Lancelot Volatility Volume DeltaThis indicator calculate the delta of the volatility adjusted on-balance volume.
This could be use as a filter or trigger in a system.
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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).
Hophop Volatility StudyStudy version of
Please make sure to select Once Per Bar Close for the alerts
Price Volatility Index[Version No.1]The 'Price Volatility index' indicator shows the amplitude of the price. It's called PVI.
If the PVI index rises, it means that the inertia of the price is sufficiently supplied.
The key point here is that the rise in the PVI index doesn't mean the price is going up, and the decline in the PVI index is not going to go down.
Shows the strength of the amplitude of the price regardless of directionality.
If the PVI indicator rises, it means that the amplitude of the price is strong, and if the PVI indicator decreases, the amplitude of the price will be weakened, indicating a directionless market.
"This indicator had reused indicator which name is 'CEMA'.
Reused indicator URL: www.tradingview.com
reused indicator 'CEMA' CODE
study(title="Color EMA", shorttitle="CEMA", overlay=true)
en = input (10, minval=1, Title="Length")
src = input(close, Title="Source")
out = ema ( src , le)
(out, color=out>out?green:out
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.
Volatility IndicatorThis is a market volatility indicator made up of 4 indicators
Stochastic, Money Flow, RSI and Williams Percentage.
This script is good for following a trend
Wyckoff Historical VolatilityHi all this is a Historical volatility script that someone on youtube posted, his channel is Trade With Trend he is a very good trader, this script is mainly designed to work with the wyckoff method, im unsure if it works for any other trading style, this was designed mainly for swing trading if you do work with wyckoff method you should try it and check his video on his channel called: How To Use Wyckoff Trading Method For Price Action Trading - Swing Trading Strategies 🔥🔥
---i only compiled this--- for people that had no clue how to find it or how to do it just like i had a few hours ago i don't think anyone will use this but if you are searching for it feel free to use it.
Wyckoff Trend Tracking Volatility StopWyckoff Trend Tracking Volatility Stop该指标为您提示小时、日与周的周期波动幅度,在无序的震荡中提示未来可能的波动幅度。
Current volatilityHello everyone.
Today an other small indicator that show the current volatility .
It works on all tickers ( crypto-currencies / others ) .
Method :
- ((high-low) * 100) / open
Hope it will be useful for you :)
Historical Volatility RankSame formulation of IVR but based on Historical Volatility instead.
Serves the same purpose as IV rank.
Volatility after Momentum/SMA crossChanged default value of average true range, to make changes in volatility more distinct.
{CDT} v1.0 - Volatility Trend IndexHighlights areas where there is an increase in volatility and trend.
Does not determine direction, just good times to trade.
XBT Volatility Weighted Bottom Finder. [For Daily Charts]An update to:
Made it into and indicator.
v. 0.0.1
DESIGNED FOR DAILY CHARTS
SMART4TRADER-VOLATILITY ZONENEW !!! The indicator of "marginal" zones for the LOT market is calculated on the basis of volatility
НОВИНКА!!! Индикатор "маржинальных" зон для ЛОБОГО рынка рассчитывается на основе волатильности
Interval Volatility Bands [DW]This is an experimental study that utilizes Volume Weighted Average Price or Time Weighted Average Price calculations, Bollinger Bands, and Fibonacci numbers to estimate volatility over a specified interval.
First, the basis is calculated by selecting:
-VWAP, which has the option to be calculated using real volume or tick volume
-TWAP, which has the option to be calculated using the standard method or exponential method
Next, standard deviation from the basis is calculated and multiplied by a specified expansion coefficient. The result is then added to and subtracted from the basis to calculate the high and low bands.
There are three band calculation methods to chosse from in this script:
-Standard, which uses the default calculations
-Average, which takes a cumulative average of standard deviation
-Hybrid, which takes the maximum of the standard and average standard deviation methods
Lastly, the high and low band ranges are multiplied by Fibonacci Percentages 23.6 - 78.6.
A custom color scheme with eight default presets to choose from is included.
Garman Klass VolatilityThe Garman and Klass estimator for estimating historical volatility assumes Brownian motion with zero drift and no opening jumps (i.e. the opening = close of the previous period). This estimator is 7.4 times more efficient than the close-to-close estimator.
Periodic Volatility Channels [DW]This is an experimental study in which a geometric moving average is taken of price, then the range is multiplied by average annualized volatility based on the current trading timeframe and specified lookback, and by Fibonacci numbers 1 through 21.