Rashad

Deviation Back Tester (Great for Credit Spreads)!

Error with math fixed in this one. Please use this one.

This is great for credit spreads! Lets say you wanted to know if you had sold a 15% OTM Bull Put vertical 2 months out, how often would you win? This Turns green if you would have been correct with your credit spread had it expired on that date, or red if you would've been wrong. Great for Back testing!

This could also be used for ATM debit spreads credit spreads etc. Example, how often does SPY deviate outside a 10% range relative to two months, 5% (if your doing straddles perhaps) etc.

This Can be used with any stock.

PLEASE KEEP IN MIND THAT IT TESTS DEVIATION IN BOTH DIRECTIONS. THEREFORE IT WILL HIGHLIGHT RED ON BOTH THE UPSIDE AND DOWNSIDE. WHEN BACKTESTING BE SURE TO CHECK WHETHER IT IS RED BECAUSE OF DOWNSIDE OR UPSIDE.
Remover dos scripts favoritos Adicionar aos scripts favoritos
study("Deviation Back Tester", shorttitle = "DBT")
src = close
lookback = input(42)
srcp = close[lookback]
dif = input(0.15, minval = 0.01)
math = sqrt(((src - srcp)/srcp)*((src - srcp)/srcp))
mathy = 1
plot(mathy, style = columns, color = math < dif ? green : red)
plot(math, style = line, color = white, linewidth = 2)
Início Rastreador de Fundamentos Rastreador Forex Rastreador de criptomoedas Calendário econômico Como Funciona Recursos gráficos Preços Regras da Casa Moderadores Soluções para sites e corretoras Widgets Soluções em Gráficos Central de Ajuda Solicitação de recurso Blog & Notícias FAQ Wiki Twitter
Perfil Configurações de perfil Conta e cobrança TradingView Coins Meus Tíquetes de Suporte Central de Ajuda Ideias Publicadas Seguidores Seguindo Mensagens Privadas Conversa Deslogar