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α-Returns

bharatTraderの投稿

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Alpha Returns

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Cosmetic

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Fix, end points

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Minor fix, to not show runtime exception if interval option is disabled.

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Added Red and Green alpha Counts
Cosmetic changes

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Summary text color now based on net(α)

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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.

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Color for Range of α - fixed

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Added capability to display 500 labels
Negative alpha threshold labels added

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Added benchmark alpha plot
Set default rolling to 10 bars

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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.

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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

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