Mannarino Market Risk Indicator

27 thg 9, 2021

The Mannarino Market Risk Indicator is an easy way to measure market risk for stocks.
It considers the value of the dollar and the prevailing yield on the dollar to surmise
risk of exposure to the equity market.

A lower value represents a lower risk environment for stocks. A higher value represents
a higher risk environment for stocks.

Default water marks are set as follows:

50 is considered low risk
400 is considered extreme risk

28 thg 9, 2021

Phát hành các Ghi chú

This version is not overlaid on the main chart.

This version highlights the risk indicator by low (green), moderate (yellow), high (orange), and extreme (red) risk levels.

This version no longer displays a high and low water mark.

29 thg 9, 2021

Phát hành các Ghi chú

Use the close rather than the average bar price.

1 thg 10, 2021

Phát hành các Ghi chú

Add risk level indicator table

1 thg 10, 2021

Phát hành các Ghi chú

Fix chart

1 thg 10, 2021

Phát hành các Ghi chú

Remove comments

17 thg 12, 2021

Phát hành các Ghi chú

update to pine script v5

optionally show a simple moving average of the MMRI

12 thg 5, 2022

Phát hành các Ghi chú

added data table with current 10yr yield, relative dollar value, and oil price. adjusted table color transparency

25 thg 5, 2022

Phát hành các Ghi chú

Improved display for the data table in the bottom right.

31 thg 5, 2022

Phát hành các Ghi chú

Fix the time interval for the data table to always show "Daily" close / percent change.

23 thg 12, 2022

Phát hành các Ghi chú

minor changes to formatting in the data table to remove unnecessary % and $

23 thg 12, 2022

Phát hành các Ghi chú

update chart