Volatility Idea

If you need an Indicator or Signal developed or translated from other language, please post all Indicator development REQUESTS to this section here.

Moderator: admin

Volatility Idea

Postby Reymondpolanco » Fri Aug 31, 2018 5:24 pm

My first languaje is Spanish so im going to try to explain the idea

Make an indicator that show how quickly change the price something like:

If you have 60 seconds how many times the price change it in this 60 seconds and make an average of how many changes do the price in the last minute.

So if in the first minute we have 30 changes of price and in the second minute we have 70 changes that means that in the second minute we have more volatility than the first one.

That can be in periods of hourly and make an average of volatily to compare with the volatility of the currect period.

Yo can put 2 columns and 61 Rows something like this:

Minute Changes
1 32
2 15
3 11
4 56
5 43
6 52
7 66
8 12
9 19
10 33
11 54
12 28
13 45
etc
etc
Reymondpolanco
FXCodeBase: Initiate
 
Posts: 160
Joined: Sat Jun 17, 2017 3:07 pm

Re: Volatility Idea

Postby Apprentice » Sat Sep 01, 2018 6:10 am

Is it OK to use 1 minute as a basic unit?
If I use seconds, the available historical information will be limited.
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 36341
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia



Return to Indicator and Signal Requests

Who is online

Users browsing this forum: Bing [Bot] and 15 guests