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VolatilityVolatility - The amount of price deviation in the specified time interval. The calculation is made from the opening point to the closing point, and the maximum and minimum deviation between them is also included. Any timeframes are supported. Available information: the start date of the calculation (according to the time zone of the exchange), the current volatility from the initial opening point or from the last closing point, the total volatility for all periods. An indicator of useful use in everyday work. Thanks for your attention!
Indicatore Pine Script®
di StCogitans
6
Volatility (Body and Weighted Shadow)- Volatility Indicator - Replacement for ATR - As each pair holds a different level of volatility, a stop loss can be set using this indicator rather than via a ratio 2:1, etc. e.g. 2 X Volatility Value = S/L... - This indicator averages the bodies of candlesticks over a default length of 14 periods. It also considers the length of shadows via a weighted average. This is done as it is assumed that financial institutions tend to move price to levels that do not hold (shadows). Therefore, wick lengths are less significant than the candlestick bodies, so they are weighted to hold less value.
Indicatore Pine Script®
di aiarrera
Volatility Spectrum - Whvntr"Volatility Spectrum" is a useful technical indicator crafted for traders who prioritize precision in volatility analysis. This tool revolutionizes the traditional Average True Range (ATR) concept by offering a nuanced, multi-faceted view of market volatility. Key Features: Enhanced Volatility Insights: Seamlessly integrates standard ATR with an average ATR for a more detailed volatility analysis. Customizable Parameters: Users can tailor the ATR and average ATR lengths to align with various trading styles and timeframes. Multiple Smoothing Techniques: Options like RMA, SMA, EMA, or WMA are available to customize the ATR's responsiveness. Dynamic Color Indicators: Unique color gradients visually represent different levels of volatility, aiding in quick and effective analysis. Configurable Volatility Alerts: Set up alerts for specific high or low volatility conditions to assist in making informed decisions. Intuitive Backgrounds: The background color shifts in response to volatility levels, offering an instant read on market dynamics . Personalized Color Settings: Customize the color scheme for high and low volatility indicators to fit personal preferences and trading dashboards. When and Where to Use: Diverse Market Application: Suitable for various markets, including stocks, forex, and commodities. Strategy Enhancement: Integrates with trading strategies for improved risk management and optimized entry/exit points. Adaptable for All Trading Styles: Effective for both short-term day trading and long-term investment approaches. Informed Trading Decisions: Best used in conjunction with other indicators for a well-rounded approach to volatility-based trading. "Volatility Spectrum" is an essential tool for traders looking to enrich their understanding of market volatility. Its adaptability and depth make it a valuable component in any trader's toolkit, suitable for a range of markets and trading strategies. "While 'Volatility Spectrum' provides valuable insights into market volatility, its indications should not be interpreted as definitive predictions or guarantees of future market behavior."
Indicatore Pine Script®
di whvntr
2
Volatility vs ATRVolatility vs ATR Indicator Description for TradingView Volatility vs ATR is a powerful custom indicator designed to help traders analyze and compare market volatility with the Average True Range (ATR). This indicator provides valuable insights into the dynamic behavior of asset prices, enabling traders to make informed decisions about market trends, potential reversals, and risk management. What Does It Measure? Volatility: Represents the degree of price variation over a given period. Calculated using standard deviation or other measures, it highlights periods of heightened or reduced market activity. Average True Range (ATR): Measures the average range of price movement over a specific period, providing a sense of the asset's price fluctuations and market activity. How It Works The indicator plots both Volatility and ATR on the same chart, making it easy to visualize how these metrics interact. Rising Volatility often signals increased market uncertainty or the beginning of strong trends. ATR Spikes typically accompany high volatility, helping identify potential breakout or breakdown scenarios. By tracking the interplay between these metrics, traders can anticipate shifts in momentum, recognize consolidation phases, and plan trades more effectively. Key Features Dual-Line Display: Clearly plots both Volatility (red) and ATR (blue) for easy comparison. Customizable Periods: Allows you to adjust the lookback period for both metrics to match your trading style. Versatile Application: Works across all asset classes, including stocks, forex, crypto, and commodities. Why Use Volatility vs ATR? Trend Analysis: Identify trending vs. ranging markets by observing the relationship between Volatility and ATR. Breakout Confirmation: Use Volatility and ATR spikes as confirmation signals for potential breakouts. Risk Management: Plan stop-loss levels and position sizing based on ATR values. How to Use It Add the indicator to your chart. Look for periods where Volatility diverges from ATR to spot potential market shifts. Use the indicator in conjunction with price action and other technical tools for a comprehensive analysis. This indicator is ideal for traders looking to enhance their strategies by understanding market dynamics through the lens of volatility and average price movement. Let me know if you’d like further refinement!
Indicatore Pine Script®
di RealShahbhai
Volatility Pulse with Dynamic ExitVolatility Pulse with Dynamic Exit Overview This strategy, Volatility Pulse with Dynamic Exit, is designed to capture impulsive price moves following volatility expansions, while ensuring risk is managed dynamically. It avoids trades during low-volatility periods and uses momentum confirmation to enter positions. Additionally, it features a time-based forced exit system to limit overexposure. How It Works A position is opened when the current ATR (Average True Range) significantly exceeds its 20-period average, signaling a volatility expansion. To confirm the move is directional and not random noise, the strategy checks for momentum: the close must be above/below the close of 20 bars ago. Low volatility zones are filtered out to avoid chop and poor trade entries. Upon entry, a dynamic stop-loss is set at 1x ATR, while take-profit is set at 2x ATR, offering a 2:1 reward-to-risk ratio. If the position remains open for more than 42 bars, it is forcefully closed, even if targets are not hit. This prevents long-lasting, stagnant trades. Key Features ✅ Volatility-based breakout detection ✅ Momentum confirmation filter ✅ Dynamic stop-loss and take-profit based on real-time ATR ✅ Time-based forced exit (42 bars max holding) ✅ Low-volatility environment filter ✅ Realistic settings with 0.05% commission and slippage included Parameters Explanation ATR Length (14): Captures recent volatility over ~2 weeks (14 candles). Momentum Lookback (20): Ensures meaningful price move confirmation. Volatility Expansion Threshold (0.5x): Strategy activates only when ATR is at least 50% above its average. Minimum ATR Filter (1.0x): Avoids entries in tight, compressed market ranges. Max Holding (42 bars): Trades are closed after 42 bars if no exit signal is triggered. Risk-Reward (2.0x): Aiming for 2x ATR as profit for every 1x ATR risk. Originality Note While volatility and momentum have been used separately in many strategies, this script combines both with a time-based dynamic exit system. This exit rule, combined with an ATR-based filter to exclude low-activity periods, gives the system a practical edge in real-world use. It avoids classic rehashes and integrates real trading constraints for better applicability. Disclaimer This is a research-focused trading strategy meant for backtesting and educational purposes. Always use proper risk management and perform due diligence before applying to real funds.
Strategia Pine Script®
di CMATechnologies
VolatilityThis is a filtering indicator Volatility in the CTA contract of BG Exchange. According to their introduction, it should be calculated using this simple method. However, you may have seen the problem. According to the exchange's introduction, the threshold should still be divided by 100, which is in percentage form. The result I calculated, even if not divided by 100, still shows a significant difference, which may be due to the exchange's mistake. Smart netizens, do you know how the volatility of BG Exchange is calculated. The official introduction of BG Exchange is as follows: Volatility (K, Fluctuation) is an additional indicator used to filter out positions triggered by CTA strategy signals in low volatility markets. Usage: Select the fluctuation range composed of the nearest K candlesticks, and choose the highest and lowest closing prices. Calculation: 100 * (highest closing price - lowest closing price) divided by the lowest closing price to obtain the recent amplitude. When the recent amplitude is greater than Fluctuation, it is considered that the current market volatility meets the requirements. When the CTA strategy's position building signal is triggered, position building can be executed. Otherwise, warehouse building cannot be executed.
Indicatore Pine Script®
di zhiming
Volatility Traders Minds Strategy (VTM Strategy)Volatility Traders Minds Strategy (VTM Strategy) I found this startegy on internet, with a video explaingin how it works. Conditions for entry: 1 - Candles must to be above or bellow the 48 MA (Yellow line) 2 - Candles must to break the middle of bollinger bands 3 - Macd must to be above or bellow zero level; 4 - ADX must to be above 25 level Credits to who developed this startegy (google it). Thanks to all pinescripters mentined in the code for their snippets. It could be improved with stop loss based on ATR etc. I have also a study with alerts. Please use comment section for any feedback or contact me if you need support.
Strategia Pine Script®
di 03.freeman
9
VolatilityThis script shows three different calculations for volatility. All three can be used as Stop-Loss... - Absolute Price Changes - Maximum Price Fluctuation - and every one should know Average True Range The script has a dark and light theme. And the colors can be changed and each can be deactivated. On top of that I stumbled over the fact that when MPF crosses over APC this could result in a significant change in price and could also be used as an entry or exit. This is also highlighted by default. You can change its background color and you can deactivate it too. ACP measures volatility over most recent close prices. This is excellent for comparing volatility. It includes both frequency and magnitude. In other words: Sum of differences between second to last close price and last close price as absolute value for 'n' bars. MPF measures volatility over most recent candles, which could be used as an estimate of risk. It may also be effective as the basis for a stop-loss or take-profit, like the ATR but it ignores the frequency of directional changes within the time interval. In other words: The difference between the highest high and lowest low over 'n' bars. When you don't know what the ATR is then you can look at this link .
Indicatore Pine Script®
di weak_hand
11
Volatility CheckerWhenever we want to find out volatility of the current chart, we need to visit screener and check the latest percentage. Because of this frustration by visiting screener page, I made this script. And there is no script like this, so it's open and free to use. This script is detect current percentage of volatility as indicator way. Screener show default 1D volatility. But this script is not only show 1D volatility. You can change the resolution whatever you like. And you can switch more resolution style. But I think, 1D resolution is better. This script is best for crypto investors. I've no idea about stock/forex, so hmmmmm. Hline helps you to detect the position of the volatility. I always like to check those symbol which is less than 30. Because it's best for scalping. Less than 10 is best for swing traders. Feel free to use. Any feedback? welcome to comment zone :)
Indicatore Pine Script®
di samiulgg
1
Volatility StopThe Volatility Stop Indicator is able to define the current trend. When a downward trend is determined a red line above the prices bars is plotted; when an upward trend is determined a green line below the prices bars is plotted. These lines are generally used as trailing stops. The Volatility Stop Indicator is more used as an exit tool than an entry tool. When the price crosses the VStop value, the trend reverses and VStop moves to the other side of price. We'd like to present you VStop indicator written in Pine Script. Please notice new Pine Script features used in this indicator: variables max_, min_, is_uptrend, vstop. We may refer to previous values of the indicator in the source code (e.g. vstop , is a vstop value on the previous bar) before the actual vstop variable definition. Enjoy and leave your comments!
Indicatore Pine Script®
di admin
19
Volatility Percentage MonitorVolatility Percentage Monitor (VPM) What it’s meant for: - VPM quickly shows asset volatility trend in percentage making easy to recognise how on-going price move compare to average. This is particularly useful in day-trading analysis too understand when the move possibly reaches it’s top. - By default VPM shows a 1 period trend and Bollinger Bands on 20 periods. How it works: - VPM use a Simple Moving Average to reflect the exact percentage value in both daily and optional trend average measures. There’s also a switch in ‘Setting Menu’ to change the average method (Eg. You can choose RMA with a 14 period average and see a standard ATR graph on chart) Settings: - Additional averages can show short, mid and longterm volatility trends and can be adjusted from Setting Menu. - An additional graph can be shown to display Standard Deviation from longterm period data: (Note: this is used to understand how reliable average data is on the given asset) - Bollinger Bands can be turned on/off by the Setting Menu and adjusted in period and standard deviation (Suggestion: you can check standard deviation with longterm period average parameter and display trend) - Average Method switch allow to change the calculation method for all averages with the most common methods - The indicator is designed to be used with daily, weekly or monthly timeframe, but will work on any timeframe anyway. - Works on any asset Alerts: - Preconfigured alerts can be activated to be notify on mid and top volatility daily reach
Indicatore Pine Script®
di Fab_Coin_
Volatility Rainbow [Nic]What is this The volatility rainbow tracks divergences in a security and its volatility index. This can be used to identify periods of heightened implied (future) risk. About Volatility The volatility is calculated by looking at put / call ratios. When VIX goes up it means that puts are outpacing calls. This is a bearish signal. About Correlation When the security goes up while the VIX goes up, the divergence on the plot will increase and turn a color. This should be a warning. Colors RED - DIA BLUE - SPX GREEN - IWM GOLD - GLD YELLOW - QQQ ORANGE - TLT White- VVIX Related
Indicatore Pine Script®
di NicTheMajestic
3