Zmienność

luminaryfi Zaktualizowano 

Fama-French 3 Factor Model Extension of the Capital Asset Pricing Model (CAPM) CAPM Ra = Rfr + where, Ra = Return of the Asset Rfr = Risk-Free Rate βa = Beta Coefficient of the Asset Rm - Rfr = Market Risk Premium Fama-French 3 Factor r = rf + β1*(rm - rf) + β2(smh) +β3(hml) r = Expected rate of return rf = Risk-free rate ß = Factor’s coefficient...

luminaryfi Zaktualizowano 

These variables can be used in comparison with the implied volatility of options. Variables: Realized Volatility mathematical notation lowercase 'sigma' Realized Variance mathematical notation lowercase 'sigma' squared Realized Beta mathematical notation lowercase 'beta' Timeframes: Yearly = 250 or 365 Quarterly = 50 or 90 Monthly = 20 or...

zzzcrypto123 Zaktualizowano 

This script plots the high/low of any custom session and extends it until the daily close. It does not show on the timeframe higher than the length of custom opening session by default. The time period of opening range & the max timeframe to display it on can be adjusted from the settings. So for eg. if want to use 5m ORB to trade, then set "ORB total time"...

sbtnc Zaktualizowano 

Plots the daily ATR on the chart as upper and lower levels. It can be use to adapt your trading in high and low periods of market volatility, determine reasonable target or take profit, entry at likely mean reversion, stop loss beyond normal flows etc... More on the script behavior: - Daily ATR upper/lower levels are applied on the current day low/high; - The...

PrajwalWaks

Price Expansion and Contraction is basic calculation of Candles High-Low and it is average of previous 5 High-Low. Which will help to analyse volatility of running situation. This can be used for analysis purpose only not as buy/sell signals. How to use this? Ranges of candles may increase on lower value of PEC. Ranges of candles may decrease on high of...

govship

Entropy of log returns with a rolling MinMax Scaler

zzzcrypto123 Zaktualizowano 

This shows killzone sessions for London NY, Asia sessions. In addition to the opening hours of session, the pre-market and closing time periods are also marked with a grey color Generally these are consided period of high activity and can experience more volatility in these periods I also have enabled it to display the session times even on weekends. There...

luminaryfi Zaktualizowano 

Risk Metrics for Crypto. Market can be set to BTCUSD, BTCEUR, BTCCHF, BTCGBP, BTC1!, BTC2!, SPX, and DTB3 Beta Correlation Standard Deviation Variance R-squared

dman103

Indicator idea based on classic Bollinger bands and Telson T8 moving average. The indicator detects Bollinger bands narrowing which should predict a move to a direction. NOTE: You need to define in the indicator settings (Narrow percentage) the percentage between the upper and lower bands that would be highlighted. For example: if you set 5%, the indicator...

kingthies Zaktualizowano 

% X Change Over Y Amount of Time AKA "ChangeTrend" Published by user Eric Thies on 9/3/2020 Description Relatively simple script that is measuring the performance of the input over the previous y # bars. The EMA appears to make troughs and peaks easy to see coming / look at as they happen. Interpretation: Orange Histogram Represents the immediate...

SharemarketRaja

Draw lines/band or deviation for any Script based on given input % Generally used for Weekly options strangle/iron condor BANKNIFTY/NIFTY 1) Input % deviation required 2) for every Thursday Closing basis calculates the % distance and draws bands until next Thursday

SharemarketRaja Zaktualizowano 

Draws 3 leg bands along with safe zone(green lines) based on input 1) Input ATR, Week Day, Current Market Close 2) Input ATR - Previous day 1H Max ATR 3) ADX < 25 4) Input Current Market Close 5) Trading Day - Mon/Tue/Wed/Thu/Fri - Bands distance calculated based on day M/Tu/F 2*(Max ATR), W/Th 1.5(ATR) 6) Safe zone green lines - CMPCls +/- (1.5 * Max ATR) 7) Leg...

Bitcoin_Machine

This is the Warren Buffett Indicator, the total market cap relative to the US gross domestic product (GDP). It is also called "Market Cap to GDP Indicator". For the market cap typically the Wilshire 5000 total market cap is used, which is representing the value of all stocks traded in the United States. Tradingview just provides the Wilshire W4500. We can...

SharemarketRaja

1) Daily high - low range as a column chart 2) If differentiates the days of the week, Wednesday - Blue, Thursday - Red

SharemarketRaja Zaktualizowano 

1) The script takes current INDIA VIX as input Daily time frame for NIFTY 2) Used a Formula VIX Value / Square root of Time Period 3) Change Timeframe input accordingly 1 Year = 1, Monthly = 12, Weekly = 52, Daily = 365 4) based point 2 formula with 1 standard deviation it creates upper & lower range bands 5) This is generally used for option selling by big...

Je_Buurman Zaktualizowano 

A little Script as part of a Tutorial using Monday as entries and Friday as exits/shorts, with option to Long-Only and a rudimentary Stoploss. outlined in detail here can't find a better fitting Category, so bear with me

systemalphatrader

Parabolic SAR Indicator with alerts

alexgrover Wizard

A volatility indicator derived from the AM/GM inequality. I don't think it will be necessary to describe the usage and interpretation of such indicator, and I don't think it is super useful, however, this is not the case of the script, which contains three ways to compute the geometric mean, with a classic, a simple, and an efficient way. The AM/GM inequality is...