Historical Volatility Ratio oscillator

[Alexander.Gettinger]

Formulas:
HVR = StdDev1/StdDev2, where
StdDev1 - standard deviation with Period1,
StdDev2 - standard deviation with Period2.

Download:

HVR.lua

(1.9 KiB) Downloaded 803 times

The indicator was revised and updated

[Alexander.Gettinger]

MQL4 version of Historical Volatility Ratio oscillator: viewtopic.php?f=38&t=59982.

[Jeffreyvnlk]

Formulas:
HVR = StdDev1/StdDev2, where
StdDev1 - standard deviation with Period1,
StdDev2 - standard deviation with Period2.

HVR.PNG

Download:

HVR.lua

Coud you give a percentage plse ?
Btw appreciated if you can give a version overlaying on chart with 2 numbers of 2 days earlier (not counting today price)
Thanks

[Apprentice]

Can you define what the percentage is.

[Jeffreyvnlk]

Can you define what the percentage is.

Sorry I messed up with the percentage of other indicator.

Just an arrow on the bar which HRV under a threshold , for example under 50

[Apprentice]

Try this version.
This version will introduce an arrow on HRV / threshold cross.
Unfortunately will only work on Bar source.

HVR.lua

(3.72 KiB) Downloaded 589 times

[Jeffreyvnlk]

HVR.png

Try this version.
This version will introduce an arrow on HRV / threshold cross.
Unfortunately will only work on Bar source.

HVR.lua

Thank you it is great but I can not set threshold level smaller than 1. Appreciated if you could fix it

[Apprentice]

Please Re-Download.

[Jeffreyvnlk]

Please Re-Download.

Excellent, thanks

[Jeffreyvnlk]

HVR.png

Try this version.
This version will introduce an arrow on HRV / threshold cross.
Unfortunately will only work on Bar source.

HVR.lua

May I report the problem. The arrow not appeared when the indicator jump up or down so big so the threshold level ignored. For example, if I set the threshold is 0.5. When HVR jump from 0.3 to 0.7 from yesterday to today, it means 0.5 threshold not registered at all so no arrow for this crossing