Historical Volatility indicator

[Alexander.Gettinger]

The indicator shows the value of volatility (see wiki for details).
Possible to calculate several methods: MVA, EMA and extremum volatility.

Download:

Historical_Volatility.lua

(2.25 KiB) Downloaded 1023 times

The indicator was revised and updated

[zmender]

A further development of above indicator:
The ratio of a short / long term HV, based on SMA.

[Alexander.Gettinger]

A further development of above indicator:
The ratio of a short / long term HV, based on SMA.

See this oscillator.

Formula:
HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).

Download:

HV_Ratio.lua

(3.05 KiB) Downloaded 704 times

For this oscillator must be installed Historical Volatility indicator.

[Jeffreyvnlk]

A further development of above indicator:
The ratio of a short / long term HV, based on SMA.

See this oscillator.

Formula:
HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).

Download:

HV_Ratio.lua

For this oscillator must be installed Historical Volatility indicator.

I thought I could not find this gem in this forum.Thanks, this should be in the popular item list

[Jeffreyvnlk]

viewtopic.php?f=17&t=21021&p=36945&hilit=volatility#p36945

Is is the same kind of historical volatility we talk about here ?

[Jeffreyvnlk]

A further development of above indicator:
The ratio of a short / long term HV, based on SMA.

See this oscillator.

Formula:
HV_Ratio=HV(Period1, Method1, decline1)/HV(Period2, Method2, decline2).

Download:

HV_Ratio.lua

For this oscillator must be installed Historical Volatility indicator.

Could you add an horizontal line please. For example, when under <50 meaning market in a narrow range

[Apprentice]

Your request is added to the development list.

[Jeffreyvnlk]

Your request is added to the development list.

Also a version of HS bars please.Thank you

[Apprentice]

Indicator was revised and updated.