OPEN-SOURCE SCRIPT
Zaktualizowano

Z-Score Valuation Model

410
Input Factors: It takes several input factors such as price, MVRV (Market Value to Realized Value), SOPR (Spent Output Profit Ratio), Sharpe ratio, Sortino ratio, Omega ratio, NUPL (Net Unrealized Profit/Loss), Risk Index, Active Addresses, and Supply Profitability State.

Calculation of Z-Scores: For each input factor, it calculates a Z-score. The Z-score is a measure of how many standard deviations an element is from the mean. It indicates whether a value is above or below the average and by how many standard deviations.

Composite Z-Score: After calculating the individual Z-scores for each factor, it calculates a composite Z-score by averaging the Z-scores of all the selected factors. This composite Z-score represents an overall valuation metric for Bitcoin.

Visualization: It plots the composite Z-score along with individual Z-scores for each factor on the chart. Additionally, it highlights overbought and oversold areas based on certain threshold values.

Table Display: It displays a table showing the Z-scores of each factor along with the composite Z-score. This table provides a snapshot of the valuation metrics.

Thresholds: It allows setting thresholds for SDCA In and Out levels.
Informacje o Wersji
Corrected Titles for Plots
Informacje o Wersji
Added RSI.
Added AHR999.
Added text, indicating the value of the Zscore.
Created 2 columns with the indicators and Zscores.

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