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Volatilità storica

MoonLaunchr Key Fibonacci Levels// Script that will display the Key Fibonacci levels. // There are 2 use cases: // 1. The highest and lowest prices within view are used by default (pinned to left). // // 2. Affix the indicator to the same axis as the price instrument in order to view the long-term state of play (previous 20,000 candles). //----Set different candle period lengths in order to increase or reduce the amount of time that the indicator will reference back to.
Indicatore Pine Script™
di MetatronCubist
Specter Alpha-Omega Volatility Index™Meet the Alpha-Omega Volatility custom indicator by Specter This premium volatility indicator uses a series of models to compare historical volatility, and by using a series of noise reduction techniques, it only gives you the very best signals. This indicator shows you aggressive reversals, which are often the most profitable. The customization options already come with pre-sets, and it's as simple as one click. It comes with Aggressive, Moderate, Conservative and Ultra Conservative behaviors filters. Also, it offers an interest zone indicator so you can start paying attention to the chart before it happens when trading extra volatile stocks timing is crucial and you want to be ready before the action begins. The way you use it is pretty simple, you look for divergences. When you have a bullish movement, and you see high negative volatility appearing in the Alpha-Omega indicator, it means a strong reversal/spike is coming. The same goes for bearish reversals, just the opposite logic. You also get an extra layer of confirmation which is the Alpha/Omega characters; they only appear with the most robust volatility prediction. It's up to your trading strategy to decide how conservative you are and which signals you will follow. It works on any market/security/asset/timeframe. Ready to ride some spikes?
Indicatore Pine Script™
di spectertrading
6
Statistical Trend Length Analysis (Quant indicator)This is the only Quantitative type indicator I can find on TradingView (which means it uses automated back testing to determine probability in a mathematical way), although there could be some I just haven't seen them. This indicator back-tests ALL of the data, calculates the length of all past trends, and does a statistical analysis of trend changes at different levels. The more recent data is more accurate as it learns as the indicator goes along. These levels can be used in regression to the mean trading, as it gives you an idea of the statistical likeliness of a trend change or pullback occurring in each zone. An average trend length is a very good point to enter when trading a pullback within a trend, although without a complex analysis like this it would be impossible to determine where that is. PM me for access, and more details on strategies that can be implemented using this indicator.
Indicatore Pine Script™
di JamesRkaye
16
XeL Volatility BANDSDISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following indicator was made for NON LUCRATIVE ACTIVITIES and must remain as is following TradingView's regulations. Use of indicator and their code are published by Invitation Only. All access granted over it, their use, copy or re-use should mention authorship and origin. WARNING NOTICE! THE INCLUDED FUNCTION MUST BE CONSIDERED AS DEBUGING CODE The models included in the function have been taken from openly sources on the web so they could have some errors as in the calculation scheme and/or in it's programatic scheme. Debugging are welcome. WHAT'S THIS...? Work derived by previous own research in favour of this main fields of study: BUY TO SELL PRESSURES: Given current limitations and rise of prices for Market-Data fees, trying to count "real" market moves tick-by-tick is a real pain. I was very focused to measure this by estimation of Buyers against Sellers (or viceversa) just by playing around with the Range given of time-compression (OHLCv) data and trying to use accepted statistical methods like maximum-minimum count. VOLATILITY ESTIMATION: From the previous point, my concern was trying to found an Historical Volatiilty Estimator that can individually count Bullish moves (Minimum from previous close to current price) and Bearish ones (Maximum from previous close to current price) and estimate them by filtering deviations selectable from Square of Returns or Absolute Returns with an Elastic Volatility-Weighted Average Method. (First Order Impulse Response Filter against PriceVolume cumulatives over time.) BANDS: Two zones are mainly shadowed from derivations of Deviations: A BULL area and a BEAR area. This areas usually define cyclical regimes of asset price. NOTES: This version DO NOT INCLUDE ALERTS. This version DO NOT INCLUDE STRATEGY: Feedback to write are welcome CHEERS! @XeL_Arjona 2018.
Indicatore Pine Script™
di xel_arjona
3
Inverted Yield Curve with VIX Fear IndexUS 2 year and US 10 year comparison, inverted yield curve with VIX. I use this on a weekly chart with 2 moving averages, the 40 week (ma200 daily) and the 520 week (10 year median). The bottom histogram is the VIX and the plot is the yield curve. When the VIX is above a certain level (you can set it in settings) and the ýield curve is close to or at inversion the background goes red. The last seven recessions were preceded by an inverted yield curve. Here I combined the two main fear indexes, the VIX and the run for safe US treasuries (Inverted Yield Curve). This is preset to the 2 year and 10 year US bond, weekly, and the normal VIX ticker but you can set it to whatever you like. Published with source code for anyone to modify. Please comment below if you do so! This is the second in a series of indicators I intend to publish as a package of economic recoverty/recession symptom indicators. Follow me for updates, next one up is commodities with dr Copper and oil!
Indicatore Pine Script™
di monotones
2
EFI-BitMEXTimeZone//EFI - SMART Trading System //This is an invite and private SMART Trading System for EFI 0.00% (Edukasi Finansial Internasional) group members. //Risk Disclosure : //Futures, Forex, Stock, Crypto and Derivative trading contains substantial risk and is not for every investor. //An investor could potentially lose all or more than the initial investment. //We are not responsible for any financial losses you may incur by using this script!
Indicatore Pine Script™
di victoradhitya
ka66: Volatility MomentumThis is a 'monitoring' indicator to see if an instrument is viable enough to be traded, by virtue of volatility (or lack of volatility in context may lead to a break out), or may become so. It shows the following information: Price Range (high - low) averaged across a set of bars: Useful gauging potential trading profits. This was its initial goal, to not measure bars manually! ATR : As a comparison point for the price range above. Divergence between true range (TR) and plain price range might signal volatility changes occurring in the instrument. Signal volatility line : a moving average of the larger of the average price range and ATR. This takes inspiration from other indicators like MACD and Stochastic, and is a way of comparing change in recent volatility --- this achieves the momentum part. The larger was chosen to keep things simple, and not have a signal line per range! avgRange = movingAvg(high - low, avgPeriod) atr = movingAvg(trueRange, avgPeriod) signal = movingAvg(max(avgRange, atr), avgPeriod) Configurable periods and averaging mechanism.
Indicatore Pine Script™
di ka66
4