PROTECTED SOURCE SCRIPT

α-Returns

Actualizado
  • Alpha Returns
Notas de prensa
  • Cosmetic
Notas de prensa
  • Fix, end points
Notas de prensa
  • Minor fix, to not show runtime exception if interval option is disabled.
Notas de prensa
  • Added Red and Green alpha Counts
  • Cosmetic changes
Notas de prensa
  • Summary text color now based on net(α)
Notas de prensa
α-Returns between two sessions with respect to any benchmark.

This indicator provides details of returns made against a benchmark (default: Nifty50) between 2 specified sessions. The two specified dates are provided as an interactive input when the indicator is added. It also possible to drag the input points after the indicator is added and the α-Returns are automatically adjusted.

The rolling session periods is configurable (default: 5), to indicate a rolling weekly α, on daily timeframe chart.
Notas de prensa
  • Color for Range of α - fixed
Notas de prensa
  • Added capability to display 500 labels
  • Negative alpha threshold labels added
Notas de prensa
  • Added benchmark alpha plot
  • Set default rolling to 10 bars
Notas de prensa
  • A trend reversal plot of α (Experimental)

On enabling this feature, a plot of the maximum alpha values for a particular swing on bullish and bearish side is drawn. The bullish side max alpha is plotted in blue while the bearish side max alpha is plotted in purple color. There is also an option to select minimum number of bars in the direction of a trend to establish a trend. Currently, it can be set from a range of 1 to 5 bars. Which means, a value of 3 will require minimum 3 bars in the direction of the trend to confirm the trend and start the max alpha calculation. For now this is an experimental feature.
Notas de prensa
  • Added support for marking "Max" alpha's on bullish and bearish side
  • Marking for reverse bar trend. Purple Circle = Bullish alpha is higher than last "Max" bearish alpha and Blue Circle = Bearish alpha is higher than last "Min" Bearish alpha
Notas de prensa
  • Added actual Max value instead of "Max" label
Notas de prensa
  • Separate options for peak and max alpha
Volatility

Script protegido

Este script se publica con código cerrado, pero puede utilizarlo libremente. Márquelo como favorito y podrá usarlo en un gráfico. El código fuente no se puede ver ni modificar.

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