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歷史波動率

M-Alpha-Session Edge - Hourly Activity and Real Hour BiasWhat it does M-Alpha-Session Edge shows when this market really moves and whether any hour of the day truly leans up or down. The coming 12 hours (up to 24) are listed to the right of price, the next hour on top: the longer and brighter a bar, the more that hour usually moves. A direction is printed only when it is stronger than chance; everything else says "no lean". How it works 1. For every hour of the day (time zone selectable) the script collects all closed hours of the chart history. 2. A
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由MAlphaCore提供
M-Alpha-Leverage Guard - How Often Leverage Gets Wiped OutWhat it does M-Alpha-Leverage Guard draws, from the current price, the distance a long or a short can survive at 5x, 10x, 20x and 50x leverage before the margin is gone. Next to every line it shows how often this market actually moved that far against a position within your holding time, counted over the whole chart history. How it works 1. Distance: margin is gone after a move of 1 / leverage (simplified: no maintenance margin and no fees, so real liquidations come a bit earlier). 2. History:
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由MAlphaCore提供
M-Alpha-Fear and Greed - Crypto Sentiment IndexWhat it does M-Alpha-Fear & Greed measures crypto market sentiment on a scale from 0 (extreme fear) to 100 (extreme greed), directly from chart data. It works on any coin and any timeframe, without external feeds. A table shows the overall value, its zone (Extreme fear, Fear, Neutral, Greed, Extreme greed) and the five parts it is built from, so you can see why the market reads the way it does. Example (as on the chart above): BTC perpetual, 30 minutes. Overall 54, Neutral. Momentum 49, trend 4
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由MAlphaCore提供
Implied vs Realized Volatility (IV vs RV)Are options paying more than the market is actually moving? This indicator plots implied volatility (what the options market is pricing) against realized volatility (what the market is actually delivering), on the same scale, so you can see at a glance whether option premium is rich or thin. WHAT IT SHOWS - Green line: Implied volatility, the live vol index (e.g. VIX for the S&P 500). - Red line: Realized volatility, how much the underlying index has really been moving over the same horizon. -
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由Baileyy_提供
BBW + SqueezeThe BBW Squeeze indicator, explained The idea in one sentence: Markets switch between quiet phases and loud phases. This indicator flags when a market is unusually quiet compared to its own last six months, because a big move often follows a quiet stretch. How it measures “quiet” It uses Bollinger Bands. Those are two lines drawn around the price, two standard deviations above and below the 20-bar average. When price swings wildly, the bands spread apart. When price drifts sideways, they pull
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由kroo_sol提供
Volatility Time WindowsVolatility Time Windows finds the hours of the day when a market statistically moves the most and draws them on your chart as zones: past occurrences, the window that is running right now, and the next one coming up. WHAT IT DOES Every intraday market has a rhythm. Some hours are consistently wild, others are consistently dead. This script measures that rhythm from your chart's own history instead of relying on fixed session times. It splits the day into time slots (default 60 minutes), measure
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由Davidgorban提供
Volatility of Returns | NickJoanVolatility of Returns | NickJoan Core Idea Volatility of Returns measures the standard deviation of logarithmic returns over a user-defined lookback window. This is the industry-standard approach to calculating historical volatility, widely used in finance for risk management, option pricing, and portfolio analysis. The indicator displays volatility as an annualized percentage, making it easy to compare across different assets and timeframes. An optional moving average helps smooth the volati
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由Nick_Joan提供
Volatility Regime Tracker | NickJoanVolatility Regime Tracker | NickJoan Core Idea Volatility Regime Tracker measures the dispersion of price relative to its recent average and classifies the current market environment into distinct volatility states. Instead of just showing raw volatility values, the indicator uses percentile-based thresholds combined with moving average direction to identify three persistent regimes: LOW, NEUTRAL, and HIGH. The script goes beyond simple volatility measurement by tracking how long each regime
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由Nick_Joan提供
Intraday Volatility ClockThe Concept A stop is a distance, and every distance is really a bet about how much the market can move before you are wrong. But intraday volatility is nowhere near constant — it is loud at the open, quiet through the middle of the session, and wakes up again into the close. On liquid intraday instruments the gap between the busiest and calmest half-hours is routinely four to five times in variance, which is roughly double in standard deviation. A stop set on the session's average volatility i
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由iamsammy提供
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Segmented Momentum PeakSegmented Momentum Peak (SMP) by Chao Ivans This indicator builds an adaptive momentum threshold by collecting peak and trough readings from a series of past time segments and averaging them into a reference. A current move is treated as significant only when it matches or exceeds what the instrument has historically been capable of producing. Calculation The process runs in four stages. First , Rate of Change is measured on closing prices over a defined period. This value feeds everythi
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由Chao_Ivans提供
Realized Volatility Comparator [AlgoTraderPro]What it does Plots the annualized realized volatility of the chart's symbol and of a second symbol of your choice in the same pane, so you can compare how "nervous" two assets actually are — and how that changes across years. The default comparison is gold, which makes it useful for one specific long-term study: watching Bitcoin's volatility mature toward that of older stores of value. How it works For each symbol the script computes the standard deviation of logarithmic returns over a confi
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由algoTraderGTP提供
VWAP Rope Band by ByblloVWAP Rope Band plots a smoothed trend line (the "rope") that only moves once price has traveled beyond a VWAP-deviation threshold from its last position - small back-and-forth noise around VWAP is absorbed, and the line only steps when a move is statistically meaningful. The threshold is the standard deviation of (close - VWAP) over a lookback period, scaled by a multiplier, so the surrounding band automatically widens or narrows with how far price is currently dispersing from VWAP - no manual
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由Bybllo提供
Quantile Threshold Bands | NickJoanQuantile Threshold Bands | NickJoan Core Idea Quantile Threshold Bands measures the position of price within a lookback window and uses that information to define adaptive upper and lower threshold bands. The script calculates two percentile levels from a user-defined lookback window and uses them to classify the current source value as bullish or bearish. When the price moves above the upper quantile, the indicator turns bullish. When the price moves below the lower quantile, it turns bearish.
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由Nick_Joan提供
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GreenStar ATR% Extension MonitorGreenStar ATR% Extension Monitor The GreenStar ATR% Extension Monitor answers two questions in one window: 1) How volatile is the name? (14-period ATR as a percent of price) 2) How far has price stretched from a moving average, in relation to historical data? Some names routinely stretch to 10-12x before mean-reverting. Others rarely clear 5x. Scroll back on a daily chart to see extension habits for that symbol. Why extension matters Dollar distance from a 50-day MA does not compare a $1
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由FlyMe2提供
Advanced Volatility1. Normalized ATR (%) - The Blue Line What it is: The standard Average True Range (ATR) divided by the current closing price. Why it matters: It tells you exactly what percentage the asset moves on an average bar. If the nATR is 2.0%, you know the asset swings roughly 2% per candle. This is incredibly useful for setting dynamic stop losses and take profits that scale mathematically with the asset's price, rather than guessing arbitrary dollar amounts. 2. BB Width (%) - The Orange Line What it i
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由greymyst提供
Ultimate Supertrend1. The Core: NLMS Adaptive Filter At its heart is the Normalized Least Mean Squares (NLMS) filter. Unlike a standard moving average (SMA/EMA) that statically averages the last X bars, the NLMS is an "online" machine-learning predictor. It looks at the past M bars (taps) and uses gradient descent to calculate "weights" that best predict the current price. The Step Size (μ) dictates how aggressively it learns. A higher step size makes it hug the price very closely (reactive), while a lower step
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由greymyst提供
Daily Return Z-Score / OutlierDaily Return Z-Score / Outlier What this indicator does Daily Return Z-Score / Outlier measures how unusual today's daily return is relative to the instrument's own historical return distribution. It converts the current return into a Z-Score (standard-deviation scale) and colours the bars according to whether the return sits in the normal range, a warning zone, or an extreme zone (fat-tail event). The goal is to make statistical outliers visible — days on which the price move is materia
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由Tools-for-Trader提供
Teknik Analiz YardimcisiTAY (Teknik Analiz Yardimcisi) Grafik üzerinde çok sayıda indikatörü takip etmek yerine, temel teknik göstergeleri tek bir tablo üzerinde birleştiren bir takip aracıdır. Dashboard İçeriği: EMA (20, 50, 100, 200): Fiyatın trend ortalamalarına göre konumunu gösterir. RSI (14): Fiyatın aşırı alım veya satım bölgelerini takip eder. Bollinger Bantlari: Fiyatın oynaklık bandını belirler. VWAP: Kurumsal maliyete yakın ortalamayı analiz eder. Supertrend: Trend yönünü (Yükseliş/Düşüş) belirler. OB
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由LOKMANwxa提供
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Multi Indicator DashboardTeknik Analiz Yardımcısı Grafikte onlarca indikatörü tek tek takip etmek yerine, stratejiniz için kritik olan 9 temel veriyi tek tabloda topladım. Bu Dashboard ne işe yarar? Hız: EMA (20/50/100/200), RSI, Bollinger, VWAP, Supertrend ve OBV-MACD verilerini tek panelde görürsünüz. Teyit: "Güçlü AL/SAT" özet tablosu sayesinde, hissenin teknik olarak hangi bölgede olduğunu anlık analiz eder, karar verme sürenizi kısaltırsınız. Disiplin: İşleme girmeden önce indikatörlerin teknik teyidini (hacim
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由LOKMANwxa提供
Katana Signal AUDCAD Entry Indicator2AUDCAD Mean-Reversion Signals — Automated with Katana EA (MT4) This indicator plots entry signals for a mean-reversion strategy on AUDCAD 30min. HOW IT WORKS: - RSI oversold/overbought extreme - Parabolic SAR confirms on prior closed bar (no repainting) - Both conditions must align simultaneously WHY AUDCAD: AUD and CAD are commodity currencies that move together. When they temporarily diverge, mean-reversion has structural reasons to work. AUTOMATED VERSION (Katana EA v1.4) on MT4: - Dynam
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由visibleBoa82138提供
Price historyПростой индикатор для сезонных инструментов (природный газ, например). Накладывает историю цены прошлых лет на текущий год. Применять на старших таймфремах. A simple indicator for seasonal instruments, such as natural gas. It overlays historical price data from previous years onto the current year. Use it on higher timeframes.
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由sich1111提供
Compass | AnonycryptousCompass | Anonycryptous Description & user manual Credits The weekly psychological level calculation in this indicator is based on open-source code originally published on TradingView. The original script was created by plasmapug. Continued development was done by infernixx, Peshocore, and xtech5192 in collaboration with TradersReality. Significant modifications have been made to integrate this component into the Compass framework. Why this indicator is different Most indicators answer one que
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由Anonycryptous提供
HTF Trend Tracker [BigBeluga] - Price label updateHTF Trend Tracker is a higher timeframe (HTF) trend tracking indicator designed to help traders identify significant trends, key levels, and market sentiment. The indicator dynamically adapts to the current price action, using HTF highs and lows to display trend direction and strength with detailed visuals. Key Features: Dynamic Trend Detection: Uptrend is identified when the price closes above the HTF high. Downtrend is detected when the price closes below the HTF low. Midline changes color
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由susiraj提供