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Weighted Side Standard Deviation

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=64525
Forum: 17 · Topic 64525 · 2 post(s)


Weighted Side Standard Deviation

Apprentice · Wed Mar 15, 2017 5:26 am

EURUSD m1 (03-15-2017 0931).png

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


Re: Weighted Side Standard Deviation

Gentle · Fri Mar 17, 2017 10:54 am

I attached this deviation calculus to Ahrens MA, and result has been some volatility bands:

Ahrens_WSSD.PNG