TradingView
TraderHalai
2022年2月7日午前3時9分

Modified Mannarino Market Risk Indicator 

Bitcoin / DollarBitfinex

詳細

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

リリースノート

Update comment to reflect code

リリースノート

Update shot to show S & P futures as comparison

リリースノート

Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.

リリースノート

Percentile axis / label

リリースノート

Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values

リリースノート

  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value
コメント
rdoshi22
Very interesting. BTW, when i try to plot GDP alone, the data stops at end of Dec 2021. How r u able to generate mmri data for 2022 having gdp in denominator? Can u also share what is the SHA Trend indicator or where i can find it?
TraderHalai
@rdoshi22, Hey thanks for letting me know about the GDP issue. Looks like tradingview does not have the updated data so I will fix the bug to use a different metric. SHA Trend indicator can be found here:
tradingview.com/script/xAIVWFsY-Smoothed-Heikin-Ashi-Trend-on-Chart-TraderHalai/
詳細