LTP - Risk Ranges

2020年4月10日

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.

2020年4月19日

版本注释

* Bug fixing
* cleaned up code

2020年4月19日

版本注释

* minor fixings

2020年4月25日

版本注释

// 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

2020年4月25日

版本注释

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