Daily Risk Ranges

This indictor creates daily Risk Ranges using historical volatility, volatility skew and vol-of-vol.

Phát hành các Ghi chú:

Bug fixes

Phát 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 MA

Phát hành các Ghi chú:

What happens she you don't check ma box