Standard Deviation (Volatility)

Yatagarasu_ Telah dikemas kini 

Multi Timeframe Volume Weighted Average Price with Standard Deviation Bands I used the script "Koalafied VWAP D/W/M/Q/Y" by Koalafied_3 and made some changes, such as adding more standard deviation bands. The script can display the daily, weekly, monthly, quarterly and yearly VWAP. Standard deviation bands values can be changed (default values are 0.618, 1,...

loxx

This indicator is using the modified "correcting" method. Instead of using standard deviation for calculation, it is using EMA deviation and is applied to Ehlers' Super Smoother. What is EMA-Deviation? By definition, the Standard Deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount...

taylor_o Telah dikemas kini 

A simple script to draw a realized volatility forecast, in the form of a box. The script calculates realized volatility using the EWMA method, using a number of periods of your choosing. Using the "periods per year", you can adjust the script to work on any time frame. For example, if you are using an hourly chart with bitcoin, there are 24 periods * 365 = 8760...

loxx

Adaptive-LB, Jurik-Filtered, Triangular MA w/ Price Zones is a moving average indicator that takes as its input an adaptive lookback period. This is an experimental indicator and I wouldn't use this for trading. It's more to explore different adaptive calculation methods and their applications to moving averages and channels. Unlike the traditional Triangular...

loxx

STD-Adaptive T3 Channel w/ Ehlers Swiss Army Knife Mod. is an adaptive T3 indicator using standard deviation adaptivity and Ehlers Swiss Army Knife indicator to adjust the alpha value of the T3 calculation. This helps identify trends and reduce noise. In addition. I've included a Keltner Channel to show reversal/exhaustion zones. What is the Swiss Army Knife...

loxx

This indicator uses the Juirk Moving Average to calculate price deviations from the JMA and if the changes are not significant, then the value is "flattened". That way we can easily see both trends and potential chop zones. This uses the regular JMA as a trigger. What is Jurik Volty used in the Juirk Filter? One of the lesser known qualities of Juirk smoothing...

loxx Telah dikemas kini 

STD-Stepped VIDYA w/ Quantile Bands is a VIDYA moving average with Standard Deviation step filtering on either/neither/both price and VIDYA. Also included are quantile bands to identify breakouts/breakdowns/reversals. What is VIDYA? Variable Index Dynamic Average Technical Indicator ( VIDYA ) was developed by Tushar Chande. It is an original method of...

loxx Telah dikemas kini 

Dynamic Zone of Bollinger Band Stops Line is a Bollinger Band indicator with Dynamic Zones. This indicator serves as both a trend indicator and a dynamic stop-loss indicator. What are Bollinger Bands? A Bollinger Band is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple...

LuxAlgo Wizard

This script displays a histogram from the mean and standard deviation of the visible price values on the chart. Bin counting is done relative to high/low prices instead of counting the price values within each bin, returning a smoother histogram as a result. Settings Bins Per Side: Number of bins computed above and below the price mean Deviation...

Sidders Telah dikemas kini 

This indicator visualizes in a straight forward way the distance price is away from the mean in absolute standard deviations (Z-score) over a certain lookback period (can be configured). Additionally I've included a moving average of the distance, the MA type can be configured in the settings. Personally using this indicator for some of my algo mean reversion...

loxx

Volatility Ratio Adaptive RSX this indicator adds volatility ratio adapting and speed value to RSX in order to make it more responsive to market condition changes at the times of high volatility, and to make it smoother in the times of low volatility What is RSX? RSI is a very popular technical indicator, because it takes into consideration market speed,...

loxx Telah dikemas kini 

STD-Stepped, CFB-Adaptive Jurik Filter w/ Variety Levels is a Composite Fractal Behavior, single/double Jurik filter with floating boundary levels, alerts, and signals. What is Composite Fractal Behavior ( CFB )? All around you mechanisms adjust themselves to their environment. From simple thermostats that react to air temperature to computer chips in modern...

BobBasic

Arnaud Legoux Moving Average with standard deviation band and standard deviation Fibonacci levels. Standard deviation band is alma + stdev and alma - stdev. Fibonacci levels are alma + stdev * fib ratio and alma - stdev * fib ratio (0.382 / 0.5 / 0.618 / 1.618 / 2.618). Used like a moving average, but also shows probable price range based on past volatility, and...

loxx

STD Stepped Ehlers Optimal Tracking Filter MTF w/ Alerts is the traditional Ehlers Optimal Tracking Filter but with stepped price levels, access to multiple time frames, and alerts. What is Ehlers Optimal Tracking Filter? From "OPTIMAL TRACKING FILTERS" by John Ehlers: "Dr. R.E. Kalman introduced his concept of optimum estimation in 1960. Since that time,...

spacemanbtc Telah dikemas kini 

█ OVERVIEW This indicator is an attempt to bring all VWAP functionalities under one umbrella suite, the existing VWAPs are great and this was made to provide all functionalities. (pending more updates as well) █ FEATURES Multiple VWAPs MTF Individual Band configuration Previous vwap closes Date tracking of previous closes MTF Options Enabling the other VWAPS...

andre_007

█ Standard Deviation Refurbished This is an indicator that serves to show the standard deviation in a more improved and less trivial form. Basically, I put the option to normalize the indicator in a range of 0 to 100. I also put 10 moving averages of standard deviation. In the graphic part was placed the choice of themes. Gratitude to the author 'The_Caretaker'...

rieos

Heavily modified from Z Score by jwammo12 Compares the z-score of two assets, the onscreen one and the reference one configured. If you're familiar, you can think of it as Bollinger Band Percent of Onscreen Asset minus the Bollinger Band Percent of Reference Asset. It's compared off a simple moving average, due to how standard deviation is calculated. I view...

peacefulLizard50262 Telah dikemas kini 

This is the oscillator version of Price Clouds (PS). Use this with (PS) for best results. This indicator shows you over bought and over sold regions similarly to to rsi or stochastic. This indicator centers a moving average around the hl2 of the price. This is calculated as the difference of four moving averages. The signal line shows you how much momentum in...