OPEN-SOURCE SCRIPT
Volatility
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Volatility - The amount of price deviation in the specified time interval.
The calculation is made from the opening point to the closing point, and the maximum and minimum deviation between them is also included. Any timeframes are supported.
Available information: the start date of the calculation (according to the time zone of the exchange), the current volatility from the initial opening point or from the last closing point, the total volatility for all periods.
An indicator of useful use in everyday work.
Thanks for your attention!
The calculation is made from the opening point to the closing point, and the maximum and minimum deviation between them is also included. Any timeframes are supported.
Available information: the start date of the calculation (according to the time zone of the exchange), the current volatility from the initial opening point or from the last closing point, the total volatility for all periods.
An indicator of useful use in everyday work.
Thanks for your attention!
Nota Keluaran
Updating the code. Adding new parameters.Nota Keluaran
Update for the chart.Nota Keluaran
Code update:- Fixed calculation starting point error
- Added check for the correctness of the calculation in the absence of time intervals
In markets where there are weekends, it is better to calculate by session when the market is open.
For example: 1H, EURUSD, FXCM, Calculation date: 28.08.2022 17:00 - 02.09.2022 17:00 (UTC-4).
Nota Keluaran
Code update. Adding the ability to resize a table.Nota Keluaran
Minor changes. Added rounding to the tick accuracy of the displayed volatility in the table when choosing a deviation - "Pricing". Added more options for table management.Nota Keluaran
Minor changes.Nota Keluaran
Minor changes. Hours, minutes and seconds have been removed from the start time for calculating volatility on the daily, weekly and monthly charts.Nota Keluaran
Minor changes.Nota Keluaran
Updated chart.Skrip sumber terbuka
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Penafian
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