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Directional Volatility
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=68212
Forum: 48 · Topic 68212 · 1 post(s)
Directional Volatility
Alexander.Gettinger · Sat Mar 30, 2019 11:29 am
Directional Volatility LONG Mov((Ref(CLOSE,-1)-LOW),14,E)+ 3Stdev((Mov((Ref(CLOSE,-1)-LOW),14,E)) ,14 )) Directional Volatility SHORT Mov((HIGH-Ref(CLOSE,-1)),14,E)+ 3Stdev(Mov((HIGH-Ref(CLOSE,-1)),14,E) ,14 ))
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