Predictive Period Risk Range

2020년 12월 8일

This script produces a band range that uses a stochastic volatility process to come up with maximum and minimum price ranges over the specified period (using the length variable).

The sample used to predict volatility can be modified using the VolLength parameter, and the extremes can be modified using the VolInflator parameter.

For example, a VolLength of 30 uses the prior thirty days to predict volatility , but that volatility prediction is then adjusted to the period of Length and still only applied to that range

Please PM me for a free trial and for pricing

2020년 12월 9일

릴리즈 노트

adds in volume weights to certain calculations

2020년 12월 9일

릴리즈 노트

Removes VolInflator multiplier

replaces conventional methods with Mandelbrot method for establishing ranges in certain calculations

2021년 1월 5일

릴리즈 노트

Adds AllowBandBreach input to allow price to travel and close beyond the bands

2021년 5월 10일

릴리즈 노트

Bug fix to get better precision on instruments with prices under $10

2021년 5월 10일

릴리즈 노트

Bug fix for better precision for prices under $10