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Volatilityindicator

Reversal Pivot Overview Introducing the Reversal Pivot indicator - a tool for identifying potential reversal points in price. This algorithm takes into account multiple factors, including price action, volume, and pivot points, to give you a clear and accurate picture of where the market is heading to. How it works The indicator gets expansions and the highs and lows and uses the conditions along with pivots to determine whether a reversal is possible or not. Then it gets the volume to determine how strong this chance of reversal is. How to use The Reversal Pivot indicator alone shouldn't be used to find reversal points but it helps you get a clear insight on where possible reversals could happen for example, you could use it with mean reversion strategies to find the best entries. Red bars signal a bearish reversal Green bars signal a bullish reversal This here is an example of a long entry if you are trading lets say the mean. You can wait for a bullish reversal on the Histogram plot and then enter, a reversal could happen. This is an example of a short entry if you are also trading the mean. Other features This indicator allows you to customize the colors, and the histogram. If you don't like the histogram then you can change its plot style to whatever you would like. Try the Reversal Pivot indicator today and find more possible reversal points!
Pine Script® indicator
by Traders_Endeavors
Volatility Compression Ratio by M-CarloHello traders. I created this simple indicator to use as a FILTER. He does not provide any operational signals but tells us if we are in a period of volatility compression or expansion and it can work on all market. This filter works great for all strategies that work on breakouts The concept is this: I will enter at breakout of a price level that I consider important, only if there is a volatility compression and not in the case of expansion of volatility. Technically the calculation is very simple: Step 1: I calculate the ATR at "x" periods, I set 7 by default because I get better results but you can change it as you like using the "atr length" field. You can also choose whether to calculate the ATR via RMA, SMA or EMA. Step 2: I Calculate a simple average of the previous ATR over a longer period, longer period than set with the "length multiplier" parameter, which multiplies the "atr length" value by "x" times. Here I set the default 3 but you can change it as you like. Step 3: I divide the ATR value calculated in step1 by its long-term average calculated in step2, obtaining a value that will oscillate above and below the value of 1 So: if the indicator is above the value of 1 it means that volatility is expanding If the indicator is below the value of 1 it means that we are in a period of volatility compression (and as we know volatility explodes sooner or later) If you have any questions write to me and I hope this filter helps you! Have good Trading!
Pine Script® indicator
by M-Carlo
5
Volatility-Weighted Moving Average SystemThis simple script creates a moving average system weighted by volatility. The moving averages are less sensitive to price action than the typical moving averages we use, and their crossovers can be used to identify extended trends. I've colored the background depending on trend. Ideally in the future, I'll draw long or short signals on-chart depending on the width between the bands, which works as a faster indicator of trend-change than crossover does. Hope you all enjoy. Happy holidays.
Pine Script® indicator
by wbburgin
Wavetrend in Dynamic Zones with Kumo Implied VolatilityI was asked to do one of those, so here we go... As always free and open source as it should be. Do not pay for such indicators! A WaveTrend Indicator or also widely known as "Market Cipher" is an Indicator that is based on Moving Averages, therefore its an "lagging indicator". Lagging indicators are best used in combination with leading indicators. In this script the "leading indicator" component are Daily, Weekly or Monthly Pivots . These Pivots can be used as dynamic Support and Resistance , Stoploss, Take Profit etc. This indicator combination is best used in larger timeframes. For lower timeframes you might need to change settings to your liking. The general Wavetrend settings are the same that are used in Market Cipher, Market Liberator and such popular indicators. What are these circles? -These are the WaveTrend Divergences. Red for Regular-Bearish. Orange for Hidden-Bearish. Green for Regular-Bullish. Aqua for Hidden-Bullish. What are these white, orange and aqua triangles? -These are the WaveTrend Pivots. A Pivot counter was added. Every time a pivot is lower than the previous one, an orange triangle is printed, every time a pivot is higher than the previous one an aqua triangle is printed. That mimics a very common way Wavetrend is being used for trading when using those other paid Wavetrend indicators. What are these Orange and Aqua Zones? -These are Dynamic Zones based on the indicator itself, they offer more information than static zones. Of course static lines are also included and can be adjusted. What are the lines between the waves? -This is a Kumo Cloud Implied Volatility indicator. It is color coded and can be used to indicate if a major market move/bottom/top happened. What are those numbers on the right? -The first number is a Bollinger Band indicator that shows if said Bollinger Band is in a state of Oversold/Overbought, the second number is the actual Bollinger Band Width that indicates if the Bollinger Band squeezes, normally that happens right before the market makes an explosive move. Please keep in mind that this indicator is a tool and not a strategy, do not blindly trade signals, do your own research first! Use this indicator in conjunction with other indicators to get multiple confirmations.
Pine Script® indicator
by AdonisWerther
21
Screener _-_ FVVO by SavosRUIt is my first attempt to make SCREENER Screener by 20 coins to detect Filter of Volatility Oscilator & Volume Threshold Now - without ALERTS! But it will be added ASAP... ================== Это первая моя попытка сделать СКРИНЕР. Проверяет наличие сигнала всплеска волатильности и объема на 20 монетах. Монеты - настраиваются. Алерты - пока отсутствуют, но планируются в будущем.
Pine Script® indicator
by SavosRU
2
Implied Volatility Suite (TG Fork)Displays the Implied Volatility, which is usually calculated from options, but here is calculated indirectly from spot price directly, either using a model or model-free using the VIXfix. The model-free VIXfix based approach can detect times of high volatility, which usually coincides with panic and hence lowest prices. Inversely, the model-based approach can detect times of highest greed. Forked and updated by Tartigradia to fix some issues in the calculations, convert to pinescript v5 and reverse engineered to reproduce the "Implied Volatility Rank & Model Free IVR" indicator by the same author (but closed source) and allow to plot both model-based and model-free implied volatilities simultaneously. If you like this indicator, please show the original author SegaRKO some love:
Pine Script® indicator
by tartigradia
4
ATR - Average True Range + Dynamic Trend w/ Signals | by Octopu$↕ ATR - Average True Range + Dynamic Trend w/ Signals | by Octopu$ What is ATR? ATR stands for Average True Range A Technical Analysis Indicator that measures market volatility by decomposing the range of a Security Price in a specific period. The ATR can be used as a High Low Spectrum, As well as a variation of a Moving Average, considering the ranges on a timeframe, generally this being 14 days. Shorter periods can be used (will generate more signals) or longer periods for steadier trends (for fewer signals) A ticker on a high volatility has a high ATR. A ticker on a low volatility has a low ATR. It is an useful resource for a trading system: Can be used to enter or exit trades and/or also measure the daily spectrum of a stock. Does not necessarily points price direction, but takes into account gaps and strong legs. Can also be used as trading positions confirmation, Rather be it for stop losses or take profits, As well as setting trailing stops or limit orders. This tool offers a great Risk to Reward Ratio, considering the fact you will be aware of the possible moves that an asset can perform. This indicator should not be used as a standalone tool. (The combination of factors relies on your own knowledge about Confluence Factors along with your Due Diligence) This indicator is not an advice to buy or sell securities. www.tradingview.com SPY ANY Ticker. ANY Timeframe. (Used SPY 5m as Example only) Features: • ATR ( Average True Range ) • Range UP and DOWN • Movement from Price Line • Dynamic ATR • Cross/Test Signals • Live and Last Close Options: • Specific Factors Setup • Length Customization • Toggle On/Off • Color PIcker • Styling Options Notes: v1.0 Indicator release. Changes and updates can come in the future for additional functionalities or per requests. Follow and Stay Tuned! Did you like it? Please Support and Shoot me a message! I'd appreciate if you dropped by to say thanks! Thank you. - Octopu$ 🐙
Pine Script® indicator
by IamtheOctopuS
1
ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter [Loxx]ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter is a Damiani Volatmeter with both Efficiency-Ratio Adaptive ATR, used in place of ATR, and Adaptive Deviation, used in place of Standard Deviation. What is Adaptive Deviation? By definition, the Standard Deviation (STD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values. In technical analysis we usually use it to measure the level of current volatility . Standard Deviation is based on Simple Moving Average calculation for mean value. This version of standard deviation uses the properties of EMA to calculate what can be called a new type of deviation, and since it is based on EMA , we can call it EMA deviation. And added to that, Perry Kaufman's efficiency ratio is used to make it adaptive (since all EMA type calculations are nearly perfect for adapting). The difference when compared to standard is significant--not just because of EMA usage, but the efficiency ratio makes it a "bit more logical" in very volatile market conditions. The green line is the Adaptive Deviation, the white line is regular Standard Deviation. This concept will be used in future indicators to further reduce noise and adapt to price volatility . See here for a comparison between Adaptive Deviation and Standard Deviation What is Efficiency Ratio Adaptive ATR? Average True Range (ATR) is widely used indicator in many occasions for technical analysis . It is calculated as the RMA of true range. This version adds a "twist": it uses Perry Kaufman's Efficiency Ratio to calculate adaptive true range See here for a comparison between Efficiency-Ratio Adaptive ATR, and ATR. What is the Damiani Volatmeter? Damiani Volatmeter uses ATR and Standard deviation to tease out ticker volatility so you can better understand when it's the ideal time to trade. The idea here is that you only take trades when volatility is high so this indicator is to be coupled with various other indicators to validate the other indicator's signals. This is also useful for detecting crabbing and chopping markets. Shoutout to user @xinolia for the DV function used here. Anything red means that volatility is low. Remember volatility doesn't have a direction. Anything green means volatility high despite the direction of price. The core signal line here is the green and red line that dips below two while threshold lines to "recharge". Maximum recharge happen when the core signal line shows a yellow ping. Soon after one or many yellow pings you should expect a massive upthrust of volatility . The idea here is you don't trade unless volatility is rising or green. This means that the Volatmeter has to dip into the recharge zone, recharge and then spike upward. You can also attempt to buy or sell reversals with confluence indicators when volatility is in the recharge zone, but I wouldn't recommend this. However, if you so choose to do this, then use the following indicator for confluence. And last reminder, volatility doesn't have a direction! Red doesn't mean short, and green doesn't mean long, Red means don't trade period regardless of direction long/short, and green means trade no matter the direction long/short. This means you'll have to add an indicator that does show direction such as a mean reversion indicator like Fisher Transform or a Gaussian Filter. You can search my public scripts for various Fisher Transform and Gaussian Filter indicators. Price-Filtered Spearman Rank Correl. w/ Floating Levels is considered the Mercedes Benz of reversal indicators Comparison between this indicator, ER-Adaptive ATR, STD-Adaptive Damiani Volatmeter , and the regular Damiani Volatmeter . Notice that the adaptive version catches more volatility than the regular version. How signals work RV = Rising Volatility VD = Volatility Dump Plots White line is signal Thick red/green line is the Volatmeter line The dotted lower lines are the zero line and minimum recharging line Included Bar coloring Alerts Signals Related indicators Variety Moving Average Waddah Attar Explosion (WAE) Damiani Volatmeter
Pine Script® indicator
by loxx
Price change scalping short and long strategy indicatorPrice change scalping Short and Long indicator uses a rate of change momentum oscillator to calculate the percent change in price between a period of time. Rate of change calculation takes the current price and compares it to a price of "n" periods while the period of time can be defined by a user. The calculated rate of change value is then compared to the upper threshold and the lower threshold values to determine if a position should be opened. If the threshold is crossed and filtering conditions are met a strategy position will be triggered. Entry, take profit, and stop loss prices are calculated and displayed on the chart as well as positions directions. Once the entry price is crossed, a long or short position is created and once the take profit price is crossed, the stop loss price will begin to trail behind the price action using the close of the previous bar. Once the trailing stop price is crossed, the position is closed. If the entry price is not crossed and the price action crosses the stop level, the trade setup is cancelled. The indicator is enhanced by DCA algorithm which allows to average entry price with safety orders. The script also allows to use Martingale coefficient to increase averaging power Advantages of this script: The indicator has custom alert settings for each strategy action The indicator can be used with 3Commas, Cryptohopper, Alertatron or Zignaly bots High frequency and low duration of trades Can be used with short-term timeframes ranging from 5 to 60 minutes Indicator is sustainable to market slumps due to DCA implementation Can be used for short and long positions (can be adjusted to long only, short only or both) Can be applied to any market and quote currency Easy to configure user interface settings Built in detailed statistic menu How to use? 1. Apply the indicator to a trading pair your are interested in using 5 to 60 minutes timeframe chart 2. Configure the indicator: change layer values, order size multiple and take profit/stop loss values according to current market cycle stage 3. Set up a TradingView custom alert using the indicator settings to trigger on a condition you are interested in 4. indicator will send alerts when to enter and when to exit positions which can be applied to your portfolio using external trading platforms 5. Update settings once market conditions are changed using backtests on a monthly period
Pine Script® indicator
by Skyrexio
+ Dynamic Fibo-Donchian ChannelsThis is my second Donchian Channels indicator (and will probably be my last because how many does one really need). This version is different from my other one in that, well, it's 'dynamic' which simply means that it self adjusts based on the same formula that my Ultimate Moving Average does. What does that mean? It just means that the script takes an average of 8 different length, in this case, highest highs and lowest lows. The user doesn't need to pick a lookback/length/period/what-have-you. The indicator does it all itself. This, I think, makes for a very nice baseline or bias indicator to fit within a system that utilizes something like that. I also think it makes for a more accurate gauge of higher highs and lower lows within a timeframe, because honestly what does it mean to make a lower low over 20 periods or 8 periods or 50 periods? I don't know. What I do know is that traditional Donchian Channels never made much sense to me, but this does. Additionally, I've kept (I guess that's not 'additionally') the fibonacci retracement levels from my other Donchian Channels indicator. These are calculated off the high and the low of the Donchian Channels themselves. You will see that there are only three retracement levels (.786, .705, .382), one of which is not a fib level, but what some people call the 'OTE,' or 'optimal trade entry.'' If you want more info on the OTE just web search it. So, why no .618 or .236? Reason being that the .618 overlaps the .382, and the .236 is extremely close to the .786. This sounds confusing, but the retracement levels I'm using are derived from the high and low, so it was unnecessary to have all five levels from each. I could have just calculated from the high, or just from the low, and used all the levels, but I chose to just calculate three levels from the high and three from the low because that gives a sort of mirror image balance, and that appeals to me, and the utility of the indicator is the same. The plot lines are all colored, and I've filled certain zones between them. There is a center zone filled between both .382 levels, an upper and lower zon filled between the .786 and either the high or the low, and a zone between the .705 and .785 If you like the colored zones, but don't like the plots because they cause screen compression, turn off the plots under the "style" tab, or much more simply right click on the price scale and click 'scale price chart only.' Voila! No more screen compression due to a moving average or some other annoyance. Besides that basis being a nice baseline indicator the various fib bands (or just the high and low bands) make for excellent mean reversion extremes in ranging environments. There are alerts for candle closes across every line. Below is an image of the indicator at default settings. Below is an image of the indicator with the center .382 channel turned off. Below is an image of the indicator with just the .786/.705 channel showing .
Pine Script® indicator
by ClassicScott
20
Strength Volatility Killer - The Quant ScienceStrength Volatility Killer - The Quant Science™ is based on a special version of RSI (Relative Strength Index), created with the simple average and standard deviation. DESCRIPTION The algorithm analyses the market and opens positions following three different volatility entry conditions. Each entry has a specific and personal exit condition. The user can setting trailing stop loss from user interface. USER INTERFACE SETTING Configures the algorithm from the user interface. AUTO TRADING COMPLIANT With the user interface, the trader can easily set up this algorithm for automatic trading. BACKTESTING INCLUDED The trader can adjust the backtesting period of the strategy before putting it live. Analyze large periods such as years or months or focus on short-term periods. NO LIMIT TIMEFRAME This algorithm can be used on all timeframes. GENERAL FEATURES Multi-strategy:  the algorithm can apply long strategy or short strategy. Built-in alerts:  the algorithm contains alerts that can be customized from the user interface. Integrated indicator: indicator is included. Backtesting included:  quickly automatic backtesting of the strategy. Auto-trading compliant:  functions for auto trading are included. ABOUT BACKTESTING Backtesting refers to the period 13 June 2022 - today, ticker: AVAX/USDT, timeframe 5 minutes. Initial capital: $1000.00 Commission per trade: 0.03%
Pine Script® strategy
by thequantscience
Stock Tech Bot One ViewTechnical indicators are not limited. Hence, here is another indicator with the combination of OBV, RSI, and MACD along with support, and resistance that follows the price while honoring the moving average of 200, 90 & 50. The default lookback period of this indicator is 21 though it is changeable as per the user's desire. The highest high and lowest low for the last 21 days lookback period proven to be the perfect Support & Resistance as the price of particular stock values are decided by market psychology. The support and resistance lines are very important to understand the market psychology which is very well proven with price action patterns and the lines are drawn based on, Lower Extreme = 0.1 (Changeable) Maximum Range = 21 days highest high - 21 days lowest low. Support Line = 21 days lowest low + (Maximum Range * Lower Extreme) Resistance Line = 21 days highest high - (Maximum Range * Lower Extreme) RSI - Relative strength indicator is very famous to find the market momentum within the range of 0 - 100. Though the lookback period is changeable, the 14 days lookback period is the perfect match as the momentum of market movement for the last 3 weeks will always assist to identify the market regime. Here the momentum is just to highlight the indication (green up arrow under the candle for long and red down arrow above the candle for short) of market movement though it is not very important to consider if the price of the stock respect the support & resistance lines along with volume indicator (* = violet color). OBV - Momentum: The on-balance volume is always going indicator on any kind of tickers, which helps to identify the buying interest. Now, applying momentum on OBV with the positive movement for at least two consecutive days gives perfect confirmation for entry. A combination of the price along with this momentum(OBV) in the chart will help us to know the whipsaw in the price. The Symbol "*" on top of each bar shows the market interest in that particular stock. If your ticker is fundamentally strong then you can see this "*" even when the market falls. MACD: One of the favorites and simple indicators widely used, where the thump of the rule is not to change the length even if it is allowed. It's OK to believe blindly in certain indicator and consider it while trading. That's why the indicator changes the bar color by following the MACD histogram. Volume: It may be the OBV works based on the open price and close price along with volume movement, it is wise to have the volume that is plotted along with price movement that should help you to decide whether the market is greedy or fearful. The symbol "-" on top of each bar tells you a lot and don't ignore it. Moving Average: Moving average is a very good trend indicator as everyone considers seeing along with the price in the chart which is not omitted while we gauge the price movement alone with volume in this indicator. The 200, 90 & 50 MA's are everyone's favorite, and the same is plotted on the chart. As explained above, the combination of all four indicators with price movement will give us very good confidence to take entry. Candlestick Pattern: You should admire the techniques of the candlestick pattern as you navigate the chart from right to left. Though there are a lot of patterns that exist, it is easy to enable and disable to view the signal as the label. Further, last but not least, the exit always depends on individual conviction and how often the individual watch the price movement, if your conviction is strong then follow the down arrow red indication. If not, then exit with a trailing stop that indicates the bar with orange color. Happy investing Note: It is just a combination of multiple indicators and patterns to get one holistic view. So, the credit goes to all wise developers who publically published.
Pine Script® indicator
by stocktechbot
BarbwireThis indicator looks for where market momentum is waning. It uses Heikin-Ahi for that. Heikin-Ashi averages the Open and Close prices, so the entity is not compressed as often as candles. Using this characteristic, the continued compression of the entity is indicated as a decline in the market. Settings: Period - The degree of compression is calculated as a stochastic-like percentage. Specify the period to be used for the calculation. Level (%) - If it is smaller than this number, it is assumed to be compressed. Minimum period - The agreement shall be valid if it has been continued for at least this period.
Pine Script® indicator
by boitoki
5
Volatility Trigger IndexThe script allows to assess the volatility of an asset. It works by calculating the rate of change and the standard deviation. The index is useful to determine the lowest volatility periods (could be useful to look strategies) and also it determine the highest volatility periods (maybe for exits or partial closes). It has 3 iputs: Lenght. Low volatility value. High volatility value. The low and high values are set after a visual inspection. The values changes in each time frame. Usually when the timeframe is higher the value of the index is higher as well. So the low and high levels must be changed after each time frame set. As an idea could be used in combination with any moving average to determine the market direction and the index used as a trigger.
Pine Script® indicator
by ExpensiveJok
Musashi_Slasher (Mometum+Volatility)--- Musashi Slasher (Momentum + Volatility ) --- This tool was designed to fit my particular trading style and personal theories about the "Alchemy of the markets". Velocity This concept will be represented by the light blue and gray lines, a fast RSI (11 periods Relative Strength Index ), and a slow one ( RSI 14 periods as Wilder's half-cycle recommendation). Note: Regular and hidden divergences will be plotted to help spot interesting spots and help with timing. - Regular divergences will hint at a slowdown in price action. - Hidden divergences will hint at a continuation as energy stored as some type of potential energy ready to be released violently. It is also referred ad 'The Slingshot' Momentum To understand Momentum, we must know that in physics Momentum = mass * velocity We will understand mass as the mass of money of the market, which is found in the volume. To represent this concept a colored cloud will be plotted, this area will be given by MFI (13 periods Money Flow Index) and VRSI (Volume RSI ), when MFI is above VRSI will be colored dark blue, else red. Note: Regular and hidden divergences on MFI will be plotted. Volatility The key to making this Alchemic theory work is to understand the "Transmutation" of the volatility which will be plotted by a multicolor line which will be blue in periods of low volatility and Red in periods of high volatility. I like to see these states as 'Ice' and 'Magma', as some periods the volatility just freezes, giving you hints that maybe a big move can be approaching, and at some points is just burning hot. Something I like about this indicator is that is trend agnostic. The line is named BBWP ( Bollinger Bands Width Percentile), as it calculates the width of the Bollinger bands (13 periods) and plot it as a percentile. Finally, we will study the volatility of the volume, plotted as the red and purple mountains at the bottom of the indicator. This will complement and confirm the information provided by the Velocity-Momentum concepts. Final Note This indicator will only help identify interesting moments in the market, it's very powerful if used correctly, but it might be difficult to read in the beginning. It won't give "signals", as it is for understanding different dimensions in the market, I use it as it fits perfectly my trading strategies and tactics. Best! Musashi Alchemist
Pine Script® indicator
by Musashi-Alchemist
2
Highs/Lows difference [OrganicPunch]Highs/Lows difference indicator To visually evaluate the difference between highs and lows of a price range. This handsome indicator shows: difference between highs of 2 candles by displaying it in green histogram difference between lows of 2 candles by displaying it in red histogram difference between both highs and lows by displaying a circle at the level of the difference To read the numerical value, point at the circle of the relevant bar you are interested in, and see the scale. Indicator is useful in creating strategies where you want to filter out consolidations/ranges (or to locate them), e.g. "Open trade when H/L difference is larger than 200", or "Look for candles with H/L difference lesser than 50". The exact value of needed H/L difference can be found using this indicator.
Pine Script® indicator
by OrganicPunch
LS Volatility Index█  OVERVIEW This indicator serves to measure the volatility of the price in relation to the average. It serves four purposes: 1. Identify abnormal prices, extremely stretched in relation to an average; 2. Identify acceptable prices in the context of the main trend; 3. Identify market crashes; 4. Identify divergences. █  CONCEPTS The LS Volatility Index was originally described by Brazilian traders Alexandre Wolwacz (Stormer) , Fabrício Lorenz , and Fábio Figueiredo (Vlad) Basically, this indicator can be used in two ways: 1. In a mean reversion strategy , when there is an unusual distance from it; 2. In a trend following strategy , when the price is in an acceptable region. Perhaps the version presented here may have some slight differences, but the core is the same. The original indicator is presented with a 21-period moving average, but here this value is customizable. I made some fine tuning available, namely: 1. The possibility of smoothing the indicator; 2. Choose the type of moving average; 3. Customizable period; 4. Possibility to show a moving average of the indicator; 5. Color customization. █  CALCULATION First, the distance of the price from a given average in percentage terms is measured. Then, the historical average volatility is obtained. Finally the indicator is calculated through the ratio between the distance and the historical volatility. To facilitate visualization, the result is normalized in a range from 0 to 100. When it reaches 0, it means the price is on average. When it hits 100, it means the price is way off average (stretched). █  HOW TO USE IT Here are some examples: 1. In a return-to-average strategy 2. In a trend following strategy 3. Identification of crashes and divergences █  THANKS AND CREDITS - Alexandre Wolwacz (Stormer), Fabrício Lorenz, Fábio Figueiredo (Vlad) - Feature scaler (for normalization) - HPotter (for calc of Historical Volatility)
Pine Script® indicator
by andre_007
7