Volatility is a crucial aspect of financial markets that is closely monitored by traders and investors alike. The traditional Average True Range (ATR) oscillator is a widely used technical indicator for measuring volatility in financial markets. However, there are limitations to the ATR oscillator, as it does not account for changing market conditions and may not...
Rekt Edge Reversion band is a technical indicator that utilizes a combination of moving averages and standard deviations to determine optimal entry and exit points in the market. By comparing the current price to its moving average, the indicator identifies potential trends and determines how you can position around them by plotting buy/sell signals and two...
Simply use it by clicking on your chart on the places you find important to determine whether you entries or exits look strong or weak.
Mean reversion is a financial term for the assumption that an asset will return to its mean value. This indicator calculate the volatility of an asset over a period of time and show the values of logRerturn, mean and standart deviations. The default time period for volatility calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one...
Mean reversion is a financial term for the assumption that an asset will return to its mean value. This indicator calculate the logarithmic returns (logReturn) of an asset over a period of time and show the values of logRerturn, mean and standart deviations. The default time period for logReturn calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252...
Brief: This oscillator style indicator takes another indicator as its source and measures the change over time (the slope). It then isolates the positive slope values from the negative slope values to determine a 'normal' slope value for each. ** A 'normal' value of 1.0 is determined by the average slope plus the standard deviation of that slope. The Scale...
This volatility cone draws the implied volatility as standard deviations from a measurement date. For best results set measurement date to high volume bars. How to use: 1) Select VolatilityCone from Indicators 2) Click to the chart to set the measurement date 3) Determine the impliedvolatility for the measurement date of your symbol e.g. For S&P500 use VIX...
This script has been distributed for learning purposes. A particular kind of price envelope is "Bollinger Bands" indicator. Upper and lower price range levels are determined by price envelopes. By default, Bollinger Bands are plotted in Tradingview as envelopes at a standard deviation level above and below the price's simple moving average (SMA). I attempted to...
Introduction Heyo, here are some adaptive VWAP Standard Deviation Bands with nice colors. I used Ehlers dominant cycle theories and ZLSMA smoothing to create this indicator. You can choose between different algorithms to determine the dominant cycle and this will be used as reset period. Everytime bar_index can be divided through the dominant cycle length and the...
This script allows you to screen up to 38 symbols for their beta. It also allows you to compare the list to not only SPY but also CRYPTO10! Features include custom time frame and custom colors. Here is a refresher on what beta is: Beta (β) is a measure of the volatility—or systematic risk—of a security or portfolio compared to the market as a whole (usually the...
Variety N-Tuple Moving Averages w/ Variety Stepping is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 2 different moving average types. For example, using "50" as the depth will give you Quinquagintuple Moving Average. If you'd...
This is a "bands"-type indicator. It was developed out of my Sharpe Ratio indicator . It uses the standard deviation of returns as basis for drawing the bands. I'm going to update this indicator as the other indicator evolves. Please be sure you know how to calculate Sharpe Ratio and check out the Sharpe Ratio indicator as well. This will help you understand...
ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter is a Damiani Volatmeter with both Efficiency-Ratio Adaptive ATR, used in place of ATR, and Adaptive Deviation, used in place of Standard Deviation. What is Adaptive Deviation? By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is...
Adaptive Deviation is an educational/conceptual indicator that is a new spin on the regular old standard deviation. By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually...
STD-Filtered, ATR-Adaptive Laguerre Filter is a standard Laguerre Filter that is first made ATR-adaptive and the passed through a standard deviation filter. This helps reduce noise and refine the output signal. Can apply the standard deviation filter to the price, signal, both or neither. What is the Laguerre Filter? The Laguerre RSI indicator created by...
STD-Stepped, Variety N-Tuple Moving Averages is the standard deviation stepped/filtered indicator of the following indicator Variety N-Tuple Moving Averages is a moving average indicator that allows you to create 1- 30 tuple moving average types; i.e., Double-MA, Triple-MA, Quadruple-MA, Quintuple-MA, ... N-tuple-MA. This version contains 5 different moving...
I wasn't going to publish this since it's one my go to private indicators, but I decided to push this out anyway. This is a variation on Damiani Volatmeter to make it easier to understand what's going on. Damiani Volatmeter uses ATR and Standard deviation to tease out ticker volatility so you can better understand when it's the ideal time to trade. The idea here...
This is a Gaussian Filter with Standard Deviation Filtering that works for orders (poles) higher than the usual 4 poles that was originally available in Ehlers Gaussian Filter formulas. Because of that, it is a sort of generalized Gaussian filter that can calculate arbitrary (order) pole Gaussian Filter and which makes it a sort of a unique indicator. For this...