This indictor creates daily Risk Ranges using historical volatility, volatility skew and vol-of-vol.
Release Notes:
Bug fixes
Release Notes:
I changed the code to use Cornish-Fisher approximation to define the skew of the range using the volatility skew and kurtosis. I also changed the volatility parametre to respond quicker to increases in volatility than decreases in volatility to avoid paying the price for hidden volatility.
Release Notes:
Implementing DCA with MA
Release Notes:
What happens she you don't check ma box