Qullamaggie ADR and Volatility and Price Change IndicatorElevate your trading strategy with Qullamaggie ADR, a dynamic indicator inspired by the Kristjan Qullamaggie trading approach. Gain a deeper understanding of market dynamics, daily price movements, and potential turning points.
Key Features:
Qullamaggie ADR: Assess market volatility through the QullaADR, offering customizable time intervals (5, 10, 15, 20 days) to adapt to various trading styles.
Today's Change: Monitor price changes relative to the low of the current trading day, providing valuable intraday insights.
PrevDay price differentials from the previous day's low, aiding in the identification of potential trend reversals.
Track the percentage change from the opening price, offering a snapshot of intraday market sentiment.
Percent from 10-day SMA: Visualize the percentage difference between the closing price and a 10-day Simple Moving Average (SMA), a key trend-following indicator.
Usage:
Utilize QullaADR to set realistic profit targets and stop-loss levels based on current market conditions.
Identify potential trend shifts by observing changes from the previous day's low with Today's QullaChange.
Incorporate QullaPercent from 10-day SMA for trend confirmation and well-informed trading decisions.
Strategy Inspiration:
QullaADR draws inspiration from the Kristjan Qullamaggie trading strategy, aiming to complement your trading toolkit and enhance decision-making.
Disclaimer:
Trading involves risk, and past performance is not indicative of future results. Use this indicator as a supplementary tool within a comprehensive trading strategy.
Version: 1.0
Cerca negli script per "Volatility"
Exponential Regression Channel with novel volatilityThis code is a modified version of the built-in "linear regression" script of Tradingviews which can be plotted correctly on logarithmic charts
The log reg code of Forza was adjusted by altustro to generate an exponential regression (or a correct linear regression on the log scale, this is equivalent).
The standard deviation in the log scale is a better volatility measure which we call novola, and which defines the trend channel displayed in addition to the main indicator.
The exponential regression slope and channel also defines the typical holding time of the stock and the SL/TP boundaries, which are calculated and displayed at the last bar.
The display works both in log and regular scale. But only in the log scale it can be compared to the linear extension, which can also be plotted when activated in the properties.
The underlying exponential fit can not be displayed in regular scale as only lines can be plotted by TV. But with the related script Exponental Regression also the exponential regression can be exactly displayed using a workaround.
Volume, Momentum and Volatility weighted moving averageMoving averages are filters on price data. This moving average creates a filter which factors in:
- the price RSI or it's Momentum
- the volume RSI
- the RVI or Volatility
Each factor is put through a least squares filter to smooth them first.
Then the factors are used to build a coefficient for an exponentially weighted average.
The chart above shows a comparison of standard average types with this script.
This is useful if you are looking for a moving average based trigger and do not wish to react to candle noise price action.
Candle-Box RatioVolatility compression/expansion indicator calculated from the ratio of the area of the candles to the area of a rectangle encompassing the candles over n bars.
Generally during a squeeze or compression the ratio between the candles and the rectangular area increases, ie the candles occupy a larger portion of the rectangle, and vice versa during a release/expansion. It is inherently low lag due to the lack of any averaging in the calculation since the start of an expansion/breakout will instantly change the dimensions of the encompassing rectangle and the corresponding ratio. A potential downside is that different lengths will produce significantly different results which will require tuning to optimize for specific instruments and timeframes.
Additional standard deviation bands to identify potential points of volatility change and the option to normalize the output using the stdev bands.
RSI (w/ Curve and Volatility)This is a centered triple oscillator which measures RSI, RVI (volatility), and Coppock Curve (trend). This is centered so it ranges from negative 50 to positive 50. This indicator is used most accurately when all 3 indicators show above/below 0.
RSI is the bright pink line. RSI determines strength in a direction. When it is above 20 or below -20, a pullback is likely - this could be a prime time to scale out of position. Remember do not enter a trade just because it is oversold, as the strength is still greatly against you.
RVI is the thin lighter line. RVI was created by Donald Dorsey to use in conjunction with other indicators. The instructions for using RVI is to sell/short when below -10 and buy/cover when above 10. Use this indicator to confirm your bias.
The purple area is the Coppock curve . This curve is used to analyze longer term trends in a chart. RSI and RVI struggle to indicate long term trends, use the Coppock curve to confirm your bias. The curve is bullish when above 0 and bearish when below 0. Be cautious when trying to buy or sell it early when its falling. If it is falling and pops back up without reaching 0, it is typically indicate of a big price movement in that direction.
CryptoMedication's Volatility RSI
So, here's what we ended up doing for the most recent one that we created.
1. We took the ATR (Average True Range) - You can read about that here: medium.com
2. Then applied the Bollinger Bands %B to it
3. Then overlayed it with another indicator
Purpose:
The general purpose of this indicator is to identify when there are periods of consolidation or if there were be a large increase in the price (going either way). However, we were able to plug this in so that it connected with the RSI (after cancelling out the noise and smoothing values*making it scaled out evenly), so that it also produces buy/sell signals.
If you're interested to get a more in-depth overview of how this works, visit this link here: medium.com
[tududu] Volatilidade Lenta (Slow Volatility)Um modelo de volatilidade lenta baseado nas bandas de 91 períodos em até 4 desvios padrões. Tenho utilizado esse modelo para identificar oportunidades de alavancagem em condições extremas de mercado. Considero o modelo usual de Bollinger muito suscetível a ruídos e incapaz de lidar com acréscimo súbito de volatilidade, por isso busquei um rastreamento lento mais confiável com sinais de menor frequência. A princípio deve ser utilizado no diário, porém mesmo no intradiário pode ser um indicador mais confiável que as bandas de 20 períodos.
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Slow Volatility model based on 91 SMA up to 4 standard deviations. It can be used as 'leverage indicator' ,pinpointing extreme market conditions that allows safer leverage. Usual Bollinger Bands are way too prone to noise, so this slow variant is much more reliable, albeit it provides much less frequent signals. To be used on daily chart, but feel free to test it on intraday charts.
Price Action Volatility FilterThis creates a none oscillating histogram that shows price action without lower time frame volatility to help show bias for use with macd or entries with other trending indicators.
[RS]Volatility Explosive Measure V0EXPERIMENTAL:
Measures the volatility range of current price range, can help detect squeezes as well explosive moves
yuthavithi volatility based force trade scalper strategyI have converted my volatility based force scalper into strategy. Nice to see it is so profitable. Work best with Heikin Ashi bar.
Vervoort Volatility Bands [LazyBear]This is Mr. Vervoort's take on volatility bands. Sticking to his style, he uses highly smoothed data everywhere, also improves on the way the bands are calculated. Is this better than others? I will let you guys decide :)
More info:
www.traders.com
List of my other indicators:
- Chart:
- GDoc: docs.google.com
FVE (Volatility Modified) This is another version of FVE indicator that we have posted earlier
in this forum.
This version has an important enhancement to the previous one that`s
especially useful with intraday minute charts.
Due to the volatility had not been taken into account to avoid the extra
complication in the formula, the previous formula has some drawbacks:
The main drawback is that the constant cutoff coefficient will overestimate
price changes in minute charts and underestimate corresponding changes in
weekly or monthly charts.
And now the indicator uses adaptive cutoff coefficient which will adjust to
all time frames automatically.
Volatility Inverse Correlation CandleThis is an educational tool that can help you find direct or inverse relations between two assets.
In this case I am using VIX and SPX .
The way it works is the next one :
So I am looking at the current open value of VIX in comparison with the previous close ( if it either above or below) and after on the SPX I am looking into the history and see for example which type of candle we had in respect with the opening value from VIX .
So for example, lets imagine that today is monday, and the weekly open value from VIX was higher than previous friday close value. Now I am going to see with the inverse correlation , if based on this idea, the current weekly candle from SPX finished in a bear candle.
The same can be applied for the bearish situation, so if we had an open from VIX lower than previous close, we are looking to check the SPX bull candle accuracy.
At the same time, for a different type of calculation I have added an internal lookup into heikin ashi values.
If you have any questions please let me know !
Volatility ArbitrageDescription:
This indicator uses rate of change (ROC) indicator and its standard deviations.
ROC values are cycling around zero, i.e. around the mean.
Two standard deviations of the ROC draw the upper and the lower bounds that serve as thresholds.
These capture outliers that can be used as signals.
Volatility InfoThis indicator is an information panel. It shows 4 hours, daily and weekly price changes.
Lookback period and all three resolutions can be change in indicator settings.
It is very easy to add more symbols in the script.
Happy trading.
Volatility based Standarde Deviation and Fib. Pivot PointsThis indicator plots Standard deviation levels and Fib. Pivot Points. I prefer to use only SD levels but Fib. levels also come handy in providing support and resistance.
How to use this indicator:
You have to manually enter instrument's Closing Price / Settlement Price and VIX closing price to draw each day's levels.
For NQ, I use VXN closign price and for ES or RTY, I use VIX closing price.
This indicator can be used on individual stocks and forex pairs.
Trailing Stop Loss SuperTrendThe Trailing Stop Loss SuperTrend indicator is a popular technical analysis tool used by traders to identify trends and determine optimal entry and exit points in financial markets. This indicator combines elements of the SuperTrend indicator and trailing stop loss orders to provide valuable insights into market trends and potential reversals. By incorporating Average True Range (ATR) calculations, it adapts to market volatility, making it suitable for various trading strategies. Let's explore the key use cases and benefits of the Trailing Stop Loss SuperTrend indicator:
Trend Identification:
The primary purpose of the Trailing Stop Loss SuperTrend indicator is to identify market trends. It plots two lines on the chart: an upper band (referred to as the "up" line) and a lower band (referred to as the "dn" line). The direction of these bands helps traders determine the prevailing trend. When the price is above the upper band, it suggests a bullish trend, and when it is below the lower band, it indicates a bearish trend.
Entry and Exit Signals:
The Trailing Stop Loss SuperTrend indicator generates entry and exit signals based on trend changes. When the trend changes from bearish to bullish, a buy signal is triggered, indicating a potential entry point. Conversely, when the trend changes from bullish to bearish, a sell signal is generated, suggesting a possible exit or short-selling opportunity. These signals can be used in conjunction with other trading strategies or indicators to enhance trading decisions.
Trailing Stop Loss Orders:
One of the distinguishing features of the Trailing Stop Loss SuperTrend indicator is its ability to incorporate trailing stop loss orders. Traders can use the indicator's upper and lower bands as trailing stop levels to protect profits and manage risk. For example, in a bullish trend, the stop loss level can be set at the lower band, and as the price rises, the stop loss level trails along with it, locking in profits and reducing potential losses.
Volatility Adaptation:
By incorporating the ATR (Average True Range) calculation, the Trailing Stop Loss SuperTrend indicator adjusts its sensitivity to market volatility. A higher ATR multiplier widens the distance between the price and the bands, accommodating higher volatility, while a lower multiplier tightens the bands during periods of lower volatility. This adaptability makes the indicator versatile and suitable for various market conditions.
Alerts and Notifications:
The Trailing Stop Loss SuperTrend indicator provides the ability to set alerts for specific events, such as trend changes, buy signals, and sell signals. Traders can receive real-time notifications via email, SMS, or on-platform alerts, ensuring they stay informed about potential trading opportunities and important market developments.
Conclusion:
The Trailing Stop Loss SuperTrend indicator is a valuable tool for traders seeking to identify trends, generate entry and exit signals, and effectively manage risk. Its ability to adapt to market volatility and incorporate trailing stop loss orders enhances trading strategies and decision-making. By combining the SuperTrend concept with trailing stop loss functionality, this indicator provides traders with a comprehensive approach to trend analysis and risk management. Whether used in isolation or in conjunction with other indicators, the Trailing Stop Loss SuperTrend indicator offers a powerful tool for navigating the dynamic world of financial markets.
ATR > VXN Alert (5m)ATR > VXN Volatility Divergence Indicator
This custom TradingView indicator monitors real-time volatility divergence between realized volatility (via Average True Range, ATR) and implied volatility (via the CBOE NASDAQ Volatility Index, VXN). It is inspired by the GJR-GARCH (Glosten-Jagannathan-Runkle Generalized Autoregressive Conditional Heteroskedasticity) model, which captures asymmetric volatility dynamics—particularly how markets respond more sharply to negative shocks than to positive ones.
Core Logic:
Chart on NQ 5 minute timeframe
ATR (5-min) reflects realized intraday volatility of the Nasdaq 100 futures (NQ).
VXN (5-min, delayed) represents forward-looking implied volatility.
The indicator highlights regime shifts in volatility:
ATR < VXN: Volatility compression → potential energy building up (market coiling).
ATR > VXN: Volatility expansion → real movement exceeds expectations → potential breakout zone.
Visuals & Alerts:
Background turns green when ATR crosses above VXN, signaling a bullish expansion regime.
Background turns red when ATR drops below VXN, signaling compression or risk-off environment.
Custom alerts trigger on volatility regime shifts for breakout traders.
Application (Manual GJR-GARCH Strategy):
Similar to how the GJR-GARCH model captures volatility clustering and asymmetry, this indicator identifies when actual price volatility (ATR) begins to spike beyond implied forecasts (VXN), often after periods of contraction—mirroring a conditional variance shock in the GARCH framework.
Traders can align with directional bias using technical confluence (order flow, structure breaks, liquidity zones) once expansion is confirmed.
