BITMEX BVOL24H INDEX INDICATOR FROM PIP FOUNDRY

My premium indicators are available for monthly lease at www.tradingview.com/...arket/ah-pipfoundry/

A quick indicator in response to the product released on May 11th from BitMEX - a Daily settled volatility index for bitcoin!

www.bitmex.com/register/z7QCSu



uses BVOL calculation from www.bitmex.com/app/index/.BVOL24H:

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)