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
發布通知: Update comment to reflect code
發布通知: Update shot to show S & P futures as comparison
發布通知: Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.
發布通知: Percentile axis / label
發布通知: Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values
  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。