LTP - Risk Ranges

10 thg 4, 2020

This indicator shows volume and volatility adjusted risk ranges for the price.

Based on the previous volume in upside (downside) movements and the volatility of these upside (downside) movements a plausible range to the upside (downside) is calculated and drawn.

19 thg 4, 2020

Phát hành các Ghi chú

* Bug fixing
* cleaned up code

19 thg 4, 2020

Phát hành các Ghi chú

* minor fixings

25 thg 4, 2020

Phát hành các Ghi chú

// Version 2.4
// - using linear regression instead of simple moving average in
// order to calculate the deviation
// Version 2.3
// - Adjustment to the calculation of the upwards (downwards)
// deviation
// - range is at least Average True Range from opening price away
// Version 2.0
// - Adding rescaling to the price ranges

25 thg 4, 2020

Phát hành các Ghi chú

Preview picture might have been not okay. Therefore, I am republishing the update