This script calculates the historical volatility of a given market using the standard deviation of its returns over a specified lookback period. The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market. The script uses the inputs from the user to adjust the calculation, such as lookback period,...
What is Reversal Magic BTC ? Reversal Magic BTC is an indicator that probes momentum and volatility for extreme values up/down to determine where possible reversals may occur for BTCUSD or BTCUSDT pairs. This is a highly specialized indicator tuned only to BTCUSD or BTCUSDT pairs and it only works on the daily timeframe. If you try to use this on any other...
Giga Kaleidoscope GKD-C GKYZ-Filtered, Non-Linear Regression MA is a Confirmation module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ Giga Kaleidoscope Modularized Trading System What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy...
A fixed volatility plotter set to a 0-100 range - Plots the current volatility % using the formula to calculate volatility and stdev (standard deviation) based on the candle lookback. The indicator is Fixed, which means that regardless of the chart, the volatility will be plotted on a percentage of 0% - 100% with a 101% threshold set to indicate a volatility...
This indicator will draw a line on your chart to show the Nonfarm announcement date and a line showing the Nonfarm announcement time for that day. Because normally the Nonfarm announcement date is not simply the first Friday of the month. Because there are days Nonfarm days can be 8 or 9 or 10. By checking the entire history of nonfarm announcements, I found some...
This indicator outputs a visual scale representing the level of volatility in the market relative to the timeframe selected on the users chart. The method of volatility used is "historical volatility" which is calculated by taking the standard deviation of a series of "x" length which contains the current closing price divided by the previous closing price for all...
Display variations in min-max and median values of high, low and close across exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a...
The Volatility Gap Tracker ( *VGT ) indicator calculates the historical volatility of an asset using the standard deviation of the natural logarithm of the closing price relative to the previous period's closing price. *VGT visualizes the HV with gap lines to highlight when the current HV has increased or decreased significantly compared to the previous period,...
There is a famous option strategy📊 played on volatility📈. Where people go short on volatility, generally, this strategy is used before any significant event or earnings release. The basic phenomenon is that the Implied Volatility shoots up before the event and drops after the event, while the volatility of the security does not increase in most of the scenarios....
This script visualizes Bitcoins "seasonality", in form of a colored table (based on the idea from "BigBangTheory") The history table shows you which months do statistically perform better/worse in comparison to other months. How to use this script: Choose ticker "BLX" ("BraveNewCoin Liquid Index for Bitcoin"). Set the charts time frame to weekly or daily. Tables...
Wunder Volatility bot We have used the Average True Range (ATR) in many of its trading versions. 1. ATR with MA. This indicator includes the ATR as well as the simple moving average, which helps to restore the expected market. 2. We apply percentage based ATR to determine how volatile the market is and whether to buy or sell at that time. For trading, we will...
Giga Kaleidoscope Semi-Variance is a Volatility / Volume module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ Giga Kaleidoscope Modularized Trading System What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX (No Nonsense...
🔥 Cryptos Pump Hunter captured high volatility symbols in real-time, Up to 40 symbols can be monitored at same time. Help you find the most profitable symbol with excellent visualization. 🔥 Indicator Design logic 🎯 The core pump/dump logic is quite simple 1. calc past bars highest and lowest High price, get movement by this formula " movement = (highest...
When writing the Quickfingers Luc base scanner (Marvin) script, I wanted a measure of volatility that would be comparable between charts. The traditional Average True Range (ATR) indicator calculates a discrete number providing the average true range of that chart for a specified number of periods. The ATR is not comparable across different price charts. Average...
This indicator allows you to calculate the precise volatility in real time > Allows analyzing the periods of high/low volatility > Also to do a technical analysis on the volatility of each bar > It works with all assets as well as all periods Here are the different Values: Upper Volatility Calculation 1 open to close 2 open to high 3 upper shadow Lower...
Giga Kaleidoscope Trading Channel Index is a Confirmation module included in Loxx's "Giga Kaleidoscope Modularized Trading System". █ Giga Kaleidoscope Modularized Trading System What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX (No Nonsense...
Giga Kaleidoscope Volatility Ratio is a Volatility/Volume module included in Loxx's "Giga Kaleidoscope Modularized Trading System". What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX (No Nonsense Forex) algorithmic trading. What is an NNFX...
Giga Kaleidoscope Baseline is a Baseline module included in Loxx's "Giga Kaleidoscope Modularized Trading System". What is Loxx's "Giga Kaleidoscope Modularized Trading System"? The Giga Kaleidoscope Modularized Trading System is a trading system built on the philosophy of the NNFX (No Nonsense Forex) algorithmic trading. What is an NNFX algorithmic trading...