OPEN-SOURCE SCRIPT
Cập nhật Daily Risk Ranges
This indictor creates daily Risk Ranges using historical volatility, volatility skew and vol-of-vol.
Phát hành các Ghi chú
Bug fixesPhát hành các Ghi chú
I changed the code to use Cornish-Fisher approximation to define the skew of the range using the volatility skew and kurtosis. I also changed the volatility parametre to respond quicker to increases in volatility than decreases in volatility to avoid paying the price for hidden volatility.Phát hành các Ghi chú
Implementing DCA with MAPhát hành các Ghi chú
What happens she you don't check ma boxMã nguồn mở
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Thông báo miễn trừ trách nhiệm
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Mã nguồn mở
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Thông báo miễn trừ trách nhiệm
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.