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INVITE-ONLY SCRIPT
Updated

Predictive Period Risk Range

1 690
This script produces a band range that uses a stochastic volatility process to come up with maximum and minimum price ranges over the specified period (using the length variable).

The sample used to predict volatility can be modified using the VolLength parameter, and the extremes can be modified using the VolInflator parameter.

For example, a VolLength of 30 uses the prior thirty days to predict volatility , but that volatility prediction is then adjusted to the period of Length and still only applied to that range

Please PM me for a free trial and for pricing
Release Notes
adds in volume weights to certain calculations
Release Notes
Removes VolInflator multiplier

replaces conventional methods with Mandelbrot method for establishing ranges in certain calculations
Release Notes
Adds AllowBandBreach input to allow price to travel and close beyond the bands
Release Notes
Bug fix to get better precision on instruments with prices under $10
Release Notes
Bug fix for better precision for prices under $10

Invite-only script

Only users authorized by the author have access to this script, and this usually requires payment. You can add the script to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author — learn more here. For more details, follow the author's instructions below or contact jwammo12 directly.

TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.

Author's instructions

Private Message me for pricing information and a free 7-day trial of this script

Warning: please read our guide for invite-only scripts before requesting access.

jwammo12
Software Engineer and FX, Options, Crypto Trader. Previously worked at large options market maker. If you like my scripts and would like to donate:
Bitcoin: 179ETrGo3FCVcnBV8i1uc4J8YHFRknYytz
Eth: 0x73d59A8214FD70053aF37E9700692e25de441245
hedgeyeHistorical VolatilitymandelbrotriskrangeriskrangesStandard DeviationVolatility

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.
hedgeyeHistorical VolatilitymandelbrotriskrangeriskrangesStandard DeviationVolatility

Invite-only script

Only users authorized by the author have access to this script, and this usually requires payment. You can add the script to your favorites, but you will only be able to use it after requesting permission and obtaining it from its author — learn more here. For more details, follow the author's instructions below or contact jwammo12 directly.

TradingView does NOT recommend paying for or using a script unless you fully trust its author and understand how it works. You may also find free, open-source alternatives in our community scripts.

Author's instructions

Private Message me for pricing information and a free 7-day trial of this script

Warning: please read our guide for invite-only scripts before requesting access.

jwammo12
Software Engineer and FX, Options, Crypto Trader. Previously worked at large options market maker. If you like my scripts and would like to donate:
Bitcoin: 179ETrGo3FCVcnBV8i1uc4J8YHFRknYytz
Eth: 0x73d59A8214FD70053aF37E9700692e25de441245

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.