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Kaufman volatility indicator
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64728
Forum: 48 · Topic 64728 · 1 post(s)
Kaufman volatility indicator
Alexander.Gettinger · Fri Jun 02, 2017 2:14 pm
The indicator is written according to Perry Kaufman books “Smarter Trading” and “Trading Systems & Methods”.
Formulas for volatility indicator: Volatility[i]=(DiffPrice[i]+DiffPrice[i-1]+…+DiffPrice[i-Period])/Period, where DiffPrice[i]=Abs(close[i]-close[i-1]).
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