Here is an open source (no request needed!) version of the Self-Adjusting RSI by David Sepiashvili. Published in Stocks & Commodities V. 24:2 (February, 2006): The Self-Adjusting RSI David Sepiashvili's article, "The Self-Adjusting RSI," presents a technique to adjust the traditional RSI overbought and oversold thresholds so as to ensure that 70-80% of RSI...
This indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature,...
This indicator calculates extreme deviation areas of the difference of zero-lag fast and slow exponential moving averages with volume (for Volume Weighted version). Here is a connection between the distance of prices to their respective moving averages (default periods are 50/200) and standard deviations (default period is 20) . Like in the academic literature,...
A tool I made to use alongside the Bollinger Band Momentum Average - fairly simple to use. It has the same settings as the BBMA so you can match them together. If you prefer a wider stop than a close on the opposing side of the BBMA, this is for you. The "stop" is triggered by a close on the other side of the stop line line turns red whenever the stop is...
So this is something I've been using with my Squeeze system that I have found very useful (great addition especially if you use the Squeeze Arrows). First thing I'd like to point out is that the default setting (20 SMA) is also the default for the Bollinger Bands basis line, so I recommend using the line set at the default. First thing you'll notice is that...
5 Configurable Bollinger Bands and custom breakout and reversal confirmation indicators. All settings are able to be edited and tuned to your liking. Default standard deviations for the bands are .5,1,2,2.5,3 and breakout/reversal confirmation standard deviation move pair is 2.9,2.1
This is an extension of the WAVE-PM indicator as explained by Mark Whistler in his book Volatility Illuminated . This heatmap represent different lengths of WAVE-PM indicator, starting from 20 and incremented by 15 until 485. As a reminder, WAVE-PM compare the size of the current distribution to the last 100. The result is represented as a number between 0...
This is the WAVE-PM indicator as described by Mark Whistler in his highly recommend book "Volatility Illuminated"
Hophop Weighted Average With Std Band Quite simple but elegant bands formed by modified version of VWAP with a incremental weighted standard deviation
Regularized VZO Vanilla in link below White noise and 1 confirm auto divs included
This indicator shows price in relation to the standard deviations in a normalised way. It can be seen as a kind of Bollinger Bands, where the bands stay the same size apart and price amplitude is modified between them, or as a 'normalised' version of my BBC indicator. Contrary to the popular use where price is seen as BOUNCING AGAINST the different deviations...
This script normalizes ATR to a Z Score, or a number of standard deviations it is from its long term average, positive or negative.
Indicator showing the Implied Volatility (IV) Percentile for any coin/security. Areas of low volatility are clearly highlighted. As volatility increases, the IV line moves upwards and the script indicates if the move is Bullish or Bearish. This script has been designed to be: Simple - it removes noise and provides a clear visualization of volatility at a...