OPEN-SOURCE SCRIPT
Updated ILM Seasonality Big Moves - Table
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
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
Release Notes
Added Max Gains in a year as wellOpen-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.