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Historical Volatility Ratio oscillator
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=59981
Forum: 17 · Topic 59981 · 12 post(s)
Historical Volatility Ratio oscillator
Alexander.Gettinger · Tue Nov 26, 2013 3:21 pm
Formulas: HVR = StdDev1/StdDev2, where StdDev1 - standard deviation with Period1, StdDev2 - standard deviation with Period2.
Download:
The indicator was revised and updated
Re: Historical Volatility Ratio oscillator
Alexander.Gettinger · Tue Nov 26, 2013 3:23 pm
MQL4 version of Historical Volatility Ratio oscillator: viewtopic.php?f=38&t=59982.
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Tue Aug 26, 2014 3:47 am
Alexander.Gettinger wrote: Formulas: HVR = StdDev1/StdDev2, where StdDev1 - standard deviation with Period1, StdDev2 - standard deviation with Period2.
HVR.PNG
Download:
HVR.lua
Coud you give a percentage plse ? Btw appreciated if you can give a version overlaying on chart with 2 numbers of 2 days earlier (not counting today price) Thanks
Re: Historical Volatility Ratio oscillator
Apprentice · Tue Aug 26, 2014 10:59 am
Can you define what the percentage is.
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Tue Aug 26, 2014 3:03 pm
Apprentice wrote: Can you define what the percentage is.
Sorry I messed up with the percentage of other indicator.
Just an arrow on the bar which HRV under a threshold , for example under 50
Re: Historical Volatility Ratio oscillator
Apprentice · Thu Aug 28, 2014 8:48 am
Try this version. This version will introduce an arrow on HRV / threshold cross. Unfortunately will only work on Bar source.
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Fri Aug 29, 2014 4:04 pm
Apprentice wrote:
HVR.png
Try this version. This version will introduce an arrow on HRV / threshold cross. Unfortunately will only work on Bar source.
HVR.lua
Thank you it is great but I can not set threshold level smaller than 1. Appreciated if you could fix it
Re: Historical Volatility Ratio oscillator
Apprentice · Sat Aug 30, 2014 4:01 am
Please Re-Download.
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Mon Sep 01, 2014 7:23 pm
Apprentice wrote: Please Re-Download.
Excellent, thanks
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Sat Sep 27, 2014 2:13 pm
Apprentice wrote:
HVR.png
Try this version. This version will introduce an arrow on HRV / threshold cross. Unfortunately will only work on Bar source.
HVR.lua
May I report the problem. The arrow not appeared when the indicator jump up or down so big so the threshold level ignored. For example, if I set the threshold is 0.5. When HVR jump from 0.3 to 0.7 from yesterday to today, it means 0.5 threshold not registered at all so no arrow for this crossing
Re: Historical Volatility Ratio oscillator
Jeffreyvnlk · Sat Sep 27, 2014 2:15 pm
The error made when I using 2 HVR indicators at the same time. So better I just use 1 only. Sorry, just ignore that post.Thank for reading
Re: Historical Volatility Ratio oscillator
Apprentice · Thu Jun 29, 2017 6:22 am
The indicator was revised and updated.