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- //@version=2
- study("Bitcoin Price Model v1.3", overlay=true)
- //stock = security(stock, period, close)
- stock = security("QUANDL:BCHAIN/TOTBC",'M', close)
- if(isweekly)
- stock = security("QUANDL:BCHAIN/TOTBC",'W', close)
- if(isdaily)
- stock = security("QUANDL:BCHAIN/TOTBC",'D', close)
- //T = ((time/1000)-1279324800)/86400
- FairPriceLine = exp(-5.48389898381523+stock*0.000000759937156985051)
- FairPriceLineLoConfLimit = exp(-5.86270418884089+stock*0.000000759937156985051)
- FairPriceLineUpConfLimit = exp(-5.10509377878956+stock*0.000000759937156985051)
- FairPriceLineLoConfLimit1 = exp(-5.66669176679684+stock*0.000000759937156985051)
- FairPriceLineUpConfLimit1 = exp(-5.30110620083361+stock*0.000000759937156985051)
- plot(FairPriceLine, color=gray, title="FairPriceLine", linewidth=4)
- show_FPLErrorBands = input(true, type=bool, title = "Show Fair Price Line Error Bands 95% Confidence 2St.Dev.")
- plot(show_FPLErrorBands ? FairPriceLineLoConfLimit : na, color=gray, title="FairPriceLine Lower Limit", linewidth=2)
- plot(show_FPLErrorBands ? FairPriceLineUpConfLimit : na, color=gray, title="FairPriceLine Upper Limit", linewidth=2)
- show_FPLErrorBands1 = input(false, type=bool, title = "Show Fair Price Line Error Bands 68% Confidence 1St.Dev.")
- plot(show_FPLErrorBands1 ? FairPriceLineLoConfLimit1 : na, color=gray, title="FairPriceLine Lower Limit", linewidth=1)
- plot(show_FPLErrorBands1 ? FairPriceLineUpConfLimit1 : na, color=gray, title="FairPriceLine Upper Limit", linewidth=1)
- TopPriceLine = exp(-30.1874869318185+pow(stock,0.221847047326554))
- TopPriceLineLoConfLimit = exp(-30.780909776998+pow(stock,0.220955789986605))
- TopPriceLineUpConfLimit = exp(-29.5940640866389+pow(stock,0.222738304666504))
- TopPriceLineLoConfLimit1 = exp(-30.3683801339907+pow(stock,0.221575365176983))
- TopPriceLineUpConfLimit1 = exp(-30.0065937296462+pow(stock,0.222118729476125))
- plot(TopPriceLine, color=white, title="TopPriceLine", linewidth=2)
- show_TOPErrorBands = input(false, type=bool, title = "Show Top Price Line Error Bands 95% Confidence 1St.Dev.")
- plot(show_TOPErrorBands ? TopPriceLineLoConfLimit : na, color=white, title="TopPriceLine Lower Limit", linewidth=1)
- plot(show_TOPErrorBands ? TopPriceLineUpConfLimit : na, color=white, title="TopPriceLine Upper Limit", linewidth=1)
- show_TOPErrorBands1 = input(false, type=bool, title = "Show Top Price Line Error Bands 68% Confidence 1St.Dev.")
- plot(show_TOPErrorBands1 ? TopPriceLineLoConfLimit1 : na, color=white, title="TopPriceLine Lower Limit", linewidth=1)
- plot(show_TOPErrorBands1 ? TopPriceLineUpConfLimit1 : na, color=white, title="TopPriceLine Upper Limit", linewidth=1)
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