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Volatility Moving Average

PostPosted: Tue Mar 18, 2014 4:47 am
by Apprentice
VolatilityMA.png

Benoit Mandelbrot, in his book, The Misbehavior of Markets, discusses important consequences on the fractal nature of markets. All charts, whether you view the fifteen minute or the daily, resemble each other.
Volatility Moving Average a.k.a. Resetting Moving Average Indicator
attempts to eliminate this by resetting average period Whenever a candle closes more than 2 standard deviations beyond the previous close.
VolatilityMA.lua
(2.78 KiB) Downloaded 874 times

Timed Tick VolatilityMA.lua
(4.35 KiB) Downloaded 606 times

Re: Volatility Moving Average

PostPosted: Mon Jun 02, 2014 4:59 pm
by Alexander.Gettinger
MQL4 version of Volatility Moving Average: viewtopic.php?f=38&t=60761.

Re: Volatility Moving Average

PostPosted: Thu Jun 22, 2017 7:08 am
by Apprentice
The indicator was revised and updated.

Re: Volatility Moving Average

PostPosted: Tue Dec 05, 2017 5:19 am
by oxbx99
hi,

can i please request timed tick version for this indicator

thanks

Re: Volatility Moving Average

PostPosted: Tue Dec 05, 2017 6:58 am
by Apprentice
Timed Tick VolatilityMA.lua

Re: Volatility Moving Average

PostPosted: Tue May 08, 2018 5:09 am
by Apprentice
The indicator was revised and updated.