Trading Strategy, Cryptocurrency, Fmz Quant, Time Series Data, Threshold.
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 strategy('Equity control', 'EC') // study('Exponential bands', 'EB', overlay = true) er(src) => var start = src var total = 0.0 total += abs(src - nz(src[1], src)) net = abs(src - start ) net / total pine_ema(src, alpha)