Rate Of Change を改造したものです。 設定したBorderlineよりも値が低くなるとグラフの色が変わります。
OVERVIEW The Normalized Volatility indicator is a technical indicator that gauges the amount of volatility currently present in the market, relative to the average volatility in the market. The purpose of this indicator is to filter out with-trend signals during ranging/non-trending/consolidating conditions. CONCEPTS This indicator assists traders in...
This Implied range Is derived by the VIX(1 sd annual +/- Implied move.) This Indicator plots the daily Implied range, A lot of quantitative trading firms/ MM firms hedge their delta & gamma exposure around the Implied range(prop calc). I have added retracement levels as well, so you have more pivot levels. Enjoy!
OVERVIEW The Normalized Volume indicator is a technical indicator that gauges the amount of volume currently present in the market, relative to the average volume in the market. The purpose of this indicator is to filter out with-trend signals during ranging/non-trending/consolidating conditions. CONCEPTS This indicator assists traders in capitalizing on the...
The purpose of this indicator is to combine the four basic types of indicators (Trend, Volatility, Momentum and Volume) to create a singular, composite index in order to provide a more holistic means of observing potential changes within the market, known as the Unified Composite Index . The indicators used in this index are as follows: Trend - Trend Composite...
With this indicator, we try to catch the trends in price. With continued use of this indicator, we expect it to eventually escape horizontal positions and catch up with continuous trends. Combined with the WilliamsR indicator and the exponential moving average indicator. The WilliamsR Fisher Transforms are combined with the ATR indicator to create a line...
This is my VolATR indicator. It fires Buy and Sell signals based on Volume and the ATR. Its pretty good at catching reversals and I like to use it to scalp the SPY . It doesn't provide tons of signals but the signals that it does are usually pretty accurate.
For a reset option type 2, the strike is reset in a similar way as a reset option 1. That is, the strike is reset to the asset price at a predetermined future time, if the asset price is below (above) the initial strike price for a call (put). The payoff for such a reset call is max(S - X, 0), and max(X - S, 0) for a put, where X is equal to the original strike X...
These options can be exercised at their initial maturity date /I but are extended to T2 if the option is out-of-the-money at ti. The payoff from a writer-extendible call option at time T1 (T1 < T2) is (via "The Complete Guide to Option Pricing Formulas") c(S, X1, X2, t1, T2) = (S - X1) if S>= X1 else cBSM(S, X2, T2-T1) and for a writer-extendible put is ...
Bhoomi 2.0 is a Market Directional Indicator. It predicts the same by plotting respective zones and Labels. To request access and to know more Information please contact us here. Bhoomi 2.0 INDICES works on the Major World Indices as listed on tradingview. More to come in future, but please find the current list below. If you do not see the INDEX you trades,...
In a reset call (put) option, the strike is reset to the asset price at a predetermined future time, if the asset price is below (above) the initial strike price. This makes the strike path-dependent. The payoff for a call at maturity is equal to max((S-X)/X, 0) where is equal to the original strike X if not reset, and equal to the reset strike if reset....
this indicator serves to differentiate the classic source of MACD and add the: DYNAMIC MACD and DYNAMIC BAND with these inputs you can modify the inputs of the different Bar's, you can choose between: Candles = classic Candles Heikin Hashi Kagi Line break Pointfigure Renko To use the Dynamic Macd and Band just check the box: Use Dynamic Rsi???...
A fade-in call has the same payoff as a standard call except the size of the payoff is weighted by how many fixings the asset price were inside a predefined range (L, U). If the asset price is inside the range for every fixing, the payoff will be identical to a plain vanilla option. More precisely, for a call option, the payoff will be max(S(T) - X, 0) X 1/n...
A log contract, first introduced by Neuberger (1994) and Neuberger (1996), is not strictly an option. It is, however, an important building block in volatility derivatives (see Chapter 6 as well as Demeterfi, Derman, Kamal, and Zou, 1999). The payoff from a log contract at maturity T is simply the natural logarithm of the underlying asset divided by the strike...
A log option introduced by Wilmott (2000) has a payoff at maturity equal to max(log(S/X), 0), which is basically an option on the rate of return on the underlying asset with strike log(X). The value of a log option is given by: (via "The Complete Guide to Option Pricing Formulas") e^−rT * n(d2)σ√(T − t) + e^−rT*(log(S/K) + (b −σ^2/2)T) * N(d2) where N(*) is...