Volatilità storica

Outside Day This strategy is taken from Perry Kaufman's book "Trading System and Methods". You can enter on the direction of the candle, or opposite to it. I find that the opposite tends to yield better results in volatile assets, allowing a better reward to risk ratio. There is no stop loss in this strategy, only a fixed take profit and a time limitation.

Strategia

di EduardoMattje

Average Daily Range Re-Re-upload! There are a handful of decent Average Daily Range indicators out there. Often they are built using Pinescript v2 (severely outdated) or have no customization or are "Closed Source" In this version, you can select two multipliers to display on chart Primary Mult - Large Green or Red crosses, by default set to 1 or 100% of ADR Secondary Mult - Small Aqua or Maroon crosses, by default set to 0.5 or 50% of ADR Cheers, EFX

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Advanced Forex Sessions Essential for ALL Forex Day Traders! Don't waste your time trading Forex Sessions with little to no volume or volatility! The Advanced Forex Sessions tool will search through all 4 sessions, tally up the total volume and ticks moved, and show you which session has the most movement. It will show you the two best sessions on chart and optionally color the background too. Configure the position & size of the Infographic table as well as custom Forex Session times and colors.

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Forex Trading Sessions There are a million Forex Trading Session indicators out there, but I couldn't find one with all of the following requirements: 1. Automatically show the Sessions that actually affect the current pair (for instance, Tokyo session doesn't matter when trading EURGBP) 2. Editable colors or at the very least no distracting colors 3. Editable times for each exchange session 4. Unique indication of the start of a session vs the end of a session. (Sometimes, I don't notice a background going from Nav

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Bar Statistics This script calculates and displays some bar statistics. For the bar length statistics, it takes every length of upper or lower movements and calculates their average (with SD), median, and max. That way, you can see whether there is a bias in the market or not. Eg.: If for 10 bars, the market moved 2 up, then 1 down, then 3 up, then 2 down, and 2 up, the average up bars length would be at 2.33, while the average for the down length would be at 1.5, showing that upper movements last longer tha

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di EduardoMattje

myRangestat Calculates the average daily range as well as the standard deviation of the daily range over a given period. Adding both values gives you a statistical range (bottom to top or top to bottom) in which price can be expected to move.

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pricing_table This script helps you evaluate the fair value of an option. It poses the question "if I bought or sold an option under these circumstances in the past, would it have expired in the money, or worthless? What would be its expected value, at expiration, if I opened a position at N standard deviations, given the volatility forecast, with M days to expiration at the close of every previous trading day?" The default (and only) "hv" volatility forecast is based on the assumption that today's volatilit

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Average Daily Range Fibonacci Levels The Average Daily Range is a simple concept, calculated as the difference between daily highs and lows averaged over some period. This indicator uses that range in conjunction with Fibonacci ratios to create zones centered on the day's open that tends to act as areas of support and resistance. The thicker White lines are the ADR levels; all other lines are the same value adjusted by the various Fibonacci values. A simpler version of this concept can be seen in my other script, Average Daily Ra

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Average Daily Range Zones The Average Daily Range is a simple concept, calculated as the difference between daily highs and lows averaged over some period. This range is is overlaid and centered on the day's open, and tends to act as areas of support and resistance . This indicator provides two aggregation periods, creating a range that represents volatility in the ADR; a wider spread indicates greater recent volatility , and vice-versa. Thanks to @Hank Hill for the original idea and ToS script this is based on, and TV

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tr_vol This indicator shows the annualized volatility, computed using the ewma method. It also uses average true range (ATR) as the daily return, rather than the typical close-to-close percentage change. You can uncomment the "comparison" series to see how it compares to the standard deviation, daily log return method. The standard deviation method weights all periods equally and doesn't account for intra-day ranges, meaning it is less responsive to new information than the ewma method and doesn't weig

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Volatility Index This indicator is based on Historical Volatility (HV) built-in indicator with minor tweaks to match the Bitcoin Volatility Index (from Bybt). Also, you can select a symbol to compare its volatility with the volatility of the currently selected symbol.

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Ultimate Volatility Indicator [CC]The Ultimate Volatility Indicator was created by Richard Poster (Stocks and Commodities July 2021 pg 21) and this is a very simple but effective indicator. The idea behind volatility indicators is that when the indicator rises above a certain threshold then volatility is high enough and you can make a good amount of money riding the trend in the current direction and then exit when volatility drops below the threshold or until the underlying trend changes. I have included a threshold that you c

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di cheatcountry

Candle Power This script shows power of candle during last average candle bodies. useful for detect pullback signals.

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di mohammad5farahi

CUSTOM intraday volatility chart clock Chart clock showing an overview of the day's expected and actual intraday volatility. In white are only the expected volatility scores. The expected increase or decrease in volatility at any given hour of day compared to the average of the whole day's expected volatility. A 0.5 score two hours from now means that you can expect that hour to be 0.5% more volatile than the average of whole day's volatility. In blue are the actual or realized volatility scores; the difference between that hour's vo

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Session Volatility Calculator Hey traders! This script calculates the average volatility of trading sessions. You specify a start date, an end date, and a session time (eg. market open, Asian session etc) The script then scans through all the price action on your chart and calculates the average price movement during that specified period. What Is It For? I created this script for my own purposes when developing certain strategies and testing certain ideas. The purpose of this script is to give you an idea of how much

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di ZenAndTheArtOfTrading

Fourth Friday Future There seems to be an options contract that comes due on the fourth Friday of every month, causing massive dips in the crypto market; this indicator colors your chart to tell you when this is going to happen.

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Previous Day, Week, Month High/Low Line Indicator Made a line indicator for previous Daily Weekly & Monthly High / Low. You can use all 3 (D,W,M) or just one by editing the settings.

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Day and Time Highlight Yet another sweet little tool that highlights only specific days and time. For example, you can highlight only Tuesday's and Friday's from 0930-1600 You can adjust to any day of the week and any time of the day. You can request more improvements upon this version. Cheers! Like if you Like and Follow me for upcoming indicators/strategies: www.tradingview.com

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Historical Volatility Percentile Filter This indicator provides a simple market regime filter for Historical Volatility. Depending on the strategy that you are using, it is useful to know how your strategy will perform at different ranges of volatility, as this can greatly impact your performance. For instance, some of my long-only mean reversion strategies will only take trades where the volatility percentile is not extremely high, as this can often indicate fundamental changes in the security or the start of a big market correction.

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Does your trading pass the seasonality test?Are you consistently beating the standard "Buy and Hold" benchmark? Check your performance against the next most common strategy: Buy at the start of the holiday season and close in the new year. By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade. Commission is set to be 0.5% of each trade. You can tweak the direction of trades by adjusting the first setting. Tweak the holding period by changing the Entry and Exit months. Red plot: Balance of ac

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Kolmogorov-Smirnov Test The Kolmogorov–Smirnov test aims to tell you if the distribution of prices (or log returns) tends to follow a normal distribution or not. You can read about this test on Wikipedia . It seems to be a basic but trusted measure in the quantitative trading world. When KS-t columns are blue, then it's safe to assume normal distribution. When they are red, the normal distribution assumption is proven wrong by the magnitude of the KS-t value. In the plotting tab of the script, you can activate anoth

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Put Call Auto [Nic]Looks up the put call ratio for select stocks, and draws them. Does not support all stocks / equities, but does include a number of major ones.

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di NicTheMajestic

ICT Time Ranges ICT Time Ranges is a concept around the fact that price likes to show volatility spikes in certain times of the day. Although there are many other scripts such as that revolve around this concept, the difference between this one and some of the others out there is the fact that this code specifically focuses on the ranges like New York, London, Asia, and ICTs concept behind having a "True Day Range". Also, prior scripts draw horizontal lines to delineate the High and Low of the Day. Although th

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di DivineRapture

Range Finds the range of a bar.

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