The Volatility Speedometer indicator provides a visual representation of the rate of change of volatility in the market. It helps traders identify periods of high or low volatility and potential trading opportunities. The indicator consists of a histogram that depicts the volatility speed and an average line that smoothes out the volatility changes.
The histogram...
The Daily Factor Indicator was created by Andrea Unger (Stocks and Commodities Jun 2023 pgs 26-31), and this is a new volatility indicator that compares the body, which is the absolute difference between the previous open and previous close, and the range which is the difference between the previous high and previous low. The indicator is calculated by dividing...
"The Advanced Choppiness Indicator with CPMA is a technical analysis tool designed to assist traders in identifying choppy market conditions and determining trend direction. It combines two key components: the Choppiness Index and a Custom Price Moving Average (CPMA).
The Choppiness Index is calculated using the Average True Range (ATR), which measures market...
Momentum Bollinger Squeeze Signals - TradeUI
The Squeeze Momentum Indicator (SMI) uses the principles of the Squeeze Indicator, which is a volatility indicator, and combines them with a momentum calculation to provide a more comprehensive view of the market.
The original Squeeze Indicator uses the relationship between the Bollinger Bands and Keltner Channels to...
This script calculates the historical volatility of a given market using the standard deviation of its returns over a specified lookback period.
The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market.
The script uses the inputs from the user to adjust the calculation, such as lookback period,...
OANDA:EURUSD
TLDR: A custom volatility indicator that combines Average True Range with candle direction.
The Directional ATR (DATR) is an indicator that enhances the traditional Average True Range (ATR) by incorporating the direction of the candle (bullish or bearish).
This indicator is designed to help traders identify trend strength, potential trend...
The Volatility-Based Mean Reversion Bands indicator is a powerful tool designed to identify potential mean reversion trading opportunities based on market volatility. The indicator consists of three lines: the mean line, upper band, and lower band. These bands dynamically adjust based on the average true range (ATR) and act as reference levels for identifying...
This script is a little widget that I made to do some homework on the VIX.
As you can see in the chart I was analyzing the 2008 market crash and the stats that followed it after until the market started to recover.
You can see that theory in my "Ideas" tab.
This is an interactive set of lines that you can use to count the the bars inside and outside of your...
A fixed volatility plotter set to a 0-100 range - Plots the current volatility % using the formula to calculate volatility and stdev (standard deviation) based on the candle lookback.
The indicator is Fixed, which means that regardless of the chart, the volatility will be plotted on a percentage of 0% - 100% with a 101% threshold set to indicate a volatility...
Here is my rendition of Bollinger Bands Width. If you are unfamiliar, Bollinger Bands Width is a measure of the distance between the top and bottom bands of Bollinger Bands. Bollinger Bands themselves being a measure of market volatility, BB Width is a simpler, cleaner way of determining the amount of volatility in the market. Myself, I found the original, basic...
Plots the Average True Range (ATR), its historical mean, the upper threshold for a volatility spike, and uses background color to show the likelihood of a volatility spike based on the current ATR value.
Green background indicates an increased likelihood of a volatility spike, while red background means a spike might have already occurred or be in...
Display variations in min-max and median values of high, low and close across exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a...
Measures the deviation of price metrics between various exchanges. It's a kind of realized volatility indicator, as the idea is that in times of high volatility (high emotions, fear, uncertainty), it's more likely that market inefficiencies will appear for the same asset between different market makers, ie, the price can temporarily differ a lot. This indicator...
ACBR, or, Average Candle Bodies Range is a volatility and momentum indicator designed to indicate periods of increasing volatility and/or momentum. The genesis of the idea formed from my pondering what a trend trader is really looking for in terms of a volatility indicator. Most indicators I've come across haven't, in my opinion, done a satisfactory job of...
Volatility is a crucial aspect of financial markets that is closely monitored by traders and investors alike. The traditional Average True Range (ATR) oscillator is a widely used technical indicator for measuring volatility in financial markets. However, there are limitations to the ATR oscillator, as it does not account for changing market conditions and may not...
For trading ES on 30min Chart
Trading Rules
Post Baseline Cross Qualifier (PBCQ): If price crosses the baseline but the trade is invalid due to additional qualifiers, then the strategy doesn't enter a trade on that candle. This setting allows you override this disqualification in the following manner: If price crosses XX bars ago and is now qualified by other...
This is a comprehensive trading tool that presents an overview of the market in a tabular format. It consists of five distinct categories of trading indicators : Volatility, Trend, Momentum, Reversal, and Volume. Each category includes a series of indicators that are widely used in the trading communauty.
The Volatility category includes the Average True Range...
![AAPL: Daily Factor Indicator [CC]](https://s3.tradingview.com/r/roCukmkh_mid.png "Daily Factor Indicator [CC]")
