TradingView
xel_arjona
16 Jul 2020 pukul 16.23

Market breath in regard of volatility. Singkat

META+AAPL+AMZN+NFLX+GOOG+DISNASDAQ

Huraian

Quite simple breath analysis for "big mama" players: An Infinite impulse response average compounding Garman & Klass (Yang-Zhang's) at 4 rolling weekly candles of Realized Volatility with it's relative 1x deviation bands. At bottom we have half year (26 weeks) convex DrawDown realized volatility in red against DrawUp in Black, both as confirmation using a convex algorithm for realized volatility to compare apple's with apples. (Based on Peter's Martin "ulcer index" definition)
Komen
Milesb85
Hello, i really like this setup up. I think i've got the top indicator working using your RV IIR script with Garman 4,1,1 as the settings but cannot find the lower indicator. If you could point me in the right direction that would be amazing. Thanks in advance, love your work!
xel_arjona
@Milesb85, Thank you! The indie bellow is a mod of tradingview.com/script/UJG7EfKj-Realized-Volatility-IIR-Filters-with-Bands/ if I remember, you should change overlay at the study declaration and make some tweaks on the plotting directives. Basically is the same as the witdh that feed the deviators for the bands. Cheers.
Lebih