The script allows to assess the volatility of an asset. It works by calculating the rate of change and the standard deviation. The index is useful to determine the lowest volatility periods (could be useful to look strategies) and also it determine the highest volatility periods (maybe for exits or partial closes). It has 3 iputs: Lenght. Low volatility...
A nice little gadget. Can be used to visually hint on volatility. Will show a leading vertical bar which shows percentage of price, both up and down, in relation to current price.
--- Musashi Slasher (Momentum + Volatility ) --- This tool was designed to fit my particular trading style and personal theories about the "Alchemy of the markets". Velocity This concept will be represented by the light blue and gray lines, a fast RSI (11 periods Relative Strength Index ), and a slow one ( RSI 14 periods as Wilder's half-cycle...
Highs/Lows difference indicator To visually evaluate the difference between highs and lows of a price range. This handsome indicator shows: difference between highs of 2 candles by displaying it in green histogram difference between lows of 2 candles by displaying it in red histogram difference between both highs and lows by displaying a circle at the...
█ OVERVIEW This indicator serves to measure the volatility of the price in relation to the average. It serves four purposes: 1. Identify abnormal prices, extremely stretched in relation to an average; 2. Identify acceptable prices in the context of the main trend; 3. Identify market crashes; 4. Identify divergences. █ CONCEPTS The LS Volatility Index ...
TRES EMAS + BANDAS DE BOLLINGER + PIVOTE INDICADOR 1: TRES EMAS (MEDIA MOVIL EXPONENCIAL) Con este indicador puede visualizar el promedio de precios con mayor peso a los datos mas recientes. Se calculan y dibujan tres medias móviles exponenciales: 8, 20 y 200 últimas velas. -Rápida EMA1 = 8 -Media EMA2 = 20 -Lenta EMA 3 = 200 INDICADOR 2: BANDAS DE...
ENGLISH This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for GOLD and SILVER. V-R-P is the premium hedgers pay for over Realized Volatility for GOLD and SILVER options. The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold (Implied...
ENGLISH This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for S&P500 and Nasdaq-100. V-R-P is the premium hedgers pay for over Realized Volatility for S&P500 and Nasdaq-100 index options. The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold...
Fun name for an indicator, eh? Well, it is true, I think; they look like magic carpets. They're actually pretty simple actually. They're Keltner Channels smoothed with a moving average. If you go down to the lookback period for the bands and set it to 1, you'll recognize them immediately. Digging a bit deeper you see there are four magic carpets on the chart. The...
™TradeChartist Mean Momentum Drift Bands (MMDB) is a Momentum indicator that plots a Mean Momentum line (calculated automatically from sample means of many lookback periods decided by the script logic) and Upper/Lower Drift Bands (calculated using standard deviation). The script helps spot price volatility, Oversold/Overbought zones and also generates high...
True Strength Index , or TSI is considered a "leading indicator" - in contrast to a "lagging indicator" just as Moving Averages it does not show a confirmation what already happened, but it shows what can happen in the future. For example: The chart is climbing while the TSI oscillator is slowly declining, gets weaker and weaker, maybe even prints bearish...
This version of Donchian Channels uses two source options so that one can create a channel using highs and lows rather than one or the other or closes. My thinking was that this would create a more accurate portrayal of price action (or at least contain the greatest scope of it) as seen through the lens of a Donchian Channel. This was actually part of the genesis...
Hello, everyone! We have just released an innovative strategy for TradingView. It allows you to identify price pivot points and volatility. This strategy is: User-friendly Configurable Equipped with Bollinger Bands and smoothed ATR to measure volatility Features Thanks to the BB Fibo strategy, you can: Trade stocks and commodities. Identify...
Sigma Spikes were created by Adam Grimes and this is one of the best volatility indicators out there. This indicator not only gives you positive or negative volatility but with my version I can identify any sudden changes from the underlying trend. Buy when the line turns green and sell when it turns red. Let me know if there were any other indicators you wanted...
Introducing the Bollinger Band Width Percentile Definitions : Bollinger Band Width Percentile is derived from the Bollinger Band Width indicator. It shows the percentage of bars over a specified lookback period that the Bollinger Band Width was less than the current Bollinger Band Width. Bollinger Band Width is derived from the Bollinger Bands®...
This indicator gives you the percentage movement of each candle. Measurements are taken between the candle High point and Low point, and also between the Open and Close and calculated in percent %. From there it smooths out the data with a moving average. This gives you an idea of how much volatility is within each candle given the time resolution of the chart. I...
Tʜᴇ Lɪɴᴇᴀʀ Rᴇɢʀᴇꜱꜱɪᴏɴ Cʜᴀɴɴᴇʟꜱ Linear Regression Channels are useful measure for technical and quantitative analysis in financial markets that help identifying trends and trend direction. The use of standard deviation gives traders ideas as to when prices are becoming overbought or oversold relative to the long term trend The basis of a linear regression...
Our ZRange indicator is an outstanding indicator to measure Volatility , that is, how much price has deviated from the mean. This indicator is part of a bundle of 5 indicators which we call the ZScore Indicator Suite all based on the ZScore function of statistics. In this particular mode (ZRange) you can see whether the actual Standard Deviation is above or...