Historical Volatility %

8 Apr 2020

Historical Volatility in % on 1 minute close of Deribit exchange candles.
Ability to set an alert for a given level of volatility .

30 Apr 2020

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Historical volatility in % from Deribit exchange.
HV - 1 minute candle close per day;
HV D - 1 hour candle close in 2 weeks.
Ability to set an alert for a given level of volatility HV.

30 Apr 2020

Nota Keluaran

Update color.

2 Mei 2020

Nota Keluaran

You can fix the selection ticker in the format "Exchange:Ticker" or use for the current open ticker.
Window Calc - selection of a window for calculating volatility in days
HV Fast - 1 minute volatility
HV Slow - 1 hour volatility

2 Mei 2020

Nota Keluaran

Added selection of the type of measurement of historical volatility

2 Mei 2020

Nota Keluaran

Bug fix

2 Mei 2020

Nota Keluaran

Types added Close-to-Close, Rogers-Satchell, Yang-Zhang

14 Jun 2020

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Working hours for different markets

14 Jun 2020

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Bug fix

16 Jul 2020

Nota Keluaran

Added TimeFrame selection for HV Fast and HV Slow

18 Jul 2020

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Bug fix

26 Okt 2020

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Историческая волатильность %
– Method - Выбор метода Close to Close или Yang Zhang.
– TimeFrame - Интервал свечей для расчета.
– Set Work Time - Установить рабочее время.
При вкл. будут использованы параметры указанные вручную ниже.
При выкл. для тикера биржи Deribit: 365.25 рабочих дня, 1440 рабочих минут в сутках.
При выкл. для тикера биржи MOEX: 248 рабочих дней, 810 рабочих минут в сутках.
При выкл. для тикеров других бирж: 252 рабочих дня, 870 рабочих минут в сутках.
– Working Days Per Year - Рабочих дней в году.
– Working Minutes Per Day - Рабочих минут в сутках.
– Window Calc - Окна расчетов исторических волатильностей с быстрым, средним и медленным откликом.
– Weight - Веса исторических волатильностей для расчета взвешенной волатильности.
– Fix Ticker - Установить тикер.
При вкл. будут использоваться свечи указанного ниже тикера.
При выкл. будут использоваться свечи открытого тикера.

Historical volatility %
- Method - Select the Close to Close or Yang Zhang method.
- TimeFrame - The timeframe of candles for calculation.
- Set Work Time - Set working time.
When on parameters specified manually below will be used.
When off for the Deribit ticker: 365.25 business days, 1440 business minutes per day.
When off for the ticker of the MOEX exchange: 248 business days, 810 business minutes per day.
When off for tickers of other exchanges: 252 business days, 870 business minutes per day.
- Working Days Per Year - Working days per year.
- Working Minutes Per Day - Working minutes per day.
- Window Calc - Historical volatility calculation windows with fast, medium and slow response.
- Weight - Historical volatility weights for calculating weighted volatility.
- Fix Ticker - Install the ticker.
When on the candles of the below ticker will be used.
When off open ticker candles will be used.

Telegram ly0ka

24 Dis 2020

Nota Keluaran

Added auto time settings for exchanges: COINBASE, BITSTAMP, BINANCE, BITFINEX

8 Feb 2021

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Settings simplified

27 Feb 2021

Nota Keluaran

Обновлены автоматические настройки времени

Updated automatic time settings

12 Sep 2021

Nota Keluaran

Added Mobility

12 Sep 2021

Nota Keluaran

Bug fix

22 Mac 2022

Nota Keluaran

Added ability to accept fractional window