OPEN-SOURCE SCRIPT
Mis à jour

Modified Mannarino Market Risk Indicator

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
Notes de version
Update comment to reflect code
Notes de version
Update shot to show S & P futures as comparison
Notes de version
Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.
Notes de version
Percentile axis / label
Notes de version
Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values
Notes de version
  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value

Clause de non-responsabilité