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Volatility Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=60418
Forum: 17 · Topic 60418 · 6 post(s)
Volatility Moving Average
Apprentice · Tue Mar 18, 2014 4:47 am
Benoit Mandelbrot, in his book, The Misbehavior of Markets, discusses important consequences on the fractal nature of markets. All charts, whether you view the fifteen minute or the daily, resemble each other. Volatility Moving Average a.k.a. Resetting Moving Average Indicator attempts to eliminate this by resetting average period Whenever a candle closes more than 2 standard deviations beyond the previous close.
Re: Volatility Moving Average
Alexander.Gettinger · Mon Jun 02, 2014 4:59 pm
MQL4 version of Volatility Moving Average: viewtopic.php?f=38&t=60761.
Re: Volatility Moving Average
Apprentice · Thu Jun 22, 2017 7:08 am
The indicator was revised and updated.
Re: Volatility Moving Average
oxbx99 · Tue Dec 05, 2017 5:19 am
hi,
can i please request timed tick version for this indicator
thanks
Re: Volatility Moving Average
Apprentice · Tue Dec 05, 2017 6:58 am
Timed Tick VolatilityMA.lua
Re: Volatility Moving Average
Apprentice · Tue May 08, 2018 5:09 am
The indicator was revised and updated.