TradingView
kurette
Feb 28, 2018 11:50 PM

Upside Downside Volatility of ProfitTrailer Feeder 

Description

This is to calculate UpsideVolatility, DownsideVolatility, UpsideDownsideVolatilityDifference, and AverageCandlesize in offset group of ProfitTrailer Feeder.

Volatilities are average changes between open and high or between open and low of 5 miniue candles in designated time frame by MinutesToMeasureTrend which can be inputable in format of this script.

In other words, volatilites are SMAspread between open and high or between open and low prices.

As described in wiki, use this script in 5 minute candle chart.

This script is to help myself understand the criteria of Feeder.

Any comments and suggestions are welcome.
More