LTP - Risk Ranges

10 באפר׳ 2020

This indicator shows volume and volatility adjusted risk ranges for the price.

Based on the previous volume in upside (downside) movements and the volatility of these upside (downside) movements a plausible range to the upside (downside) is calculated and drawn.

19 באפר׳ 2020

הערות שחרור

* Bug fixing
* cleaned up code

19 באפר׳ 2020

הערות שחרור

* minor fixings

25 באפר׳ 2020

הערות שחרור

// Version 2.4
// - using linear regression instead of simple moving average in
// order to calculate the deviation
// Version 2.3
// - Adjustment to the calculation of the upwards (downwards)
// deviation
// - range is at least Average True Range from opening price away
// Version 2.0
// - Adding rescaling to the price ranges

25 באפר׳ 2020

הערות שחרור

Preview picture might have been not okay. Therefore, I am republishing the update