ILM Seasonality Big Moves - Table

S&P 500SP

Descrição

⋅ 31 de Out de 2022 08:45

Use this script on Daily Timeframe.

This script calculates Daily Moves ( Intraday / Close basis ) and buckets them into 1% / 2% / 3% moves
Also calculates MAX DD for the financial year from Peak to Trough
Helps in identifying volatility of the instrument and high drawdowns due to volatility

Notas de Lançamento

⋅ 15 de Set de 2023 06:50

Added Max Gains in a year as well

Comentários

webcetdotin

⋅ 5 de Dez de 2022 20:34

Thanks for the wonderful contribution. A detailed description of how the script works is needed, if possible with an example. Thanks alot.

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