Modified Mannarino Market Risk Indicator

7 thg 2, 2022

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

7 thg 2, 2022

Phát hành các Ghi chú

Update comment to reflect code

7 thg 2, 2022

Phát hành các Ghi chú

Update shot to show S & P futures as comparison

7 thg 2, 2022

Phát hành các Ghi chú

Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.

7 thg 2, 2022

Phát hành các Ghi chú

Percentile axis / label

7 thg 6, 2022

Phát hành các Ghi chú

Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values

11 thg 7, 2022

Phát hành các Ghi chú

• Use GDPPOT instead of GDP - more recent data.
  
• Use lookback period instead of hardcoded value