Riskon mode refers to a generalized perception of low risk in financial markets. Riskoff mode is the exact opposite. In this case, the perception of risk is high and drives investors away. In a riskon scenario, the market trend will continue to rise and, conversely, in riskoff mode, significant falls in the market can be expected. This indicator assesses the RiskOnRiskOff sentiment for # SPX500.
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Actualización: - Resolución de la sesión. - Calculo del riesgo.
Hi, thank you for this script, I would be interested to know what the underlying equations/ fundamentals go into deciding risk on vs risk off. Is is based purely of S&P price movement
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@theodorewakefield, Hello, thank you for your comment. For this indicator, we have only considered indexes and etfs from sectors that largely represent the S&P. We consider the increase in risk appetite with the increase in the price and volume of some financial assets, in this way we follow the behavior of the market. Although we continue to test and improve this indicator