업데이트됨
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.
릴리즈 노트
Chart preview updated so it shows this indicator on its own, without other scripts on the chart. No code changes.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.