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HPotter
Jul 16, 2014 4:23 AM

Historical Volatility Strategy 

Description

Strategy buy when HVol above BuyBand and close position when HVol below CloseBand.
Markets oscillate from periods of low volatility to high volatility
and back. The author`s research indicates that after periods of
extremely low volatility, volatility tends to increase and price
may move sharply. This increase in volatility tends to correlate
with the beginning of short- to intermediate-term moves in price.
They have found that we can identify which markets are about to make
such a move by measuring the historical volatility and the application
of pattern recognition.
The indicator is calculating as the standard deviation of day-to-day
logarithmic closing price changes expressed as an annualized percentage.
Comments
pragneshhh2011
in which time frame we should use it?
DallasMav
I really enjoy using this indicator Harry Potter. Can I send you a Bitcoin tip?
HPotter
Thank you )))) I do not use a Bitcoin.
cartoonheart
@HPotter, LOL ragrets
HPotter
@cartoonheart, It was 5 year ago )) Now I use btc every day :)
cartoonheart
@HPotter, haha fair enough.
Jeetl
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