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In den Scripts nach "Volatility" suchen

CryptoMedication's Volatility RSI So, here's what we ended up doing for the most recent one that we created. 1. We took the ATR (Average True Range) - You can read about that here: medium.com 2. Then applied the Bollinger Bands %B to it 3. Then overlayed it with another indicator Purpose: The general purpose of this indicator is to identify when there are periods of consolidation or if there were be a large increase in the price (going either way). However, we were able to plug this in so that it connected with the RSI (after cancelling out the noise and smoothing values*making it scaled out evenly), so that it also produces buy/sell signals. If you're interested to get a more in-depth overview of how this works, visit this link here: medium.com
Pine Script® Indikator
von librehash
15
[tududu] Volatilidade Lenta (Slow Volatility)Um modelo de volatilidade lenta baseado nas bandas de 91 períodos em até 4 desvios padrões. Tenho utilizado esse modelo para identificar oportunidades de alavancagem em condições extremas de mercado. Considero o modelo usual de Bollinger muito suscetível a ruídos e incapaz de lidar com acréscimo súbito de volatilidade, por isso busquei um rastreamento lento mais confiável com sinais de menor frequência. A princípio deve ser utilizado no diário, porém mesmo no intradiário pode ser um indicador mais confiável que as bandas de 20 períodos. --- Slow Volatility model based on 91 SMA up to 4 standard deviations. It can be used as 'leverage indicator' ,pinpointing extreme market conditions that allows safer leverage. Usual Bollinger Bands are way too prone to noise, so this slow variant is much more reliable, albeit it provides much less frequent signals. To be used on daily chart, but feel free to test it on intraday charts.
Pine Script® Indikator
von tududu
4
FVE (Volatility Modified) This is another version of FVE indicator that we have posted earlier in this forum. This version has an important enhancement to the previous one that`s especially useful with intraday minute charts. Due to the volatility had not been taken into account to avoid the extra complication in the formula, the previous formula has some drawbacks: The main drawback is that the constant cutoff coefficient will overestimate price changes in minute charts and underestimate corresponding changes in weekly or monthly charts. And now the indicator uses adaptive cutoff coefficient which will adjust to all time frames automatically.
Pine Script® Indikator
von HPotter
Volatility Inverse Correlation CandleThis is an educational tool that can help you find direct or inverse relations between two assets. In this case I am using VIX and SPX . The way it works is the next one : So I am looking at the current open value of VIX in comparison with the previous close ( if it either above or below) and after on the SPX I am looking into the history and see for example which type of candle we had in respect with the opening value from VIX . So for example, lets imagine that today is monday, and the weekly open value from VIX was higher than previous friday close value. Now I am going to see with the inverse correlation , if based on this idea, the current weekly candle from SPX finished in a bear candle. The same can be applied for the bearish situation, so if we had an open from VIX lower than previous close, we are looking to check the SPX bull candle accuracy. At the same time, for a different type of calculation I have added an internal lookup into heikin ashi values. If you have any questions please let me know !
Pine Script® Indikator
von exlux
Volatility Squeeze Region IndicatorVolatility Squeeze Indicator conditions based on lowest ATR ,proportion of Bollinger and keltner channel upper and lower bands. Usage to identify and highlight Squeeze region when if indicator value <1 means Squeeze On and >1 means Squeeze off . Additionally Background Highlights for Daily(Blue), Weekly(Brown) and Monthly(purple) Squeeze regimes for confluence check. For Breakouts and trades use appropriate Price Action and in conjunction other indicators.
Pine Script® Indikator
von Mani2101
1
Volatility based Standarde Deviation and Fib. Pivot PointsThis indicator plots Standard deviation levels and Fib. Pivot Points. I prefer to use only SD levels but Fib. levels also come handy in providing support and resistance. How to use this indicator: You have to manually enter instrument's Closing Price / Settlement Price and VIX closing price to draw each day's levels. For NQ, I use VXN closign price and for ES or RTY, I use VIX closing price. This indicator can be used on individual stocks and forex pairs.
Pine Script® Indikator
von hammadshahir
2