fxcodebase-backup
Historical Volatility indicator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=6397
Forum: 17 · Topic 6397 · 9 post(s)
Historical Volatility indicator
Alexander.Gettinger · Thu Sep 08, 2011 10:09 am
The indicator shows the value of volatility (see wiki for details). Possible to calculate several methods: MVA, EMA and extremum volatility.
Download:
The indicator was revised and updated
Re: Historical Volatility indicator
zmender · Sat Mar 03, 2012 12:18 am
A further development of above indicator: The ratio of a short / long term HV, based on SMA.
Re: Historical Volatility indicator
Alexander.Gettinger · Mon Mar 05, 2012 2:46 pm
zmender wrote: A further development of above indicator: The ratio of a short / long term HV, based on SMA.
See this oscillator.
Formula: HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).
Download:
For this oscillator must be installed Historical Volatility indicator.
Re: Historical Volatility indicator
Jeffreyvnlk · Mon May 06, 2013 4:01 pm
Alexander.Gettinger wrote:
zmender wrote: A further development of above indicator: The ratio of a short / long term HV, based on SMA.
See this oscillator.
Formula: HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).
Download:
HV_Ratio.lua
For this oscillator must be installed Historical Volatility indicator.
I thought I could not find this gem in this forum.Thanks, this should be in the popular item list
Re: Historical Volatility indicator
Jeffreyvnlk · Mon May 06, 2013 4:03 pm
viewtopic.php?f=17&t=21021&p=36945&hilit=volatility#p36945
Is is the same kind of historical volatility we talk about here ?
Re: Historical Volatility indicator
Jeffreyvnlk · Thu May 09, 2013 11:24 am
Alexander.Gettinger wrote:
zmender wrote: A further development of above indicator: The ratio of a short / long term HV, based on SMA.
See this oscillator.
Formula: HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).
Download:
HV_Ratio.lua
For this oscillator must be installed Historical Volatility indicator.
Could you add an horizontal line please. For example, when under <50 meaning market in a narrow range
Re: Historical Volatility indicator
Apprentice · Sat May 11, 2013 2:21 am
Your request is added to the development list.
Re: Historical Volatility indicator
Jeffreyvnlk · Thu Jul 11, 2013 7:20 pm
Apprentice wrote: Your request is added to the development list.
Also a version of HS bars please.Thank you
Re: Historical Volatility indicator
Apprentice · Thu Jun 01, 2017 10:20 am
Indicator was revised and updated.