A binomial option pricing model is an option pricing model that calculates an option's price using binomial trees. The BOPM method of calculating option prices is different from the Black-Scholes Model because it provides more flexibility in the type of options you want to price. The BOPM, unlike the BS model typically used for European style options, allows you...
Draws background columns indicating BTC difficulty adjustments Green = positive adjustments Red = negative adjustments Use Threshold mode and Threshold to look for adjustments larger or equal to Threshold value Use on DAILY timeframe
All_Props - non weighted currency indices for major fx pairs Quickly gauge major fx currency flows in one indicator Extra use: 2 instances can be combined in the same indicator window to compare just the base currency vs the inverted quote currency. Note: You will need to set one of the instances to 'Only display base currency' and the other to 'Only...
Good for setting trailing stops and stoplosses when your taking a scalp etc, most recommended for manual trailing stops
Use only for: SPX, 5 minutes time frame This indicator is complementing options 0DTE strategy - selling options for SPX index in the same day as they are expiring. Output of the indicator (red or green color of the curve) indicates whether is profitable to sell options at given moment at delta and VIX specified in the parameters. Changing parameter "Candles" is...
Indicator based on the “Prince of NY” strategy developed by Rodrigo Cohen . It consists in the use of Bollinger Bands, combined with a coloring rule to indicate places of purchase and sale. An entry signal is given when a candle close outside the band, where, if the next one closes inside, there is the entrance, looking for the MA or the other band. Red...
This is an updated version of my "Black-Scholes Model and Greeks for European Options" indicator, that i previously published. I decided to make this updated version open-source, so people can tweak and improve it. The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of an options...
price action strategy for intraday trading based on candle vs wick length ratio
Highest / Highest High Highest (Data) - HHV (Data, Period) Lowest / Lowest Low Lowest (Data) LLV (Data, Period) These functions calculate the highest / lowest value of a selected data. Highest High and Lowest Low options are mostly used. The Highest function calculates the highest value of the selected data in the past. The Lowest function calculates the lowest...
@Colinmck used two different ranges to generate signals. Read his release notes to find out what the original script does. I added one condition which seems to increase performance on 15m BTCUSD as well as 1h BTCUSD and that is ATR with 32 periods being smaller than ATR with 64 periods. I used my script Volatility Optimiser to discover this tendency. Both...
**DESIGNED FOR ES/MES** This script provides an easy visualization of potential reversion zones to take trades back to the intraday midline. A common use would be to enter a position once price reached the outer yellow zones and retreats to either the red zone (for a short toward the midline) or a green zone (for a long back to the midline).
**DESIGNED FOR NQ/MNQ** This script provides an easy visualization of potential reversion zones to take trades back to the intraday midline. A common use would be to enter a position once price reached the outer yellow zones and retreats to either the red zone (for a short toward the midline) or a green zone (for a long back to the midline).
The indicator is designed to scan cross multiple timeframes and display the Volatility Stop Value.
A modified script that shows the EMA of 5, 26, 50 along with nested Bollinger Bands of 2 & 3 mult. Useful for Growth Module students
This indicator (The "Volume-Volatility weighted Average Price" or "Double Vwap") gives an alternative to the well known standard VWAP line with some special sauce. The standard VWAP sometimes lags on big price moves, when there's not much volume "underneath them". This indicator tries to combat that by adding the option to weigh in large price moves in the...
System based on daily chart when have 80-20 candles @ supply or demand areas During next session using intraday charts (60or15min) setup occurs