INVITE-ONLY SCRIPT
Predictive Period Risk Range
Updated
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
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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
Release Notes
adds in volume weights to certain calculationsRelease Notes
Removes VolInflator multiplierreplaces conventional methods with Mandelbrot method for establishing ranges in certain calculations
Release Notes
Adds AllowBandBreach input to allow price to travel and close beyond the bandsRelease Notes
Bug fix to get better precision on instruments with prices under $10Release Notes
Bug fix for better precision for prices under $10
Software Engineer and FX, Options, Crypto Trader. Previously worked at large options market maker. If you like my scripts and would like to donate:
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Bitcoin: 179ETrGo3FCVcnBV8i1uc4J8YHFRknYytz
Eth: 0x73d59A8214FD70053aF37E9700692e25de441245
Invite-only script
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Author's instructions
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