Historical Volatility %

8 thg 4, 2020

Historical Volatility in % on 1 minute close of Deribit exchange candles.
Ability to set an alert for a given level of volatility .

30 thg 4, 2020

Phát hành các Ghi chú

Historical volatility in % from Deribit exchange.
HV - 1 minute candle close per day;
HV D - 1 hour candle close in 2 weeks.
Ability to set an alert for a given level of volatility HV.

30 thg 4, 2020

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Update color.

2 thg 5, 2020

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You can fix the selection ticker in the format "Exchange:Ticker" or use for the current open ticker.
Window Calc - selection of a window for calculating volatility in days
HV Fast - 1 minute volatility
HV Slow - 1 hour volatility

2 thg 5, 2020

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Added selection of the type of measurement of historical volatility

2 thg 5, 2020

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Bug fix

2 thg 5, 2020

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Types added Close-to-Close, Rogers-Satchell, Yang-Zhang

14 thg 6, 2020

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Working hours for different markets

14 thg 6, 2020

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Bug fix

16 thg 7, 2020

Phát hành các Ghi chú

Added TimeFrame selection for HV Fast and HV Slow

18 thg 7, 2020

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Bug fix

26 thg 10, 2020

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Историческая волатильность %
– Method - Выбор метода Close to Close или Yang Zhang.
– TimeFrame - Интервал свечей для расчета.
– Set Work Time - Установить рабочее время.
При вкл. будут использованы параметры указанные вручную ниже.
При выкл. для тикера биржи Deribit: 365.25 рабочих дня, 1440 рабочих минут в сутках.
При выкл. для тикера биржи MOEX: 248 рабочих дней, 810 рабочих минут в сутках.
При выкл. для тикеров других бирж: 252 рабочих дня, 870 рабочих минут в сутках.
– Working Days Per Year - Рабочих дней в году.
– Working Minutes Per Day - Рабочих минут в сутках.
– Window Calc - Окна расчетов исторических волатильностей с быстрым, средним и медленным откликом.
– Weight - Веса исторических волатильностей для расчета взвешенной волатильности.
– Fix Ticker - Установить тикер.
При вкл. будут использоваться свечи указанного ниже тикера.
При выкл. будут использоваться свечи открытого тикера.

Historical volatility %
- Method - Select the Close to Close or Yang Zhang method.
- TimeFrame - The timeframe of candles for calculation.
- Set Work Time - Set working time.
When on parameters specified manually below will be used.
When off for the Deribit ticker: 365.25 business days, 1440 business minutes per day.
When off for the ticker of the MOEX exchange: 248 business days, 810 business minutes per day.
When off for tickers of other exchanges: 252 business days, 870 business minutes per day.
- Working Days Per Year - Working days per year.
- Working Minutes Per Day - Working minutes per day.
- Window Calc - Historical volatility calculation windows with fast, medium and slow response.
- Weight - Historical volatility weights for calculating weighted volatility.
- Fix Ticker - Install the ticker.
When on the candles of the below ticker will be used.
When off open ticker candles will be used.

Telegram ly0ka

24 thg 12, 2020

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Added auto time settings for exchanges: COINBASE, BITSTAMP, BINANCE, BITFINEX

8 thg 2, 2021

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Settings simplified

27 thg 2, 2021

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Обновлены автоматические настройки времени

Updated automatic time settings

12 thg 9, 2021

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Added Mobility

12 thg 9, 2021

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Bug fix

22 thg 3, 2022

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Added ability to accept fractional window