Aggiornato
Atty Noise Area
Implements the Noise Area from Zarattini, Barbon, and Marchioro's paper "Beat the Market: An Effective Intraday Momentum Strategy for S&P 500 ETF (SPY)." For each time-of-day bucket in regular US market hours, it builds a volatility band from how far that same bucket has moved on prior sessions, then flags when price breaks outside it.
Requires a minute-based intraday chart. Needs 2-60 prior sessions of lookback (default 14) and by default requires the full lookback before it will plot.
The method is the paper's; this implementation is ours. The published edge in the paper was measured on SPY only - it has not been validated here on other symbols, so treat readings on other tickers as descriptive, not evidence of edge.
Requires a minute-based intraday chart. Needs 2-60 prior sessions of lookback (default 14) and by default requires the full lookback before it will plot.
The method is the paper's; this implementation is ours. The published edge in the paper was measured on SPY only - it has not been validated here on other symbols, so treat readings on other tickers as descriptive, not evidence of edge.
Note di rilascio
Chart preview updated so it shows this indicator on its own, without other scripts on the chart. No code changes.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.