Volatility arbitrage indicator

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Volatility arbitrage indicator

Postby daniel.kovacik » Wed Jan 14, 2015 10:36 am

Hi,

If somebody will find some free time for translation into .lua for TS2...

Maybe its already here but with different name...

Thanks
DK

Code: Select all
study("VolArb")
source = close

NumStdDev = input(2,minval=1,maxval=1000)
Periods=input(20,minval=1,maxval=1000)
Middle = roc(source,1)
Upper = stdev(Middle,Periods)*NumStdDev
Lower = Upper*-1



Center=0
plot(Upper,color=blue)
plot(Middle,color=black)
plot(Lower,color=blue)
plot(Center,color=yellow)
Attachments
Untitled3.png
daniel.kovacik
FXCodeBase: Initiate
 
Posts: 163
Joined: Thu Jun 12, 2014 9:09 pm



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