historicalvolatity

dhelm

The goal of this script it to provide you an idea to forecast the future momentum by looking at historical volatility. This chart has basically three parts. 1. Three lines are there. The multi color line represents the historical annualized volatility in terms of minimum look back period . The white line represents the historical annualized volatility in terms...

loxx

JFD-Adaptive, GKYZ-Filtered KAMA is a Kaufman Adaptive Moving Average with the option to make it Jurik Fractal Dimension Adaptive. This also includes a Garman-Klass-Yang-Zhang Historical Volatility Filter to reduce noise. What is KAMA? Developed by Perry Kaufman, Kaufman's Adaptive Moving Average ( KAMA ) is a moving average designed to account for market...

loxx Aggiornato 

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...

loxx Aggiornato 

Garman-Klass-Yang-Zhang Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Garman-Klass-Yang-Zhang Historical Volatility Bands for bands calculation. What is Garman-Klass-Yang-Zhang Historical Volatility? Yang and Zhang derived an extension to the Garman Klass historical volatility estimator...

loxx Aggiornato 

Garman & Klass Estimator Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Garman & Klass Estimator Historical Volatility (instead of "regular" Historical Volatility ) for bands calculation. What is Garman & Klaus Historical Volatility? Garman Klass is a volatility estimator that incorporates...

loxx Aggiornato 

High/Low Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility high/low (instead of "regular" Historical Volatility) for bands calculation. What is Historical Volatility? Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or...

loxx Aggiornato 

Parkinson's Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Parkinson's historical volatility (instead of "regular" Historical Volatility) for bands calculation. What is Parkinson's Historical Volatility? The Parkinson's number, or High Low Range Volatility developed by the physicist, Michael...

loxx Aggiornato 

Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility for bands calculation. What is Historical Volatility? Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this...

andre_007 Aggiornato 

█  OVERVIEW This indicator serves to measure the volatility of the price in relation to the average. It serves four purposes: 1. Identify abnormal prices, extremely stretched in relation to an average; 2. Identify acceptable prices in the context of the main trend; 3. Identify market crashes; 4. Identify divergences. █  CONCEPTS The LS Volatility Index ...