Weighted Side Standard Deviation

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Weighted Side Standard Deviation

Postby Apprentice » Wed Mar 15, 2017 5:26 am

EURUSD m1 (03-15-2017 0931).png

Based on.
https://ctdn.com/algos/indicators/show/1281
Does calculates weighted standard deviation per side to get the upper and lower volatility the advantage of differentiating the volatilities.
Weighted Side Standard Deviation.lua
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The indicator was revised and updated
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Apprentice
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Re: Weighted Side Standard Deviation

Postby Gentle » Fri Mar 17, 2017 10:54 am

I attached this deviation calculus to Ahrens MA, and result has been some volatility bands:
Ahrens_WSSD.PNG
Attachments
Ahrens_WSSD.lua
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