OPEN-SOURCE SCRIPT
Bootstrap Confidence Break [forexobroker]
Bootstrap Confidence Break flags bars whose return falls outside a 90 percent confidence interval on the rolling mean return. The CI uses the standard-error formulation that is asymptotically equivalent to the percentile bootstrap when N >= 30, but is fully deterministic — no random number generation, no repainting. Signals fire on EMA cross when the move is statistically significant.
🔶 ALGORITHM
1. r = close - close[1] (single-bar return).
2. mu = sma(r, N); sd = stdev(r, N); se = sd / sqrt(N).
3. CI high = mu + 1.645 * se; CI low = mu - 1.645 * se (90 percent two-sided).
4. Outside-up regime when r > CI_high; outside-down when r < CI_low.
🔶 SIGNAL LOGIC
- Buy: outside-up AND close crosses EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: outside-down AND close crosses EMA down.
- Position-lock state machine.
🔶 INPUTS
- Return Window (default 40)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
BCB Buy, BCB Sell, BCB Any Signal, BCB Outside Up, BCB Outside Down, BCB EMA Up, BCB EMA Down, BCB 2-Sigma, BCB Webhook JSON.
🔶 LIMITATIONS
- Standard-error CI assumes approximately normal returns; heavy-tailed distributions widen the true tail risk and make this more conservative than a true percentile bootstrap.
- 90 percent interval is a reasonable default; adjust the multiplier (1.645) for stricter or looser cutoffs by editing the script.
- Signal cadence depends entirely on volatility regime; quiet markets produce few outside-CI bars.
- Combining CI break with EMA cross dampens whipsaws but slightly delays entry vs raw CI break.
🔶 ALGORITHM
1. r = close - close[1] (single-bar return).
2. mu = sma(r, N); sd = stdev(r, N); se = sd / sqrt(N).
3. CI high = mu + 1.645 * se; CI low = mu - 1.645 * se (90 percent two-sided).
4. Outside-up regime when r > CI_high; outside-down when r < CI_low.
🔶 SIGNAL LOGIC
- Buy: outside-up AND close crosses EMA up AND not already long AND cooldown elapsed AND barstate.isconfirmed.
- Sell: outside-down AND close crosses EMA down.
- Position-lock state machine.
🔶 INPUTS
- Return Window (default 40)
- Pullback EMA Length (default 8)
- Cooldown Bars (default 4)
- Visual: dashboard, glow, EMA toggle, buy / sell colors
🔶 ALERTS
BCB Buy, BCB Sell, BCB Any Signal, BCB Outside Up, BCB Outside Down, BCB EMA Up, BCB EMA Down, BCB 2-Sigma, BCB Webhook JSON.
🔶 LIMITATIONS
- Standard-error CI assumes approximately normal returns; heavy-tailed distributions widen the true tail risk and make this more conservative than a true percentile bootstrap.
- 90 percent interval is a reasonable default; adjust the multiplier (1.645) for stricter or looser cutoffs by editing the script.
- Signal cadence depends entirely on volatility regime; quiet markets produce few outside-CI bars.
- Combining CI break with EMA cross dampens whipsaws but slightly delays entry vs raw CI break.
オープンソーススクリプト
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All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
🔵Gain access to our powerful tools : forexobroker.com/tv
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
🔵Join our free telegram for updates : t.me/dominicwalsfxhtrader
All scripts & content provided by Forexobroker are for informational & educational purposes only.
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。