INVITE-ONLY SCRIPT
Actualizado

Predictive Period Risk Range

1 865
This script produces a band range that uses a stochastic volatility process to come up with maximum and minimum price ranges over the specified period (using the length variable).

The sample used to predict volatility can be modified using the VolLength parameter, and the extremes can be modified using the VolInflator parameter.

For example, a VolLength of 30 uses the prior thirty days to predict volatility , but that volatility prediction is then adjusted to the period of Length and still only applied to that range

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Notas de prensa
adds in volume weights to certain calculations
Notas de prensa
Removes VolInflator multiplier

replaces conventional methods with Mandelbrot method for establishing ranges in certain calculations
Notas de prensa
Adds AllowBandBreach input to allow price to travel and close beyond the bands
Notas de prensa
Bug fix to get better precision on instruments with prices under $10
Notas de prensa
Bug fix for better precision for prices under $10

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