Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=64525
Forum: 17 · Topic 64525 · 2 post(s)
Apprentice · Wed Mar 15, 2017 5:26 am

Based on. https://ctdn.com/algos/indicators/show/1281 Does calculates weighted standard deviation per side to get the upper and lower volatility the advantage of differentiating the volatilities.
Weighted Side Standard Deviation.lua
The indicator was revised and updated
Gentle · Fri Mar 17, 2017 10:54 am
I attached this deviation calculus to Ahrens MA, and result has been some volatility bands: