Modified Mannarino Market Risk Indicator

2022年2月7日

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

2022年2月7日

發行說明

Update comment to reflect code

2022年2月7日

發行說明

Update shot to show S & P futures as comparison

2022年2月7日

發行說明

Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.

2022年2月7日

發行說明

Percentile axis / label

2022年6月7日

發行說明

Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values

2022年7月11日

發行說明

• Use GDPPOT instead of GDP - more recent data.
  
• Use lookback period instead of hardcoded value