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Realized Variables for Options Comparison
These variables can be used in comparison with the implied volatility of options.
Variables:
Realized Volatility
mathematical notation lowercase 'sigma'
Realized Variance
mathematical notation lowercase 'sigma' squared
Realized Beta
mathematical notation lowercase 'beta'
Timeframes:
Yearly = 250 or 365
Quarterly = 50 or 90
Monthly = 20 or 30
Important Note:
Options Contract Expiry = barmerge.lookahead_on
"Merge strategy for the requested data position. Requested barset is merged with current barset in the order of sorting bars by their opening time. This merge strategy can lead to undesirable effect of getting data from "future" on calculation on history. This is unacceptable in backtesting strategies, but can be useful in indicators."
[All other timeframes barmerge.lookahead is disabled.
Variables:
Realized Volatility
mathematical notation lowercase 'sigma'
Realized Variance
mathematical notation lowercase 'sigma' squared
Realized Beta
mathematical notation lowercase 'beta'
Timeframes:
Yearly = 250 or 365
Quarterly = 50 or 90
Monthly = 20 or 30
Important Note:
Options Contract Expiry = barmerge.lookahead_on
"Merge strategy for the requested data position. Requested barset is merged with current barset in the order of sorting bars by their opening time. This merge strategy can lead to undesirable effect of getting data from "future" on calculation on history. This is unacceptable in backtesting strategies, but can be useful in indicators."
[All other timeframes barmerge.lookahead is disabled.
Nota Keluaran
//updateNota Keluaran
//corrected indicator labelsNota Keluaran
//code clean-up
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.