INVITE-ONLY SCRIPT
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Volatility Scaled Bands [MarktQuant]

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The Volatility Scaled Bands (VSB) indicator is a sophisticated multi-layered framework designed to project statistically probable price ranges based on dynamic market conditions. It adapts to changing volatility by scaling future price expectations using log-based transformations and exponential smoothing. These projected bands provide a probability-weighted roadmap of where price may gravitate under current volatility regimes.

The script also includes an integrated multi-factor valuation model that synthesizes momentum, relative strength, volume flow, and price deviation metrics into a unified scoring system. This z-score driven model helps identify potential mean-reversion points and overbought/oversold conditions, enhancing both strategic positioning and tactical entries.


Key Features:

Volatility-Adaptive Price Projection Bands
Three tiers of forward-looking price bands, each calibrated to distinct standard deviation levels, provide a structured view of potential price paths. These layers help assess the degree of expansion or contraction expected in the asset's price action.

Dynamic Color-Filled Ranges
Visually intuitive shading between the bands highlights high-probability zones of mean reversion or extension, assisting in contextualizing current price relative to its expected distribution.

Valuation Composite Score
A proprietary multi-signal z-score engine aggregates various price and performance metrics to estimate valuation extremes. A color-coded background and icon system visually flags potential overvaluation or undervaluation states.

Customizable Inputs
Fine-tune your analysis with adjustable smoothing lengths, volatility scaling multipliers, and signal thresholds. Visual toggles allow users to simplify or enhance the displayed elements.
Informacje o Wersji
Script Optimizations
Informacje o Wersji
Added table position selection input.
Informacje o Wersji
- Added a string option to enable/disable the standard deviation bands

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