OPEN-SOURCE SCRIPT
Updated

ILM Seasonality Big Moves - Table

4 693
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
Release Notes
Added Max Gains in a year as well

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