Multiple Frequency Volatility Correlation

31 thg 7, 2022

This is a complex indicator that looks to provide some insight into the correlation between volume and price volatility.
Rising volatility is depicted with the color green while falling volatility is depicted with purple.
Lightness of the color is used to depict the length of the window used, darker == shorter in the 2 -> 512 window range.

31 thg 7, 2022

Phát hành các Ghi chú

added a histogram to show last and recent(10 bars) distribution of correlation

4 thg 8, 2022

Phát hành các Ghi chú

updated histogram calculation, it now allows the input length of the aggregation of values, added values display on histogram bars.

4 thg 8, 2022

Phát hành các Ghi chú

added labels with some description.