Volatility Moving Average

Here you can post and download custom indicators. PLEASE: Do not start topics unless you are posting your own indicator, they will be moved to appropriate section even if you do.

Moderator: admin

Volatility Moving Average

Postby Apprentice » Tue Mar 18, 2014 4:47 am

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 244 times

Timed Tick VolatilityMA.lua
(4.35 KiB) Downloaded 7 times
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 17510
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Volatility Moving Average

Postby Alexander.Gettinger » Mon Jun 02, 2014 4:59 pm

MQL4 version of Volatility Moving Average: viewtopic.php?f=38&t=60761.
Alexander.Gettinger
FXCodeBase: Confirmed User
 
Posts: 2932
Joined: Wed Mar 31, 2010 9:40 pm
Location: Russia, Omsk

Re: Volatility Moving Average

Postby Apprentice » Thu Jun 22, 2017 7:08 am

The indicator was revised and updated.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 17510
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia

Re: Volatility Moving Average

Postby oxbx99 » Tue Dec 05, 2017 5:19 am

hi,

can i please request timed tick version for this indicator

thanks
oxbx99
 
Posts: 8
Joined: Sat Oct 31, 2015 1:43 pm

Re: Volatility Moving Average

Postby Apprentice » Tue Dec 05, 2017 6:58 am

Timed Tick VolatilityMA.lua
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 17510
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia


Return to Custom Indicators

Who is online

Users browsing this forum: Bing [Bot], Google [Bot], Yahoo [Bot] and 10 guests