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SV Volatility Indicator Basic
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The SV Volatility Indicator Basic in TradingView calculates and visualizes daily and average volatility over specified periods using three lines. Here’s what it does:
1. Daily Volatility Calculation. The indicator computes daily volatility as the percentage difference between the high and low prices relative to the closing price:
2. 30-day Moving Average of Volatility. A simple moving average (SMA) is applied to the daily volatility values over the last 30 days to smooth short-term fluctuations.
3. 90-day Moving Average of Volatility. Similarly, an SMA is calculated over the last 90 days to provide a longer-term view of volatility trends.
4. Visualization:
This indicator helps traders analyze market volatility by providing both immediate (daily) and smoothed (30-day and 90-day) measures, aiding in trend identification and risk assessment.
1. Daily Volatility Calculation. The indicator computes daily volatility as the percentage difference between the high and low prices relative to the closing price:
2. 30-day Moving Average of Volatility. A simple moving average (SMA) is applied to the daily volatility values over the last 30 days to smooth short-term fluctuations.
3. 90-day Moving Average of Volatility. Similarly, an SMA is calculated over the last 90 days to provide a longer-term view of volatility trends.
4. Visualization:
- Three lines are plotted:
- Red line: Represents the daily volatility in percentage terms.
- Blue line: Displays the 30-day moving average of volatility.
- Green line: Shows the 90-day moving average of volatility.
This indicator helps traders analyze market volatility by providing both immediate (daily) and smoothed (30-day and 90-day) measures, aiding in trend identification and risk assessment.
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