Mobility

7 thg 5, 2020

The indicator measure realized mobility of the underlying in the terms of V.Kurbakovsky. It is not an exact realization without access to bid and ask prices, but you can choose source prices in the settings window. The indicator can be used to estimate the degree of variation of the underlying price in volatility trading. It is advised to use it on a 1M (1 minute) timeframe. In the calculations the mobility will be normalized to a day. In Minutes in period setting you can specify the number of the estimating periods during MOEX trading session, which is 810 minutes. Thus, mobility is measured in points per day.

7 thg 5, 2020

Phát hành các Ghi chú

Input for trading day length, default 830 minutes (trading session at MOEX)

7 thg 5, 2020

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More closer to Kurbakovsky model

9 thg 6, 2020

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Variation calculations fixed. Now we can combine momentary mobility and estimate mobility on larger timeframes