Опубликованные продукты
Volume Weighted Average Price (VWAP) is a measure that combines price and volume data to reflect the average price at which a security has traded throughout a specific period. This indicator calculates the VWAP based on your selected timeframe and plots it on the main chart. It automatically identifies new sessions for the chosen timeframe and resets the calculation accordingly, ensuring that the displayed VWAP remains current. Use VWAP MTF to observe areas where trading activity is concentrate
This indicator computes a rolling version of the STARR Ratio (Stable Tail Adjusted Return Ratio) over a specified number of bars and plots both the STARR Ratio and its Moving Average (MA). Unlike some original STARR Ratio implementations, this adaptation uses a rolling window of logarithmic returns and calculates Conditional Value-at-Risk (CVaR) at a given confidence level. By comparing the rolling average return to the magnitude of CVaR, it provides a metric for how returns stack up against wor