PROTECTED SOURCE SCRIPT
Updated VP volatility

At each bar this indicator computes a volume profile, calculates statistics that measure balance in the market, and uses a further statistical analysis to compare these to historical values. When statistically significant events occur, corresponding to the plotted line dropping below the dashed line, volatility is likely to follow shortly.
Release Notes
Significant improvements to efficiency, settings now consistent with other VP indicators.Release Notes
Updated spot aggregate exchanges.Release Notes
Minor bug fixes.Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.