OPEN-SOURCE SCRIPT
已更新

Daily Risk Ranges

3686
This indictor creates daily Risk Ranges using historical volatility, volatility skew and vol-of-vol.
發行說明
Bug fixes
發行說明
I changed the code to use Cornish-Fisher approximation to define the skew of the range using the volatility skew and kurtosis. I also changed the volatility parametre to respond quicker to increases in volatility than decreases in volatility to avoid paying the price for hidden volatility.
發行說明
Implementing DCA with MA
發行說明
What happens she you don't check ma box

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