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