已更新
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.
發行說明
Chart preview updated so it shows this indicator on its own, without other scripts on the chart. No code changes.
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。