifies how far a particular data point is from the mean of a group of data. It's expressed in terms of standard deviations from the mean.
How to calculate the Z-Score?
Z-Score =...
The "Z-Score" indicator is a unique and powerful tool designed to help traders identify overbought and oversold conditions in the market. Below is an explanation of its features, usefulness, and what makes it special:
Features:
Z-Score Calculation: The indicator calculates the Z-Score, a statistical measure that represents how far the current price is from...
Z-Score-Asymmetrik User Manual
Introduction
The Z-Score Indicator is a powerful tool used in technical analysis to measure how far a data point is from the mean value of a dataset, measured in terms of standard deviations. This indicator helps traders identify potential overbought or oversold conditions in the market.
This user manual provides a...
The "VWMA/SMA Delta Volatility (Statistical Anomaly Detector)" indicator is a tool designed to detect and visualize volatility in a financial market's price data. The indicator calculates the difference (delta) between two moving averages (VWMA/SMA) and uses statistical analysis to identify anomalies or extreme price movements. Here's a breakdown of its...
The Realized Loss & Profit indicator aims to find potential dips and tops in price by utilizing the security function syminfo.basecurrency + "_LOSSESADDRESSES".
The primary objective of this indicator is to present an average, favorable buying/selling opportunity based on the number of people currently in profit or loss.
The script takes into consideration the...
The Z-score, also known as the standard score, is a statistical measurement that describes a value's relationship to the mean of a group of values. It's measured in terms of standard deviations from the mean. If a Z-score is 0, it indicates that the data point's score is identical to the mean score. Z-scores may be positive or negative, with a positive value...
IMPORTANT: This script needs as much historic data as possible. Please run it on INDEX:BTCUSD , BNC:BLX or another chart of sufficient length.
MVRV
The MVRV (Market Value to Realised Value Ratio) simply divides bitcoins market cap by bitcoins realized market cap. This was previously impossible on Tradingview but has now been made possible thanks to...
This version of Bollinger Bands measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the Standard Deviation and using that as our multiplier for our Bollinger bands we can have a statistically safe trading zone.
You notice that its dynamic, this is because it take...
Standard Z-Score scripts lack customization of parameters that I personally desire when doing quantitative analysis. This is an improved Z-Score Indicator to add to your charts that lets you customize various inputs.
Below are the current features:
1) Ticker Type - which data would you like to use for the ticker input - Open, High, Low, Close, OHLC4
2) Ticker...
This indicator visualizes in a straight forward way the distance price is away from the mean in absolute standard deviations (Z-score) over a certain lookback period (can be configured). Additionally I've included a moving average of the distance, the MA type can be configured in the settings.
Personally using this indicator for some of my algo mean reversion...
Heavily modified from Z Score by jwammo12
Compares the z-score of two assets, the onscreen one and the reference one configured. If you're familiar, you can think of it as Bollinger Band Percent of Onscreen Asset minus the Bollinger Band Percent of Reference Asset.
It's compared off a simple moving average, due to how standard deviation is calculated.
I view...
// How it Works \\
This script calculates the open and close prices of Heikin Ashi candles across multiple timeframes,
If the candle formed on that timeframe is green it will display in the table a green square, If the candle is red, the square will display red.
// Settings \\
You can change the colours of the plots
You can also Change any of the timeframes...
This is my open-source indicator of z-score with buy and sell indicators.
I see there are other z-score indicators, I just am particular about how I like my z-scores calculated and so decided to make my own and add buy and sell signals to help guide me. And I figured I could share it openly here!
What is a Z-Score
A z-score is a statistical measures of the...
The Unitrend trading System produces trading recommendations on a pure Trend basis.
It is a Score based system.
--- How to use the System --
Simply adjust your capital you want to risk per trade and your TP Factor.
The TP Factor is the multiple of your risked Capital, also known as Risk/Reward ratio.
Furthermore you can toggle between a always Buy mode, to see...
--- Foreword ---
The Overbought and Oversold Index Swing Trading System or short: I11L Hypertrend primarily uses money management Strategies, EMA and SMA and my momentum Ideas for trying to produce satisfactory Alpha over a timespan of multiple years.
--- How does it Work? ---
It uses 20 different EMA's and SMA's to produce a score for each Bar.
It will credit...
![BTCUSD: Z-Scored Volume [KFB Quant]](https://s3.tradingview.com/j/j4RgDN3C_mid.png "Z-Scored Volume [KFB Quant]")
![BTCUSD: Realized Profit & Loss [StratifyTrade]](https://s3.tradingview.com/y/yLF2xSar_mid.png "Realized Profit & Loss [StratifyTrade]")
![KNCPERP: [Sidders]Std. Deviation from Mean/MA (Z-score)](https://s3.tradingview.com/5/5Z5K1eVP_mid.png "[Sidders]Std. Deviation from Mean/MA (Z-score)")
