Today I am sharing with the community a volatility indicator that can help you or your algorithms avoid black swan events. Variance is most commonly used in statistics to derive standard deviation (with its square root). It does have another practical application, and that is to identify outliers in a sample of data. Variance in statistics is defined as the...
This script is yet another variant of the famous Bollinger Bands® TA tool used to track price volatility as it deviates from the mean of a security using standard deviations (positive &negative). Built for my own personal preferences. But perhaps you might like it, too. Includes + Chart Lines: price, upper and lower bands + User Options: SMA length, stdev...
Provides a volatility adapted channel with range and trend clues.
BINANCE:BTCUSDT This is the "Market Pulse" indicator from TOS Indicators. The scope of this indicator is to identify which one of the four market stages we're in █ WHAT ARE THE 4 STAGES? ACCELERATION (or uptrend) DECELERATION (or downtrend) ACCUMULATION (occurs after the market has presumably found a bottom and buyers are coming in) DISTRIBUTION...
The main purpose of this indicator is to facilitate backtesting, but it may also be useful for traders to easily identify the current active/open trading sessions on lower-timeframe charts. This indicator also tracks the session high/low difference and plots it as a label on the last candle of the session once the last bar of that session has finished printing...
This indicator plots the 1, 2 and 3 standard deviations from the mean as bands of color (hot and cold). Useful in identifying likely points of mean reversion. Default mean is WMA 200 but can be SMA, EMA, VWMA, and VAWMA. Calculating the standard deviation is done by first cleaning the data of outliers (configurable).
An example of the linear regression library, showing the regression of VX futures on the VIX. The beta might help you weight VX futures when hedging SPX vega exposure. A VX future has point multiplier of 1000, whereas SPX options have a point multiplier of 100. Suppose the front month VX future has a beta of 0.6 and the front month SPX straddle has a vega of 8.5....
Изменено стандартные SMA на Vwma (volume weighted moving average). Иземенено стандартные значение на более подходяший вариант нынешнему рынку путём опыта и иследование
TRES EMAS + BANDAS DE BOLLINGER INDICADOR 1: TRES EMAS (MEDIA MOVIL EXPONENCIAL) Con este indicador puede visualizar el promedio de precios con mayor peso a los datos mas recientes. Se calculan y dibujan tres medias móviles exponenciales: 4, 20 y 200 últimas velas. -Rápida EMA1 = 4, paso = 1 -Media EMA2 = 20, paso = 2 -Lenta EMA 3 = 200, paso = 10 ...
Part of the EZ Profit Maker Suite - EZ Profit Maker - EZ Profit Maker Buddy 1 - EZ Profit Maker Buddy 2 EZ Profit Maker Buddy 2 - OverBought / OverSold Trend Levels - Multi Time Frame Trend Levels HOW TO GET AND USE THE SCRIPT Since its invite only, please PM me and I will be happy to add you. Once added, you will see the list under Indicators >>> Invite only...
Part of the EZ Profit Maker Suite - EZ Profit Maker - EZ Profit Maker Buddy 1 - EZ Profit Maker Buddy 2 EZ Profit Maker Buddy 1 - Current Volume / Avg Volume - Higher Time Frame Candle Width % / HTF Candle Body % - Auto Fibonacci Lines - Higher Time Frame Background Candles REG/HA - Support / Resistance Lines (auto color changing) HOW TO GET AND USE THE...
Part of the EZ Profit Maker Suite - EZ Profit Maker - EZ Profit Maker Buddy 1 - EZ Profit Maker Buddy 2 THE 'PROBLEM' A lot of buy and sell strategies are based on price action being at a particular (support) level, crossovers of different moving averages or of price action over moving averages or trend lines . A Trader waits for price/moving averages to reach a...
This script reviews previous candle volatility and price action relative the time period chosen and creates pivots/levels/prices to watch for on each candle. This indicator can be run on any time period, but it was meant for longer intraday periods such as the 30m or 1 hour. The entry points are meant to only be valid on the candle in which they are created, once...
Volatility average putain j'ai pas envie d'ecrire pendant 3 heures merci !
Speed Diamond allows the user to easily view their chosen price target in relation to the current price of the chart. It displays a Diamond at the bar where the (theoretical) trade would have been entered and a line at the entry price. Displayed on the line is the amount of bars it has taken to arrive at your price target (current price). Price targets can be set...
DigitalITOWrapper::GetExecutablePath() - Error getting Module Filename Embedded zip contains 15 entries. Total size: 69192266 Archive unpacked successfully. Found the tag freeGameRedeemOfferId DigitalITOWrapper::GetExecutablePath() - Error getting Module Filename Embedded zip contains 15 entries. Total size: 69192266 Archive unpacked successfully. Found the tag...
Interesting take for a velocity and trend analysis indicator, I call it The TR high/low meter. First it will find the highest high and lowest low based on X bars back. Now comes the twist, instead of storing these lowest or highest prices, we store the TR (true range) into the appropriate array (one array for lowest and one array for highest). Finally, we sum up...