fxcodebase-backup
Volatility band
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59600
Forum: 38 · Topic 59600 · 1 post(s)
Volatility band
Alexander.Gettinger · Mon Sep 30, 2013 10:01 am
Original LUA indicator: viewtopic.php?f=17&t=59444.
Formulas: Middle = EMA(Length_Vol_Band, Typical price), Lower = Middle-devLow, Upper = Middle+devHigh, where devLow = devHigh*Low_Band_Adjust, devHigh = EMA(Length_Vol_Band, V_Value), V_Value = MVA(tpSeries, Length_Vol)/Dev_Factor, tpSeries[i] = Typical price[i] - Low price[i-1] if Typical price[i]>=Typical price[i-1], tpSeries[i] = Typical price[i+1] - Low price[i] if Typical price[i]<Typical price[i-1].
Download:
Volatility_Band2:
Formulas: Middle = EMA(Length_Vol_Band, Typical price), Lower = Middle-dev, Upper = Middle+dev, where dev = EMA(Length_Vol_Band, V_Value)*Band_Adjust.
Download: