PROTECTED SOURCE SCRIPT
US 10 Yr Yield Fair Value
I calculate a fair value of the US 10 year yield applying a rolling regression (default 15 periods) with 2 different ratios.
Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev.
Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5% of FV for example)
Exit when short is when long is indicated.
Entry of long and short are based on differ and exit are based if yield high/low price is below/above the fair value -/+ 1 std dev.
Exit when long is based on if short is indicated or yield is inside the boundary of the FV value (+/-5% of FV for example)
Exit when short is when long is indicated.
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.