OPEN-SOURCE SCRIPT
Enhanced Bollinger Bands [Regime + %B Decay]
A modular rewrite of classic Bollinger Bands. Most BB indicators just plot bands; this one treats them as a system with four moving parts.
Adaptive basis. Pick SMA, EMA, HMA, KAMA (with tunable fast/slow SC), or VWMA. HMA tracks trend with low lag; KAMA adapts to noise; VWMA weights by volume.
Asymmetric bands (optional). Instead of one σ for both sides, upper/lower bands can use upside/downside semi-deviation (√2-normalized so magnitudes stay comparable to symmetric σ). Useful for markets with persistent skew. A floor at 50% of symmetric σ prevents the semi-dev from collapsing to zero in one-sided trends — a known failure mode of naive semi-dev bands.
Regime classification. Every bar is tagged SQUEEZE / WALK_UP / WALK_DOWN / RANGE. Squeeze detection supports TTM-style nesting (BB inside Keltner), bandwidth percentile (current BW vs. its own history — recommended ≥500 bars on crypto 1H), or both. The regime drives the background color so you can read the state at a glance.
%B Decay — the reversal trigger. During an active band walk, the script tracks each new price extreme and the %B at that bar. If price keeps making new highs but %B at those highs is decreasing, the penetration depth is fading: price is still grinding higher, but its relative extreme vs. the volatility-adaptive band is shrinking. After N consecutive decays (default 2, configurable), an orange triangle prints. Conceptually this is a price-vs-adaptive-threshold divergence, scoped to where it matters — inside an active walk, not on every bar. Cleaner than RSI divergence because the threshold itself adapts to volatility.
Adaptive basis. Pick SMA, EMA, HMA, KAMA (with tunable fast/slow SC), or VWMA. HMA tracks trend with low lag; KAMA adapts to noise; VWMA weights by volume.
Asymmetric bands (optional). Instead of one σ for both sides, upper/lower bands can use upside/downside semi-deviation (√2-normalized so magnitudes stay comparable to symmetric σ). Useful for markets with persistent skew. A floor at 50% of symmetric σ prevents the semi-dev from collapsing to zero in one-sided trends — a known failure mode of naive semi-dev bands.
Regime classification. Every bar is tagged SQUEEZE / WALK_UP / WALK_DOWN / RANGE. Squeeze detection supports TTM-style nesting (BB inside Keltner), bandwidth percentile (current BW vs. its own history — recommended ≥500 bars on crypto 1H), or both. The regime drives the background color so you can read the state at a glance.
%B Decay — the reversal trigger. During an active band walk, the script tracks each new price extreme and the %B at that bar. If price keeps making new highs but %B at those highs is decreasing, the penetration depth is fading: price is still grinding higher, but its relative extreme vs. the volatility-adaptive band is shrinking. After N consecutive decays (default 2, configurable), an orange triangle prints. Conceptually this is a price-vs-adaptive-threshold divergence, scoped to where it matters — inside an active walk, not on every bar. Cleaner than RSI divergence because the threshold itself adapts to volatility.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。