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Historical Volatility Ratio oscillator

Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59982
Forum: 38 · Topic 59982 · 4 post(s)


Historical Volatility Ratio oscillator

Alexander.Gettinger · Tue Nov 26, 2013 3:23 pm

Formulas: HVR = StdDev1/StdDev2, where StdDev1 - standard deviation with Period1, StdDev2 - standard deviation with Period2.

HVR_MQL.PNG

Download:

HVR.mq4


Re: Historical Volatility Ratio oscillator

Jeffreyvnlk · Sat Aug 23, 2014 5:34 am

Alexander.Gettinger wrote: Formulas: HVR = StdDev1/StdDev2, where StdDev1 - standard deviation with Period1, StdDev2 - standard deviation with Period2.

HVR_MQL.PNG

Download:

HVR.mq4

In the book Smart Street Linda Bradford Raschee gave a strategy based on HVR. Could you give a version for fxcm’s platform. It perfect if just displaying a number on the corner of the chart for yesterday reading not today. Or an arrow with a threshold, according to her when HVR smaller than 50%, that the set up. Otherwise just a line underneath of the chart as usual


Re: Historical Volatility Ratio oscillator

Apprentice · Sun Aug 24, 2014 4:42 am

U can found TS2/Marketscope version here viewtopic.php?f=17&t=59981&p=91136&hilit=Historical+Volatility+Ratio+oscillator#p91136

Can u please define stategy rules.


Re: Historical Volatility Ratio oscillator

Jeffreyvnlk · Tue Sep 02, 2014 3:01 am

Apprentice wrote: U can found TS2/Marketscope version here viewtopic.php?f=17&t=59981&p=91136&hilit=Historical+Volatility+Ratio+oscillator#p91136

Can u please define stategy rules.

Many thanks