bitmex

PipFoundry

My premium indicators are available for monthly lease at www.tradingview.com A quick indicator in response to the product released this month from BitMEX - a Weekly settled volatility index for bitcoin! www.bitmex.com uses BVOL calculation from www.bitmex.com

BitMEX_Sam

Courtesy of Pip - uses BVOL calculation from www.bitmex.com P = Bitfinex Last Price (taken at 5 minute intervals) Stdev = Sample Standard Deviation Ln = Natural Logarithm Sqrt = Square Root .BVOL Index = Stdev(Ln(P1/P0), Ln(P2/P1), ..., Ln(P288/P287)) * Sqrt(288)