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Modified Mannarino Market Risk Indicator

This indicator is meant to give an overall indication of risk and a very basic implementation of the modified mannarino market risk indicator. I take no credit for the original formula, and just decided to hack this together so that it could be useful to the community
הערות שחרור
Update comment to reflect code
הערות שחרור
Update shot to show S & P futures as comparison
הערות שחרור
Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.
הערות שחרור
Percentile axis / label
הערות שחרור
Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values
הערות שחרור
  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value

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