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α-Returns

Par bharatTrader
Mis à jour
  • Alpha Returns
Notes de version
  • Cosmetic
Notes de version
  • Fix, end points
Notes de version
  • Minor fix, to not show runtime exception if interval option is disabled.
Notes de version
  • Added Red and Green alpha Counts
  • Cosmetic changes
Notes de version
  • Summary text color now based on net(α)
Notes de version
α-Returns between two sessions with respect to any benchmark.

This indicator provides details of returns made against a benchmark (default: Nifty50) between 2 specified sessions. The two specified dates are provided as an interactive input when the indicator is added. It also possible to drag the input points after the indicator is added and the α-Returns are automatically adjusted.

The rolling session periods is configurable (default: 5), to indicate a rolling weekly α, on daily timeframe chart.
Notes de version
  • Color for Range of α - fixed
Notes de version
  • Added capability to display 500 labels
  • Negative alpha threshold labels added
Notes de version
  • Added benchmark alpha plot
  • Set default rolling to 10 bars
Notes de version
  • A trend reversal plot of α (Experimental)

On enabling this feature, a plot of the maximum alpha values for a particular swing on bullish and bearish side is drawn. The bullish side max alpha is plotted in blue while the bearish side max alpha is plotted in purple color. There is also an option to select minimum number of bars in the direction of a trend to establish a trend. Currently, it can be set from a range of 1 to 5 bars. Which means, a value of 3 will require minimum 3 bars in the direction of the trend to confirm the trend and start the max alpha calculation. For now this is an experimental feature.
Notes de version
  • Added support for marking "Max" alpha's on bullish and bearish side
  • Marking for reverse bar trend. Purple Circle = Bullish alpha is higher than last "Max" bearish alpha and Blue Circle = Bearish alpha is higher than last "Min" Bearish alpha
Notes de version
  • Added actual Max value instead of "Max" label
Notes de version
  • Separate options for peak and max alpha
Volatility

Script protégé

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bharatTrader
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