Daily Risk Ranges

12 ก.ย. 2020

This indictor creates daily Risk Ranges using historical volatility, volatility skew and vol-of-vol.

12 ก.ย. 2020

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Bug fixes

12 ก.ย. 2020

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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.

16 พ.ย. 2020

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Implementing DCA with MA

16 พ.ย. 2020

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What happens she you don't check ma box