Historical Volatility

Honestcowboy Aktualisiert 

The Percentage Range Consolidation histogram is a measure of volatility, ranking current price range compared to past ranges. 🟩​ USAGE Here there are 2 heavy contractions of price shown on chart that lead to a big rally. Shows a possible way to approach trading this. Take into account that this is for illustration purposes only and these entry methods...

weak_hand

This script produce a volatility histrogram by bar with the current volatility overlayed. The histogram shows cumulative average volatility over n days. And the dots are todays cumulative volatility. In other words, it calculates the True Range of each bar and adds it to todays value. This script is build for intraday timeframes between one and 1440 minutes...

criptoblast2

The Volatility Price Range is an overlay which estimates a price range for the next seven days and next day, based on historical volatility (already available in TradingView). The upper and lower bands are calculated as follows: The Volatility for one week is calculated using the formula: WV = HV * √t where: WV: one-week volatility HV: annual volatility √: square...

eykpunter Aktualisiert 

REVE Cohorts stands for Range Extensions Volume Expansions Cohorts. Volume is divided in four cohorts, these are depicted in the middle band with colors and histogram spikes. 0-80 percent i.e. low volumes; these get a green color and a narrow histogram bar 80-120 percent, normal volumes, these get a blue color and a narrow histogram bar 120-200 percent, high...

zero54

NSE:BANKNIFTY1! This is a simple but invaluable tool for both day traders and positional traders. VIX is about market expectations of volatility The VIX is a very good and sound measure of risk in the markets. It gives these stock traders who are in intraday trading and short term traders an idea of whether the volatility is going up or going down in the...

cheatcountry

The Daily Factor Indicator was created by Andrea Unger (Stocks and Commodities Jun 2023 pgs 26-31), and this is a new volatility indicator that compares the body, which is the absolute difference between the previous open and previous close, and the range which is the difference between the previous high and previous low. The indicator is calculated by dividing...

gabasco

Overview L&S Volatility Index is a tool designed to helps traders identify overpriced or underpriced moments in the market and adjust their trading strategies accordingly. Calculations This tool calculates how far the price is from the 21-period simple moving average as a ratio of the average historical volatility calculated over the last 21 candles. How It...

RandomWalker

The diagram shows Money Performance when buying stocks for 10 000 at every buy signal from the Intraday Mean Reversion indicator. The indicator is best used in combination with Intraday Mean Reversion Main Indicator The rules for trading are: Buy on Open price if the Intraday Mean Reversion Main indicator gives a buy signal. Sell on the daily close...

RandomWalker

The Intraday Mean Reversion Indicator works well on certain stocks. It should be used for day trading stocks but need to be applied on the Day to Day timeframe. The logic behind the indicator is that stocks that opens substantially lower than yesterdays close, very often bounces back during the day and closes higher than the open price, thus the name Intraday...

quantifytools Aktualisiert 

- Overview Volatility patterns detect various forms of indecisive price action, on a larger scale as a compressed range and on a smaller scale as indecision candles. Indecisive and volatility suppressing price action can be thought of as a spring being pressed down. The more suppression, the more tension is built and eventually released as a spike or series of...

rodopacapital

This script calculates the historical volatility of a given market using the standard deviation of its returns over a specified lookback period. The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market. The script uses the inputs from the user to adjust the calculation, such as lookback period,...

creksar_stock

A fixed volatility plotter set to a 0-100 range - Plots the current volatility % using the formula to calculate volatility and stdev (standard deviation) based on the candle lookback. The indicator is Fixed, which means that regardless of the chart, the volatility will be plotted on a percentage of 0% - 100% with a 101% threshold set to indicate a volatility...

TjnTjn

This indicator will draw a line on your chart to show the Nonfarm announcement date and a line showing the Nonfarm announcement time for that day. Because normally the Nonfarm announcement date is not simply the first Friday of the month. Because there are days Nonfarm days can be 8 or 9 or 10. By checking the entire history of nonfarm announcements, I found some...

ChartPrime

This indicator outputs a visual scale representing the level of volatility in the market relative to the timeframe selected on the users chart. The method of volatility used is "historical volatility" which is calculated by taking the standard deviation of a series of "x" length which contains the current closing price divided by the previous closing price for all...

tartigradia Aktualisiert 

Display variations in min-max and median values of high, low and close across exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a...

whvntr Aktualisiert 

The Volatility Gap Tracker ( *VGT ) indicator calculates the historical volatility of an asset using the standard deviation of the natural logarithm of the closing price relative to the previous period's closing price. *VGT visualizes the HV with gap lines to highlight when the current HV has increased or decreased significantly compared to the previous period,...

Aziz_PactionTrader

There is a famous option strategy📊 played on volatility📈. Where people go short on volatility, generally, this strategy is used before any significant event or earnings release. The basic phenomenon is that the Implied Volatility shoots up before the event and drops after the event, while the volatility of the security does not increase in most of the scenarios....

Nuggeler

This script visualizes Bitcoins "seasonality", in form of a colored table (based on the idea from "BigBangTheory") The history table shows you which months do statistically perform better/worse in comparison to other months. How to use this script: Choose ticker "BLX" ("BraveNewCoin Liquid Index for Bitcoin"). Set the charts time frame to weekly or daily. Tables...