OPEN-SOURCE SCRIPT
Earnings Volatility Average
Thanks to Dead_Hunter for his ROCEM code which inspired me.
This code looks back over X number of earnings cycles (default is 8) and X number of bars in each earnings cycle (default is 15) to calculate the largest move in each defined earnings period.
The count of earnings cycles starts with the latest past earnings date. The code ignores all future earnings dates in its calculations.
Then the code finds the average price move of those X number of earnings periods.
Using the average price move value the code displays the Price Increase and Price Decrease based on the current price bar.
You can also define how many legs you would create for the option trade and the total commission to open and total commission to close, allowing you to better define your possible breakeven points.
This code was developed to use on a Daily chart.
This code looks back over X number of earnings cycles (default is 8) and X number of bars in each earnings cycle (default is 15) to calculate the largest move in each defined earnings period.
The count of earnings cycles starts with the latest past earnings date. The code ignores all future earnings dates in its calculations.
Then the code finds the average price move of those X number of earnings periods.
Using the average price move value the code displays the Price Increase and Price Decrease based on the current price bar.
You can also define how many legs you would create for the option trade and the total commission to open and total commission to close, allowing you to better define your possible breakeven points.
This code was developed to use on a Daily chart.
오픈 소스 스크립트
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.
For quick access on a chart, add this script to your favorites — learn more here.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
오픈 소스 스크립트
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.
For quick access on a chart, add this script to your favorites — learn more here.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.