Script works well on Day scale, but at Week scale it not working well.
Week show only little piece of indicator.
How can I fix it? Sorry for newbie questions.
KevinGuzmanIglesias
⋅
@ewrw1cool, It's prob cause it uses historical data to create the risk indicator, just gotta give it more time or use another chart from another exchange to get more history, and thus more data points.
It's because he is trying to calculate the 350 week moving average
cryptoarch3
⋅
This is exactly what I was looking for... something that matches Ben Cowen's Risk Metric idea... my quesiton is... how do you know he just used SMAs to calculate it?
Is there a video that he explains the logic of the Risk Metric, that's how you copied the algorithm?
Jay_DCA
⋅
@dineybomfim,
This is not the same as Ben's risk metric. The part the author fails to realize is that Ben's metric accounts for diminishing returns with respect to time. There are various ways to account for this, even multiplying the values by something as simple as the natural log of days elapsed would have improved this indicator.
Week show only little piece of indicator.
How can I fix it? Sorry for newbie questions.