Modified Mannarino Market Risk Indicator

٧ فبراير ٢٠٢٢

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

٧ فبراير ٢٠٢٢

ملاحظات الأخبار

Update comment to reflect code

٧ فبراير ٢٠٢٢

ملاحظات الأخبار

Update shot to show S & P futures as comparison

٧ فبراير ٢٠٢٢

ملاحظات الأخبار

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

٧ فبراير ٢٠٢٢

ملاحظات الأخبار

Percentile axis / label

٧ يونيو ٢٠٢٢

ملاحظات الأخبار

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

١١ يوليو ٢٠٢٢

ملاحظات الأخبار

• Use GDPPOT instead of GDP - more recent data.
  
• Use lookback period instead of hardcoded value