النصوص البرمجية

loxx

Generalized Black-Scholes-Merton on Variance Form is an adaptation of the Black-Scholes-Merton Option Pricing Model including Numerical Greeks. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version is to price Options using variance instead of volatility. Black- Scholes- Merton on Variance Form In some...

loxx

Asay (1982) Margined Futures Option Pricing Model is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version is to price Options on Futures where premium is fully margined. This...

loxx

Black-76 Options on Futures is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version is to price Options on Futures. The options sensitivities (Greeks) are the partial derivatives...

loxx

Garman and Kohlhagen (1983) for Currency Options is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". This version of BSMOPM is to price Currency Options. The options sensitivities...

peacefulLizard50262

True Range Score: This study transforms the price similar to how z-score works. Instead of using the standard deviation to divide the difference of the source and the mean to determine the sources deviation from the mean we use the true range. This results in a score that directly relates to what multiplier you would be using with the Keltner Channel. This is...

peacefulLizard50262 تم تحديثه 

This version of Keltner Channels take measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the True Range and using that as our multiplier for our Keltner Channels we can have a statistically safe trading zone. You notice that its dynamic, this is because it take...

abainvest

About This signal appears based on 2nd candle break out of Bollinger Bands (called Momentum) with additional EMA 50 and EMA 200 as trend filters. so the concept is to take advantage of candle breakout by following trends. How to use Buy: When signal 'Buy' appears (following trend of upper timeframe) Recommended stop loss: previous swing low Sell: When signal...

loxx

Generalized Black-Scholes-Merton w/ Analytical Greeks is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". The options sensitivities (Greeks) are the partial derivatives of the...

loxx

Black-Scholes 1973 OPM on Non-Dividend Paying Stocks is an adaptation of the Black-Scholes-Merton Option Pricing Model including Analytical Greeks and implied volatility calculations. Making b equal to r yields the BSM model where dividends are not considered. The following information is an excerpt from Espen Gaarder Haug's book "Option Pricing Formulas". The...

loxx

Library "combin" Description: The combin function is a the combination function as it calculates the number of possible combinations for two given numbers. This function takes two arguments: the number and the number_chosen. For example, if the number is 5 and the number chosen is 1, there are 5 combinations, giving 5 as a result. Reference: ...

peacefulLizard50262 تم تحديثه 

This version of Bollinger Bands measures the average volatility. By taking the 75th percentile of the average absolute value of the difference between the Source and the Mean divided by the Standard Deviation and using that as our multiplier for our Bollinger bands we can have a statistically safe trading zone. You notice that its dynamic, this is because it take...

tartigradia

Have you ever wondered how much the RSI can vary during an open session? How much wicks can make the RSI overshoots before it retraces for the close? This indicator plots the RSI shadow, which is the area between the highest and lowest RSI values attained during each open session, from the high/low wick price candle (ie, not the open value). Technically, we...

loxx

Library "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: ...

TaxShields تم تحديثه 

Script for applying Federal Net Liquidity to the SPX post-2020 monetary policy. Original indicator from jlb05013 with adjustments to make it more readable and usable. When the indicator is above 250 the SPX is overbought and when it's below -250 the SPX is oversold. It's not perfect, I'm just publishing because I didn't see it already out there.

Michigandolf

See previous version for explanation of the 30min Opening Range: This new version is for users that prefer to see the Opening Range Extensions. The extensions are based on the distance from the Opening Range High to the Mid Point (or Low to the Mid Point).

loxx

Library "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random...

loxx تم تحديثه 

Library "cnd" Cumulative Normal Distribution CND1(x)   Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy)   Parameters:      x : float,   Returns: float. CND2(x)   Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial...

DuDu95

Hello Guys! Nice to meet you all! This is my third script! This Logic is trend following logic, This detects long & short trends based on SSL Hybrid Baseline. This fits to the longer time frame like 4hr and 1d. ### Long Condition 1. close > SSL Hybrid baseline upper k - Baseline is the ma of close price. (You can choose ma type and length) - Upper k is the upper...