TRES EMAS + BANDAS DE BOLLINGER + PIVOTE 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: 8, 20 y 200 últimas velas. -Rápida EMA1 = 8 -Media EMA2 = 20 -Lenta EMA 3 = 200 INDICADOR 2: BANDAS DE...
ENGLISH This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for GOLD and SILVER. V-R-P is the premium hedgers pay for over Realized Volatility for GOLD and SILVER options. The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold (Implied...
ENGLISH This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for S&P500 and Nasdaq-100. V-R-P is the premium hedgers pay for over Realized Volatility for S&P500 and Nasdaq-100 index options. The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold...
Fun name for an indicator, eh? Well, it is true, I think; they look like magic carpets. They're actually pretty simple actually. They're Keltner Channels smoothed with a moving average. If you go down to the lookback period for the bands and set it to 1, you'll recognize them immediately. Digging a bit deeper you see there are four magic carpets on the chart. The...
™TradeChartist Mean Momentum Drift Bands (MMDB) is a Momentum indicator that plots a Mean Momentum line (calculated automatically from sample means of many lookback periods decided by the script logic) and Upper/Lower Drift Bands (calculated using standard deviation). The script helps spot price volatility, Oversold/Overbought zones and also generates high...
True Strength Index , or TSI is considered a "leading indicator" - in contrast to a "lagging indicator" just as Moving Averages it does not show a confirmation what already happened, but it shows what can happen in the future. For example: The chart is climbing while the TSI oscillator is slowly declining, gets weaker and weaker, maybe even prints bearish...
This version of Donchian Channels uses two source options so that one can create a channel using highs and lows rather than one or the other or closes. My thinking was that this would create a more accurate portrayal of price action (or at least contain the greatest scope of it) as seen through the lens of a Donchian Channel. This was actually part of the genesis...
Sigma Spikes were created by Adam Grimes and this is one of the best volatility indicators out there. This indicator not only gives you positive or negative volatility but with my version I can identify any sudden changes from the underlying trend. Buy when the line turns green and sell when it turns red. Let me know if there were any other indicators you wanted...
Introducing the Bollinger Band Width Percentile Definitions : Bollinger Band Width Percentile is derived from the Bollinger Band Width indicator. It shows the percentage of bars over a specified lookback period that the Bollinger Band Width was less than the current Bollinger Band Width. Bollinger Band Width is derived from the Bollinger Bands®...
This indicator gives you the percentage movement of each candle. Measurements are taken between the candle High point and Low point, and also between the Open and Close and calculated in percent %. From there it smooths out the data with a moving average. This gives you an idea of how much volatility is within each candle given the time resolution of the chart. I...
Tʜᴇ Lɪɴᴇᴀʀ Rᴇɢʀᴇꜱꜱɪᴏɴ Cʜᴀɴɴᴇʟꜱ Linear Regression Channels are useful measure for technical and quantitative analysis in financial markets that help identifying trends and trend direction. The use of standard deviation gives traders ideas as to when prices are becoming overbought or oversold relative to the long term trend The basis of a linear regression...
Our ZRange indicator is an outstanding indicator to measure Volatility , that is, how much price has deviated from the mean. This indicator is part of a bundle of 5 indicators which we call the ZScore Indicator Suite all based on the ZScore function of statistics. In this particular mode (ZRange) you can see whether the actual Standard Deviation is above or...
Volatility trading with the Bouhmidi-Bands Most known indicators such as Bollinger Bands or Keltner Channel focus only on historical volatility. Bouhmidi bands follow a different approach, namely an indicator based on implied volatility. Style tags: Implied Volatility, Volatility Trading, Trend Analysis Asset class: Equities, Futures, Commodities Dataset:...
Relative Volatility Oscillator is a volatility based oscillator and works very well on Lower Time Frames on volatile assets. It uses one of five periods (34,55,89,144,233) to calculate relative volatility of the current bar with the volatility trend of one of the 5 periods from the settings, using percentile rank. Features of Relative Volatility Oscillator ...
™TradeChartist MTF SuperTrend Pro is the Multi Time-Frame version (using timeframe multiplier) of classic Volatility Stop or SuperTrend (Stop and Reverse indicator using multiple of Average True Range of lookback period trailing behind the price acting as both trend reversal signifier and StopLoss trigger at the same time ). What does ™TradeChartist MTF...
This script brings together a number of volatility indexes from the CBOE in one space making it easier to use rather than adding a number of different securities to one chart. One could create a template with these securities attached, but sometimes, you don't want to switch charts, for whatever reason, and adding an indicator for is quick and simple. One note...
This is a standalone version of the volatility calculation used in QuantRsi. It is a relatively complex volatility-specific filtering calculation designed to give deeper insight into volatility trends for any asset class. Use with Log scaling on the indicator's value scalar. This tool offers an alternative model for volatility calculation. Experience using...
- Volatility Indicator - Replacement for ATR - As each pair holds a different level of volatility, a stop loss can be set using this indicator rather than via a ratio 2:1, etc. e.g. 2 X Volatility Value = S/L... - This indicator averages the bodies of candlesticks over a default length of 14 periods. It also considers the length of shadows via a weighted average....