OPEN-SOURCE SCRIPT
업데이트됨

Adjusted NVT Signal

36
Originally found on woobull.com. This indicator is a derivate of the originall NVT Ratio, created by Dmitry Kalichkin.

The Adjusted calculation displays how many standard deviations NVTS is above or below the historical norm. Similar to how z-score is calculated (value minus the mean all divided by the standard deviation), the 2-year MA and standard deviation are calculated and the raw NVTS value is inputed into the formula to give you Adjusted NVT Signal.

This modification accounts for the upward drift in signal.
릴리즈 노트
Updated data to be sourced from quandl as this has reduced the issues around the 2023 bear market.

면책사항

해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.