업데이트됨
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. Some strategies may work better when volatility is higher
Feel free to use the following code along with your strategies to help improve performance and reduce the volatility of your gains in the long term.
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. Some strategies may work better when volatility is higher
Feel free to use the following code along with your strategies to help improve performance and reduce the volatility of your gains in the long term.
릴리즈 노트
Clean up variable names
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.