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Modified Mannarino Market Risk Indicator

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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
Release Notes
Update comment to reflect code
Release Notes
Update shot to show S & P futures as comparison
Release Notes
Update timeframe to be 'daily' instead of dynamic. Tradingview doesn't like lower timeframes.
Release Notes
Percentile axis / label
Release Notes
Bug fix to correct GDP data now represented as Trillions by Tradingview. Recalibrate percentiles based on past maximum MMMRI values
Release Notes
  • Use GDPPOT instead of GDP - more recent data.
  • Use lookback period instead of hardcoded value
TraderHalai
debtGDPmannarinomarketOscillatorsriskTrend AnalysisUS10YVolatility

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.
debtGDPmannarinomarketOscillatorsriskTrend AnalysisUS10YVolatility
TraderHalai

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.