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Cerca negli script per "Volatility"

ATR% The average true range / close price of previous barThe ATR% is an indicator to measure the increased volatility comparing with the past period. 1. Default is 14 bars, but we can switch to 21 or 7. 2. For the smoothing method, by default using simple moving average, but EMA, WMA and RMA is an option. 3. if over 1.5%, we consider the volatility increased significantly. 4. Combine ATR%, Stock screening (notional and volatility ) with 1-3 min chart, it's very easy to catch the sudden price movement for Japan Equities. hope you find it useful.
Indicatore Pine Script®
di dafeiroc
Variation OscillatorThe Variation Oscillator is a volatility-type indicator. This indicator is based on a statistical measure known as coefficient of variation (COV). COV is a standardized measure of dispersion for a set of values. COV = 100 * standard deviation / mean This oscillator measures the difference between COV and its sma and plots this difference. Formula: Oscillator value = COV - sma of COV The oscillator is positive when COV is greater than its sma. The oscillator is negative when COV is lesser than its sma. How to interpret the indicator's values: Positive : the current volatility is higher than normal and trading is permitted. Negative : the current volatility is lower than normal and trading is NOT permitted. Recommended settings: Cov = 10 Sma = between 20 and 100 *** If you're reading this and you find this indicator interesting, hit the like button and follow me! *** Also comments are welcomed! Happy trading!
Indicatore Pine Script®
di racer8
4
ATR % + Pump Detector📘 **ATR % + Pump Detector (Fixed 0.10%)** This indicator combines two powerful volatility tools in one: - **ATR % Display (Blue):** Calculates the Average True Range as a percentage of price. Triggers an alert when ATR % exceeds **0.10%**, signaling rising volatility and potential breakout conditions. - **Pump % Detector (Red):** Measures the percentage change from **open to close** of the current candle. Triggers alerts when the move exceeds **+0.10%** (pump) or **–0.10%** (dump), helping you catch sudden price spikes in real time. 🔹 **Top-right display** shows both metrics in a clean table 🔹 Works on **any timeframe** 🔹 Ideal for **momentum trading, breakout entries**, or filtering low-vol setups
Indicatore Pine Script®
di leftoudakia
Enhanced High-Low Difference IndicatorEnhanced High-Low Difference Indicator The "Enhanced High-Low Difference Indicator" is a powerful tool that highlights market volatility by tracking the difference between the high and low prices of a bar. Key features include: Customizable Threshold: Set your own threshold for the high-low difference to filter out minor fluctuations. Visual Highlights: Bars that exceed the threshold are highlighted with customizable color and opacity settings for easy identification. Optional Labels: Display the exact high-low difference on the bars when the threshold is exceeded, with fully customizable label color and size. High-Low Difference Line: Optionally plot a line that tracks the high-low difference of each bar for visual reference. Alerts: Receive real-time alerts when the high-low difference exceeds your specified threshold. Threshold Reference Line: Plot the threshold value as a horizontal reference line on the chart. This indicator is ideal for traders looking to identify volatility spikes and make informed trading decisions based on price action.
Indicatore Pine Script®
di jrpadhi
Alpha Dynamic Momentum Index Pine@v=4- What Is Dynamic Momentum Index? - The dynamic momentum index is a technical indicator used to determine if an asset is overbought or oversold. It can be used to generate trade signals in trending and ranging markets. - The dynamic momentum index was developed by Tushar Chande and Stanley Kroll and is similar to the relative strength index (RSI). The main difference between the two is that the RSI uses a fixed number of time periods (usually 14) in its calculation, while the dynamic momentum index uses different time periods as volatility changes, typically between five and 30. - The number of time periods used in the dynamic momentum index decreases as volatility in the underlying security increases, making this indicator more responsive to changing prices than the RSI. This is particularly useful when an asset's price moves quickly as it approaches key support or resistance levels. Because the indicator is more sensitive, traders can potentially find earlier entry and exit points than with the RSI, but it could also be more prone to whipsaws and false signals.
Indicatore Pine Script®
di mehran_khanjan
2
Average True Range Percentage (ATRP)What is ATRP? Average True Range Percentage (ATRP) expresses the Average True Range (ATR) indicator as a percentage of a bar’s closing price. How does this indicator work? ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not. ATR measures volatility at an absolute level, meaning lower priced stock will have lower ATR values than higher price stocks. ATRP displays the indicator as a percentage, to allow for securities trading at different prices per share to be compared. Reference: www.fidelity.com
Indicatore Pine Script®
di rousanali
1
Weekly Open Percent RangeA simple take on finding percentage gain/drop range in a week for ranging or trending market instrument. This script is hard coded to plot 0 to 3%, -3% range for the week base on instrument weekly open price. Best to use with measured volatility indicator to gauge the movement of price. Anytime the price goes above the range level then it is likely to be trending. Highly volatile instruments will not find this indicator useful. It is best for heavy instruments like Forex or Indices where range % in a week in a non-volatile move is really quite small that these act as resistances and support. Range Levels: 3% 2.5% 2% 1.5% 1% 0.75% 0.5% 0.25% 0% -.25% -.5% -.75% -1% -1.5% -2% -2.5% -3% The next step for this indicator is to consider volatility range of instrument and to include this in the percentage zone levels instead of hard coding these.
Indicatore Pine Script®
di skintheherd
1
Probability: Bull/Bear Dominance | Ratio | Bar CountIntro What's the probability of the next bar being red? How about green? Well, there are many ways to quantify the probability but I am presenting just one stupidly simple (but generally accurate) way to measure it. Strangely... no one has done this before that I can find. I try to check if someone else has done it first (Pro Tip: Plz do this. We honestly don't need the 5 trillionth "MTF MAs" script.) Indicator Its a basic counting script, but the nice thing about this script is you choose the time range. It starts counting from a specified point of your choosing. It counts up the bull bars and bear bars separately. Bull Bar = Close > Open Bear Bar = Open > Close You can look at them in sum or as a ratio of Green Bars : Red Bars I know, it's almost too simple. But, here's some interesting food for thought from a layman to fellow laymen. Analysis/Edge Between the time of candle open and candle close, the price can do one of three things, close higher, close lower, or close equal to. 'Equal to' is rare on higher timeframes in liquid markets and it provides no useful information. Thus, we'll nix it for purposes of this conversation. So boil it down. The next candle is going to be a red candle or a green candle. It is popular to refer to the general probability of most candles as 50/50, with trader's mission in life being to seek an edge that tilts the probabilities slightly in their favor. The truth is the odds are probably never actually 50/50, but knowing the precisely correct probability is unknowable, just like the accuracy of a weather forecast is inherently unknowable. What we're trying to do as traders is develop systems that give us predictive probabilistic outcomes that correspond with future realities based on various ways of measuring the market (most often heavily dependent on the past). The reality is that the market can be measured in many, many different ways. The important thing is that you measure it in a way that is accurate, relevant, and universally applicable. So look at this indicator here: You start from a point in time on a chosen timeframe and you put red bars in the red column, green in the green column, and count them all up. Then you make a ratio, in this case, Green : Red. What the ratio shows you is the percentage of green bars compared to red bars . At the time of this screenshot, the 4h on the SPX starting from the 2020 bottom is showing a ratio of 1.2. This means there have been 20% more green bars than there have been red bars. Now there are 1,000 directions you can take this discussion. What is the overall volatility picture, the size of the red bars vs the green bars, what happens if you miss out on the 5 biggest green bars... so many more variables that you would need to take into account to develop a true edge from this idea. But, the bottom line fact (which is what I like about this) is that we can take this data and say with a certain level of confidence that on the SPX you have a 20% better shot at making money (otherwise stated there's a 60/40 chance) if you open a LONG trade at the beginning of a 4h candle than if you open a short. That's useful information. One could argue that it's not a complete strategy in and of itself (although I bet it could be with a couple of additional parameters). But I can tell you, based on the 4h candles in the 2020 rally if you open a short, the deck is stacked against you from this perspective. And we can actually somewhat demonstrate this to be true for our dataset because we can look at the price history and see who likely made more money. The SPX is up 1000pts off the bottom. So, thus far, for this dataset, it rings true; Bulls have been doing way better in the latter part of 2020 than the bears. Conclusion Predictive systems with a small number of variables tend to be more robust than a system with many variables when applied to a complex system. I may keep updating this script if people like it and determine aspects like population vs sample size, confidence intervals, volatility, and exclusion of outliers. For now, this is just an opening foray into the basic idea of how we can establish an edge in the markets. It really can be this simple. Thanks for Reading.
Indicatore Pine Script®
di kurtsmock
9
Movement WatcherMovement Watcher – Intraday Price Change Alert This indicator tracks the percentage price movement of a selected symbol (e.g., VIX) from a configurable start time. If the intraday movement crosses a defined threshold (up or down), it triggers a one-time alert per day. Key Features: Monitors intraday % change from the specified start time. Triggers one-time alerts for upper or lower threshold crossings. Optional end time for monitoring period. Visual plots and alert markers. Useful for automated trading via webhook integrations. This script was designed to work with automated trading tools such as the Trading Automation Toolbox. You can use it to generate alerts based on intraday volatility and route them via webhook for automated strategies.
Indicatore Pine Script®
di alioska777
BONK/USD (1H) - $4k DCA + Dual Trailing + Date FilterThis strategy trades BONK/USD on the 1-hour chart, employing a Dollar-Cost Averaging (DCA) approach for long entries. It initiates a Base Order when a faster Exponential Moving Average (EMA) crosses above a slower one (signaling a potential uptrend, default 9/21 EMA). If the price declines after entry, it can automatically place up to two additional Safety Orders at predetermined lower levels, calculated using either Average True Range (ATR) volatility or fixed percentage drops. Exits are triggered by a trend reversal (EMA crossunder) or a dual trailing stop-loss mechanism, which includes both a standard trail and a tighter profit-locking trail activated after reaching a certain profit target. The strategy includes user-configurable inputs for all key parameters (EMAs, order sizes, trailing stops, SO spacing) and an optional date filter to limit backtesting or execution to a specific period. It also generates alerts formatted for potential automation with platforms like 3Commas.
Strategia Pine Script®
di thereafter
pips barThis indicator displays a line (pips bar) of lengths corresponding to the set number of pips on the chart. This pips bar serves as a reference for assessing the volatility of the displayed chart. One pip for currency pairs is distinguished for JPY pairs and for others. The horizontal position of the pips bar is offset to the right of the latest bar by the specified bar amount, and the vertical position can be selected from Top, Middle, or Bottom, calculated using the maximum and minimum values visible on the chart.
Indicatore Pine Script®
di Swingbird
6
Concept Probability ConeThe Concept Probability Cone is a mathematical indicator designed to demonstrate the potential price range of an asset based on its historical volatility and statistical probabilities. Unlike most publicly available probability cone scripts, which often contain inaccuracies and oversimplifications, this tool is developed with a strong focus on precision and accuracy. It is important to note, however, that the Concept Probability Cone is currently in its initial stage, and further improvements and refinements may be introduced over time. One significant difference between the Concept Probability Cone and other publicly available scripts is the incorporation of inverse Cumulative Distribution Functions (CDFs) in its calculations. Inverse CDFs are used to map a random variable's probability distribution to its corresponding quantile, which helps in determining the asset's price boundaries with a higher level of precision. This key feature sets the Concept Probability Cone apart from other tools, addressing the flaws found in many existing probability cone scripts. This is a proof of concept indicator. Users are encouraged to play around with the tool, explore its features, and gain a deeper understanding of the statistical principles it demonstrates.
Indicatore Pine Script®
di QallianceTech
1
BBFIB Regular /Intraday Bollinger Bands and Fibonacci Levels Indicator displays Fibonacci levels for Intraday and Regular ( for given number of bars) for Bollinger Bands and for Highest and Lowest levels on Chart . The indicator facilitates to switch over to following options by checking the relevant Check Boxes like Regular and Fibonacci or Regular and Bollinger Bands or Intraday and Fibonacci or Intraday and Bollinger Band. Default is Regular and Fibonacci for Length of 20 bars . Regular/Intraday  Regular  Intraday Fibonacci/Bollinger Bands  Fibonacci  Bollinger Bands Default multiplier for Bollinger Bands is 2 and Moving Average is SMA 20. Default Length of Bars for General Moving Average is SMA 20. User is provided with options to Input number of bars under Regular option for Bollinger Bands Moving Average and Fibonacci Levels for highest and lowest levels. For Intraday the script automatically updates the Length base from Day open .Input option is provided for Length of General Moving Average. User is provided with the following Oscillation input options; Regular:SMA,EMA,WMA ,VWMA Intraday:SMA,WMA ,VWMA General Moving Average:SMA,EMA,WMA, VWMA The indicator helps the User to monitor level of volatility and the position of Price with relevance to Fibonacci levels for Intraday/Regular bars. DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment.
Indicatore Pine Script®
di avsr90
ADR + IDR [vnhilton]Average Day Range (ADR) is an indicator that calculates the average range of high to low of the candles for a set period of time. This is more useful for intraday trading, where, on an average day, you'd expect price to trade in a range similar to the ADR. This indicator also includes an Intraday Day Range (IDR), which can be used to track progress of the intraday range. By default, IDR is in multiplier form i.e. if it's 2, then the day has traded at a range twice as large as the ADR (you have the option to change IDR to price form if you wish). Therefore, IDR can also be used to measure intraday volatility (as well as taking profit & perhaps fading false breakouts when IDR is at 1x, 1.5x, 2x, etc.) by seeing if today is above/below/at average. This means that this indicator is intended for intraday use, but can be used up to the daily timeframe. (ADR & IDR values can be seen in the top left) The indicator also plots intraday high & low levels so when price trades near these levels then the indicator can become of use (if price trades far away from these levels, then you don't need to pay any attention to the indicator). We can see in the chart snapshot image above for BTCUSDT, its 10 period ADR is 1149.37, & IDR is 0.52 (just over 50% of the ADR) as of 21:40 BST, meaning that BTCUSDT price range today is lower than average. You may notice that the intraday high & low isn't touching the intraday high & low lines respectively on instruments that isn't cryptocurrencies nor forex pairs. To solve this problem, you would have to get extra market data from TradingView, or to integrate your broker with TradingView to pass along your broker's data feed (provided your broker also has real-time data - if not you may need to get extra market data via the broker.
Indicatore Pine Script®
di vnhilton
25
Fib DragonsCreates bands based on Fibonacci golden ratio numbers and EMA w/ATR This allows for a faster reaction and significantly less lag than SMA w/ATR EMA is set to 34 - Recommend range by taste 21, 34, 55, 62 ART is set to 13 - Recommend 13 or 21 Fib Bands are set to 1.618, 2.618, 3.618 however you can set to what works for you. I recommend keeping them at the golden ratios. Based on indicator by rstraat How to trade - Same rules apply - Best to use in ranging market conditions - Place on two different time frames such as the 15 min. and 60 min for intraday trading - Take trades off either short or long term chart. - Best trades occur when both charts show same trigger/condition. - Trades are short term reversals in direction of major trend on longer term chart unless you expect a trend reversal. - Determine which band is the limiting band for the volatility of the instrument. - When the market closes outside of the limiting band then returns inside, take a long/short one tick above/below the high/low of the previous bar. - Place stop below/above the low/high of the the recent swing low/high. - Set targets at opposite band of chart Use any oscillator you favor or see fit with this indicator or any other strategies that work for you.
Indicatore Pine Script®
di IDPETrader
3