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Directional Volatility
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=62617
Forum: 38 · Topic 62617 · 1 post(s)
Directional Volatility
Alexander.Gettinger · Mon Aug 31, 2015 11:52 am
Original LUA oscillator: viewtopic.php?f=17&t=62540.
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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