Value at Risk can also be computed parametrically using a method known as variance/co-variance VaR. This method allows you to simulate a range of possibilities based on historical return distribution properties rather than actual return values. It's actually more accurate even though it assumes a normal distribution especially when not much data is available
Use this indicator on Daily Timeframe Please refer to the below link for CFTC Disaggregated COT www.cftc.gov This script is very similar to COT Financial Plot indicator except that it plots the data for Disaggregated Futures
Hi! Why for what and how in this script? At the time of publication the script consists of three modules, it may increase in the future. 1. Bottom left corner : daytime ATR module (idea and basis of the author's script - ???) - The size of the daily ATR based on 14 bars; - intraday ATR progress; - colour indication of the progress status, for easier visual...
Hello Tradeurs, firstly let me say this… Please do not think that this dump is over (so I want to gift you one of the best gifts I CAN gift you at the PERFECT TIME...which is now) but I believe it to be the final one before a New Beginning is upon us. I hope that anybody that sees this within the next day or so listens to me when I tell you this… Follow the...
Library "NetLiquidityLibrary" The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too. get_net_liquidity_for_date(t) Function takes date in timestamp form and returns the Net Liquidity value for that...
The BU4U Suite is the be-all, end-all indicator package, providing one of the smoothest table / candle marker experiences on the internet. BU4U Suite: The Indicator 4U Use the forbidden ancient method 'Hey How Ya Doin' " Candle Detection, a technique which historians previously thought to be forever lost. Set a custom percentage threshold to trigger 'Hey...
Introduction Hello community, here I applied the Inverse Fisher Transform, Ehlers dominant cycle determination and smoothing methods on a simple Rate of Change (ROC) indicator You have a lot of options to adjust the indicator. Usage The rate of change is most often used to measure the change in a security's price over time. That's why it is a momentum...
15 top crypto tickers of your choosing. Just input your 15 favorite crypto markets in the settings. Showing breadth of market as a percentage change to gauge buyers/sellers strength. You can check this on the last day of the week and compare each daily bar to see if buyers are increasing/decreasing or sellers increasing/decreasing bars. A reading above +2 is...
Hello! This is simply Bollinger Bands calculated with HMA! Heres a recap on both. The Hull Moving Average (HMA) attempts to minimize the lag of a traditional moving average while retaining the smoothness of the moving average line. Developed by Alan Hull in 2005, this indicator makes use of weighted moving averages to prioritize more recent values and greatly...
1.0 -> Changes the Background Based on the Color of the Latest Candle
This indicator helps you identify market structure by plotting swing highs and lows (HH, LH, HL, LL), BOS/CHOCH and 0.5 retracement levels. Other functionalities will be added in future updates. Indicator Settings Overview SWING LENGTH The number of leftbars and rightbars when searching for swing points. The lower the value, the more swing points are shown...
Implementation of Charlie Q. Yang's research paper “The stock market emotion index”, subtitle “A New Sentiment Measure Using Enhanced OBV and Money Flow Indicators”, (2007) where he combined “five simple emotion statistics” - Close Emotion Statistic (CES), Money Flow Statistic (MFS), Supply Demand Statistic (SDS), Relative Strength Statistic (RSS), and...
This script allows you to screen up to 38 symbols for their beta. It also allows you to compare the list to not only SPY but also CRYPTO10! Features include custom time frame and custom colors. Here is a refresher on what beta is: Beta (β) is a measure of the volatility—or systematic risk—of a security or portfolio compared to the market as a whole (usually the...
This script demonstrates a fatal flaw with Trading View backtests involving trailing stops. Trading View assumes the most optimistic case for trailing stops, always giving you the best case high/low of a bar instead of the worst or average case. Within a bar, the price could reverse against your position after the open and trigger your trailing stop for a loss...
The Tilson Bull-Bear marker is using 2 Tilson moving averages and their divergence to identify bull and bear trends and reversals (potential entry or exit points). How to use it: Fast T3 (thick line) above thin line / solid blue fill color = ongoing bull trend Slow T3 (thin line) above thick line / solid red fill color = ongoing bear trend Shrinking or expanding...
One can use this indicator to compare two security i.e. (Nifty and stock with its own sector) how it is performing in compare with preferred index ( Nifty 50 by default). > 0 outperforming < 0 underperforming Works best for Daily TF, but can be applied to Weekly and monthly charts . Can be use on smaller time frame as well, as per the number of hour you want to...
Use this indicator on daily timeframe This indicator shows the performance of the top NSE Sectors for 4 time periods. User has the flexibility to define the time periods (ex. Yearly Monthly Quarterly Weekly Daily indicator shows the performance of the sector for those time periods along with 250d High/Low and distance from the High/Low User input is provided to...
Library "text_utils" a set of functions to handle placeholder in texts add_placeholder(list, key, value) add a placehodler key and value to a local list Parameters: list : - reference to a local string array containing all placeholders, add string list = array.new_string(0) to your code key : - a string representing the placeholder in a text,...