Linearly weighted standard deviations over linearly weighted mean. The rationale of the study can be deduced from my latest publications where I go deeper into explaining the benefits of linear weighting, but in short, I can remind that by using linear weighting we are able to increase the information gain by communicating the sequential nature of time series to...
This strategy is developed based on my High Low Index SPY Top 40 indicator Notes: - this strategy is only developed for SPY on the 5 min chart . It seems to work with QQQ as well, but it isn't optimized for it - P/L shown is based on 10 SPY option contracts, call or put, with strike price closest to the entry SPY price and expiry of 0 to 1 day. This...
This robot includes multiple trade signal algorithms and technical overlays. With tools for all markets and trading styles, access original and beautiful charting tools that work for you. Flexible and robust trend detection & confirmation Maverick mean reversion signals Immensely customizable settings for all markets Indicator prediction zones, perfect...
This indicator shows the daily expected trading range of the instrument. An upper and lower line denotes the range. It is calulated based on the volatility index selected (NSE:India VIX is used by default). Also it shows developing upper and lower line for the next trading day. Non-directional option strategies (like straddle, strangle) can be performed based...
EMA Clouds for Options! This indicator can help you confidently open and close options positions. Note that you should set stop a little below midline EMA . Risk reward for good signals is fairly consistent in profit. Most of the simulations I ran got between 1:2 and 1:4 profits. The losers usually can be avoided by making sure you are not in a choppy trading...
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London Open Market to New York Open Market. Only weekday is visible. Summer -- 1500-2000 Winter -- 1600-2100
Good afternoon traders, This is a script I built for option selling, in attempt to have a high success rate. The gist of how it works: It uses the opening or close of the current chart's timeframe opening bar when referenced against a designated (higher) timeframe's central pivot range (CPR). Using that comparison, this script calculates an option to sell: ...
Shows the last price of either the spot or futures market on Binance, for the current coin. It shows futures if you are in a spot market, and spot if you are in futures. Currently this only works for USD stable coin pairs (BUSD, USDT, USDC, ...). I don't plan to add COIN future pairs, it's not useful to me. Additionally, it allows you to show the lowest and...
As always, this is not financial advice and use at your own risk. Trading is risky and can cost you significant sums of money if you are not careful. Make sure you always have a proper entry and exit plan that includes defining your risk before you enter a trade. Those who have looked at my other indicators know that I am a big fan of Dr. Alexander Elder and...
Library "FunctionBlackScholes" Some methods for the Black Scholes Options Model, which demonstrates several approaches to the valuation of a European call. // reference: // people.math.sc.edu // people.math.sc.edu asset_path(s0, mu, sigma, t1, n) Simulates the behavior of an asset price over time. Parameters: s0 : float, asset price at...
––––History & Credit –––––––––––––––––––––––––––––––––––––––––– While doing my yearly trade reviews, I wanted to see where I exited and entered compared to my position expiration (given I am an options trader). –––––What it does –––––––––––––––––––––––––––––––––––––––––– Input a date and the script will draw two vertical lines. One the date you input and second...
Based on historical data (rather than theory), calculates the probability of a price level being "touched" within a given time frame. A "touch" means that price exceeded that level at some point. The parameters are: - level: the "level" to be touched. it can be a number of points, percentage points, or standard deviations away from the mark price. a positive...
This script is useful as a quick glance for checking the theoritcal price of the Call and Put option strike. Spot price is automatically derived from live market. Enter the strike price and IV value. For NSE stocks, use 6% as risk free rate if not sure.
Straddle Mover is an indicator especially made for option writer / seller who wants to do straddle and adjust the position based on the market trend / movement. It can be use for iron fly strategy too. Settings: User must know the settings of the indicator before using. First one is Option Strike Difference , user need to enter the correct option strike...
Shows monthly and quarterly expirations for Equities, Indexes, & VIX. OPEX, VIXEX, Vixperation.
Aurora System This system is designed to present a simple view of trending signals. The signals within the Aurora System will alert the beginning of a possible new trend. The signals also indicate when a trend is continuing or weakening, which advises the trader to adjust their stop or exit the trade. If the trend resumes, the system will print a new...
Library "options_expiration_and_strike_price_calculator" TODO: add library description here fun() this is a library to help calculate options strike price and expiration that you can add to a script i use it mainly for symbol calulation to place orders to buy options on TD ameritrade so it will be set up to order options on TD ameritrade using json order...