🔥 Cryptos Pump Hunter captured high volatility symbols in real-time, Up to 40 symbols can be monitored at same time. Help you find the most profitable symbol with excellent visualization. 🔥 Indicator Design logic 🎯 The core pump/dump logic is quite simple 1. calc past bars highest and lowest High price, get movement by this formula " movement = (highest...
When writing the Quickfingers Luc base scanner (Marvin) script, I wanted a measure of volatility that would be comparable between charts. The traditional Average True Range (ATR) indicator calculates a discrete number providing the average true range of that chart for a specified number of periods. The ATR is not comparable across different price charts. Average...
OHLC Tool allows you to display Current or Historical OHLC Values as horizontal lines that extend to the right on your chart. Features Variable Lookback to display a specific historical bar's values. Default = 1 (Previous Candle) Customizable Timeframe to view HTF Candle values. Custom Line Colors, Styles, and Thicknesses. Price Scale Value Display...
Hello traders. I created this simple indicator to use as a FILTER. He does not provide any operational signals but tells us if we are in a period of volatility compression or expansion and it can work on all market. This filter works great for all strategies that work on breakouts The concept is this: I will enter at breakout of a price level that I consider...
-shows week-on-week % change, and 10yr averages of these % changes -scan across the 10yr averages to get a good idea of the seasonality of an asset -best used on commodities with strong seasonal tendencies (Gold, Wheat, Coffee, Lean hogs etc) -works only on daily timeframe -by default it will compare SMA(length) in the following way, BTC: Sunday cf previous Sunday...
💡 Objective This script is a rebuild of the pre-existing ATR indicator, with improvements and fine-tuning. 🪄Improvements 1. Normalization option (range 0 to 100) 2. Optional calculation of the ratio between current volatility and average volatility 3. Optional smoothing 4. Show a moving average 5. Show Bollinger Bands with 3 bands 6. Change bar...
This applies a 'corrected' formula to the version created by alpine_trader (which is slightly off). It calculates the Average Daily Range (in percent) over the previous 20 periods and plots it in a chart. I am grateful to GlinckEastwoot for the 'corrected' formula.
A simple way to find Higher Highs and Lower Lows (HH and LL) whit automatic Fibonacci Lines in the most common levels. In this indicator the Higher Highs only happens when a high value are rising from each other in the last "Length of Real Pivots" highs and the next same number of highs are falling in every single bar. The Lower Lows are inverted, LL only...
Hey traders! This script calculates the average volatility of trading sessions. You specify a start date, an end date, and a session time (eg. market open, Asian session etc) The script then scans through all the price action on your chart and calculates the average price movement during that specified period. What Is It For? I created this script for my own...
If you like the script please come back and leave me a comment or find me on the interwebs. I get notified you "liked" it... but I have no idea if you actually use it. So, let me know =) The script uses the open price as the mean and calculates the standard deviation from the open price on a per candle basis - Goal: - To establish a mean based on the Open Price...
The Black Scholes Merton model If you are new to options I strongly advise you to profit from Robert Shiller's lecture on same . It combines practical market insights with a strong authoritative grasp of key models in option theory. He explains many of the areas covered below and in the following pages with a lot intuition and relatable anecdotage. We start here...
I wasn't going to publish this since it's one my go to private indicators, but I decided to push this out anyway. This is a variation on Damiani Volatmeter to make it easier to understand what's going on. Damiani Volatmeter uses ATR and Standard deviation to tease out ticker volatility so you can better understand when it's the ideal time to trade. The idea here...
This indicator shows when the market is oversold or overbought changing the bar colors as the High+Low/2 going to extreme.
Draws a volatility cone on the chart, using the contract's realized volatility (rv). The inputs are: - window: the number of past periods to use for computing the realized volatility. VIX uses 30 calendar days, which is 21 trading days, so 21 is the default. - stdevs: the number of standard deviations that the cone will cover. - periods to project: the length of...
Are you consistently beating the standard "Buy and Hold" benchmark? Check your performance against the next most common strategy: Buy at the start of the holiday season and close in the new year. By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade. Commission is set to be 0.5% of each trade. You can tweak the...
Roger & Satchell Estimator Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using theRoger & Satchell Estimator Historical Volatility Bands for bands calculation. What is Roger & Satchell Estimator Historical Volatility? The Rogers–Satchell estimator does not handle opening jumps; therefore, it...
Historical volatility is a statistical measure of the dispersion of returns for a given security or market index over a given period. This indicator provides different historical volatility model estimators with percentile gradient coloring and volatility stats panel. █ OVERVIEW There are multiple ways to estimate historical volatility. Other than the...
This indicator shows 1 and 2 standard deviation price move from the VWAP based on VIX. Implied Volatility (IV) is being used extensively in the Option world to project the Expected Move for the underlying instrument. VIX is used as a proxy for SPY's IV for 30 days. This indicator is meaningful only for SPY but can be used in any other instrument which has a...