OPEN-SOURCE SCRIPT
Earnings Volatility Average
Thanks to Dead_Hunter for his ROCEM code which inspired me.
This code looks back over X number of earnings cycles (default is 8) and X number of bars in each earnings cycle (default is 15) to calculate the largest move in each defined earnings period.
The count of earnings cycles starts with the latest past earnings date. The code ignores all future earnings dates in its calculations.
Then the code finds the average price move of those X number of earnings periods.
Using the average price move value the code displays the Price Increase and Price Decrease based on the current price bar.
You can also define how many legs you would create for the option trade and the total commission to open and total commission to close, allowing you to better define your possible breakeven points.
This code was developed to use on a Daily chart.
This code looks back over X number of earnings cycles (default is 8) and X number of bars in each earnings cycle (default is 15) to calculate the largest move in each defined earnings period.
The count of earnings cycles starts with the latest past earnings date. The code ignores all future earnings dates in its calculations.
Then the code finds the average price move of those X number of earnings periods.
Using the average price move value the code displays the Price Increase and Price Decrease based on the current price bar.
You can also define how many legs you would create for the option trade and the total commission to open and total commission to close, allowing you to better define your possible breakeven points.
This code was developed to use on a Daily chart.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, penulis skrip ini telah menerbitkannya sebagai sumber terbuka, sehingga para trader dapat memahami dan memverifikasinya. Hormat untuk penulisnya! Anda dapat menggunakannya secara gratis, namun penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk digunakan pada chart
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