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Modified Mannarino Market Risk Indicator

This indicator is meant to give an overall indication of risk and a very basic implementation of the modified mannarino market risk indicator. I take no credit for the original formula, and just decided to hack this together so that it could be useful to the community
Informacje o Wersji
Update comment to reflect code
Informacje o Wersji
Update shot to show S & P futures as comparison
Informacje o Wersji
Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.
Informacje o Wersji
Percentile axis / label
Informacje o Wersji
Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values
Informacje o Wersji
  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value

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