Chaikin Volatility StrategyChaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
HLC3, OHLC4 and ect...
Tìm kiếm tập lệnh với "Volatility"
Chaikin Volatility Chaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
HLC3, OHLC4 and ect...
News Volatility Bracketing StrategyThis is a news-volatility bracketing strategy. Five seconds before a scheduled release, the strategy brackets price with a buy-stop above and a sell-stop below (OCO), then converts the untouched side into nothing while the filled side runs with a 1:1 TP/SL set the same distance from entry. Distances are configurable in USD or %, so it scales to the instrument and can run on 1-second data (or higher TF with bar-magnifier). The edge it’s trying to capture is the immediate, one-directional burst and liquidity vacuum that often follows market-moving news—entering on momentum rather than predicting direction. Primary risks are slippage/spread widening and whipsaws right after the print, which can trigger an entry then snap back to the stop.
Bullish Bearish volatility analysisThis script is used to analyse Bullish/Bearish volatility direction based on volumes and moving average.
Volatility Visualizer by Oddbeaker LLCUse this to determine if a crypto pair has volatility suitable for your Oddbeaker Synthetic Miner. Draws entry/exit lines over the candles.
"Show me every place on the chart where I could have made X percent gains in Y days or less."
Inputs :
Percent Gain : Minimum percent gains to show on the chart.
Scan Bars : Maximum number of bars allowed to reach the profit target.
Notes :
Lines drawn on the chart indicate the entry and exit times and prices to reach the exact profit target.
The indicator only uses the low price of each candle to determine entry. It does not show every possible entry point.
When counting lines, count any group of lines that cross each other as one. Also, count any group of lines that do not cross but overlap in price over the same time period as one.
Tips :
For best results, set Percent Gain to double the amount of the sum of Min Profit and Min Stash on your Synth Miner. Example: If you have minProfit=5 and minStash=5, 5+5=10, so percentGain should be 20 on the chart.
Use a daily chart and set Scan Bars to 7 or less on highly volatile pairs.
Look for charts with the highest number of lines that don't overlap.
Use this indicator combined with the Synthetic Mining Channel for best results.
Logarithmic Volatility Direction Index [IkkeOmar]The LVDI is a Mean-Reversion Indicator. it doesn't detect trends and does not give a signal per se.
What it does is tell you if we have a flashcrash based on the price action and volume that is available. It is not always easy to see with the naked eye, so this indicator can help you DCA into an asset in a smarter way, if you couple it with other trend systems.
Think of this indicator like a form of a volatility index.
Inputs:
len and lenWMA are integers representing different lengths for calculations, and src is the data source
Keep in mind that "Length" is the lookback for the WMA, and the Length smooting is the lookback for the SMA of the "volume_weighted".
WMA Calculation
wma_basic = math.log10(ta.wma(src, len))
This calculates the logarithm (base 10) of the Weighted Moving Average (WMA) of the source data over len periods. WMA is a type of moving average giving more importance to recent data. The reason I use log10, is to make it transformative over a longer timeframe. This makes it easier to see the growth direction. I like to use this for crypto, since there is asymetric upside.
Volume Filter:
average_volume = ta.sma(volume, lenWMA)
volume_weighted = math.log10(wma_basic * (volume / math.log10(average_volume)))
Here, the script first calculates the Simple Moving Average (SMA) of the trading volume over lenWMA periods. Then, it computes a volume-weighted value of the WMA, adjusted by the logarithmic ratio of current volume to average volume.
Distance and Score Calculation:
distance = math.log10(src) - math.log10(volume_weighted)
score = math.sign(distance) * math.pow(math.abs(distance), 2)
The script calculates the logarithmic difference between the source data and the volume-weighted WMA. The score is determined by the sign of this distance multiplied by its square. This potentially amplifies the impact of larger distances.
Plotting:
plot(volume_weighted, title="Volume Weighted WMA", color=color.blue, linewidth = 2)
plot(ta.sma(volume_weighted, lenWMA), title="Volume Weighted WMA", color=color.rgb(189, 160, 0))
Mathematical concepts
Weighted Moving Average (WMA):
WMA is a moving average that assigns more weight to recent data points. The idea is that recent prices are more relevant to the current trend than older prices.
Logarithms:
The use of log10 (logarithm base 10) is interesting. Logarithms help in normalizing data and can make certain patterns more visible, especially when dealing with exponential growth or decay.
Volume Weighting:
Multiplying the WMA by the ratio of current volume to average volume (both logarithmic) integrates volume into the analysis. High trading volume can signify stronger market interest and can thus validate price movements.
Distance and Score:
The distance measures how far the current price is from the volume-weighted WMA on a logarithmic scale. The score squares this distance, potentially highlighting large divergences.
Case example
In the case above (which is a low timeframe that shouldn't be your main system) we see the blue line going up before going below the moving average line (orange). This indicates a local bottom zone. Does that mean that we wont go lower? No! What you can do is calculate a zone range.
We have an average line, you can get that from the POC with the VRVP.
Then you take the low and high of that zone and take the average:
(3.17% + 2.33%) / 2 = 2.75%
This means that we expect that the price can fall an additional 2.75%! Low and behold. When you check the same chart as above:
Hope it makes sense!
Stay safe everyone!
Don't hesitate to ask any questions if you have any!
Fibonacci Ratios with Volatility(Weekly Time Frame.)Script is based on weekly time Frame. Fib ratios are drawn at the Open of the Market. Open price is compared with Previous week High , low and close. If weekly open is above Previous week high or low, Fib 0 % is plotted above High or the low as the case may be . If weekly open is between previous week high and low Fib 0% is equal to previous week Close and other fib ratios are plotted accordingly. As its vol based, works fantastically. This script is inspired by Fibonacci and Volatility script by PB GHOSH.
ATR and IV Volatility TableThis is a volatility tool designed to get the daily bottom and top values calculated using a daily ATR and IV values.
ATR values can be calculated directly, however for IV I recommend to take the values from external sources for the asset that you want to trade.
Regarding of the usage, I always recommend to go at the end of the previous close day of the candle(with replay function) or beginning of the daily open candle and get the expected values for movements.
For example for 26April for SPX, we have an ATR of 77 points and the close of the candle was 4296.
So based on ATR for 27 April our TOP is going to be 4296 + 77 , while our BOT is going to be 4296-77
At the same time lets assume the IV for today is going to be around 25% -> this is translated to 25 / (sqrt (252)) = 1.57 aprox
So based on IV our TOP is going to be 4296 + 4296 * 0.0157 , while our BOT is going to be 4296 - 4296 * 0.0157
I found out from my calculations that 80-85% of the times these bot and top points act as an amazing support and resistence points for day trading, so I fully recommend you to start including them into your analysis.
If you have any questions let me know !
BitMEX BTC Volatility IndexThis indicator displays the BitMEX BTC Volatility Index ( BVOL24H ) as an indicator and it can be compared to the VIX of the cryptocurrencies.
more information about how BVOL24H is calculated can be found here: www.bitmex.com
Symbol can be changed in the parameters
Previous Earnings Volatility v1 by RMThis study checks previous Stock trends (volatility) before Earnings announcements. This indicator is used to gauge the stock personality before earnings. Some are consistently better than others.
The range to be analysed before earnings is modified in "Candles before EA to plot Trend" , and the total period under study (how many Earnings periods) is set by "Date From" and "Date To" parameters.
The indicator shows closing values for the periods analysed and presents a tables with the summary, how many are up and down.
Used part of this code as published by @PineCoders and Public Library, This script is based on previous work from several people like Sushil Kothawade and other open source coders:
in.tradingview.com
Disclaimer: This is not a Financial advisory tool. For education purposes only. * Use at your own risk *
Percentage Volume VolatilityI was looking for a script similar to ATR that would show percentage point volatility relative to current price. It's way easier to compare 2 different tickers, with similar entry conditions, and judge witch one has bigger gains predisposition than calculating everything with just ATR value.
Unfortunately I haven't found any, so there is one I've composed out of ATR and VWAP. First choice is self explanatory, the VWAP on the other choice in my opinion shows more faithful average price than SMAs or EMAs. Feel free to adjust the script if You feel like it.
Cheers - Mizer.
Realized Volatility (annualized for any time frame)Plots standard deviation of returns (realized volatility), and annualizes it for the selected timeframe. Suitable for forex/cryptocurrencies which trade 24/7.
Low volatility Buy w/ TP & SL (Coinrule)The compression of volatility usually leads to expansion. When the breakout comes, it can ignite strong trends. One way to catch a coin trading in an accumulation area is to spot three moving averages with values close to each other. The strategy uses a combination of Moving Averages to spot the best time to buy a coin before its breakout.
Buy Condition
The MA200 is greater than the MA100
The MA50 is greater than the MA100
According to backtesting results, the 1-hour time frame is the best to run this strategy.
Sell Condition
Take Profit: the price increases 8% from the entry price
Stop Loss: the price drops 4% from the entry price
The strategy has a profitability of 40-60% (depending on the market conditions). Having a ratio of two between Take profit and Stop Loss helps keeping the strategy profitable in the long term.
[ProfitTrailer:Feeder] Up Down VolatilityUpside & DownSide Volatility is commonly used in the ProfitTrailer:Feeder community scene, so I decided to create a script for it.
Please 'follow & like' if you like this script! Thanks
[HM] HORIZONTAL GRID ROUNDED (VOLATILITY BASED)The purpose of this indicator is to draw a horizontal grid having in mind:
- rounded price levels instead tradingview standard grid, zoom-based;
- calculated by volatility, using daily ATR;
- independent of timeframe in use, locked to DAILY calculations.
Further improvements are intended.
Wish this could be useful. Any questions, feel free to comment.
Bollinger Band - Keltner Squeeze - Failed Volatility BreakoutThis simple script provides Bollinger Band and Keltner Channel indicators, and will highlight areas where the Bollinger Bands enter into the Keltner Channel.
This script is based on the Failed Volatility Breakout (FVBO) System used by professional trader ChrisD_Macro. The default plot styles for the indicators in this script are based on Chris's setup, but visual styles as well as BB and Kelt settings (length, standard deviation, etc...) can all be easily customized with the user interface in the indicator settings.
You can also choose whether you want the condition to be triggered by just one Bollinger Band entering the Keltner Channel, or if it has to be both bands entering the channel.
This script is very useful when manually back testing the FVBO strategy, as it clearly highlights the BB-Kelt squeezes instead of having to constantly scroll in and out looking for them.
It can also be useful live as it has the ability to trigger TradingView alerts using the condition "BB-Kelt Squeeze".
Hope it's helpful
- JDC
Side Notes:
With Forex / Currencies this indicator I usually use this indicator on the 1 Day time frame.
Keep in mind that the script includes the Bollinger Bands and Keltner Channels, so if you already have your own version of these indicators on your chart, it will get really messy. (Just hide the other indicators while you get to know this one).
Historical Volatility STDThis aims to help provide an equity to volatility ratio for trading bitcoin options.
Volatility Index Oscillator LargeCap [aamonkey]There are two versions of this indicator (Large and Small Cap).
Both work exactly the same the only difference are the default coins selected.
What does this indicator do?
- can be used on any timeframe
- plots the percentage change of the candles of the selected timeframe of 9 LargeCap coins (Default: ETH, EOS, TRX, IOTA, XLM, ADA, ATOM, Tezos, BTC)
- +1 line for the chart you are currently on (Default: red line)
Why use this indicator:
- compare selected coins to the LargeCap coins in terms of volatility
- see correlations in price movements
- see which coin outperforms the others
- find coins that are behind
Settings:
- pairs, exchanges, and colors changeable
- always write the pairs and exchanges in caps!
Volatility Index Oscillator SmallCap [aamonkey]There are two versions of this indicator (Large and Small Cap).
Both work exactly the same the only difference are the default coins selected (and this version compares only 9 coins in total instead of 10).
What does this indicator do?
- can be used on any timeframe
- plots the percentage change of the candles of the selected timeframe of 8 SmallCap coins (Default: REN, LOOM, MANA, ENJ , KNC, ZRX, BNT, REP)
- +1 line for the chart you are currently on (Default: red line)
Why use this indicator:
- compare selected coins to the SmallCap coins in terms of volatility
- see correlations in price movements
- see which coin outperforms the others
- find coins that are behind
Settings:
- pairs, exchanges, and colors changeable
- always write the pairs and exchanges in caps!
Futures - Measure and compare volatility in USDThis is a dirty fix.
Dollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (with ATR = 6) volatility of $30,000 (6 * 5000) instead of the correct $300.
For all other futures I used the default syminfo.pointvalue.
Feel free to correct me, if I am wrong regarding the syminfo.pointvalue error.
Futures - Measure and compare volatility in USDDollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents. So this is a dirty fix.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (ATR = 6) volatility 30,000 USD instead of the correct 300 USD.
For all other futures is used the default syminfo.pointvalue.
