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歷史波動率

Rolling Sharpe Ratio Oscillator | Astral Vision Rolling Sharpe Ratio Oscillator | Astral Vision 🌠💠 The Sharpe Ratio measures risk-adjusted return: how much excess return is being generated per unit of volatility. Applied as a rolling oscillator to Bitcoin's daily log returns, it answers a question that neither price nor momentum indicators address: is the current appreciation being earned efficiently relative to the risk being taken, or is it a volatile, noisy move that consumes large drawdowns to produce modest gains? High rolling Sharpe
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由AstralVision提供
Volatility Gated Supertrend [BackQuant]Volatility Gated Supertrend Overview Volatility Gated Supertrend is a regime-aware trend-following indicator built around a modified Supertrend engine with an integrated volatility filter . Unlike a traditional Supertrend, which flips direction whenever price crosses its trailing bands, this version introduces a gating mechanism that can block trend reversals during low-volatility conditions . The purpose of the indicator is simple: Keep the responsiveness and structure of a Supertr
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由BackQuant提供
10
Relative ATR Volatility IndicatorThis relative volatility regime indicator measures whether current volatility is high, low, or "normal" compared to its own recent historical range. It calculates ATR, then compares the current ATR reading against a rolling percentile window. By default, it looks back over the last 100 bars and marks: The upper volatility threshold, based on the 80th percentile of recent ATR readings (red) The lower volatility threshold, based on the 20th percentile of recent ATR readings (green) With
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由ZenAndTheArtOfTrading提供
2
Volatility Radar - Muti-Timeframe [PUCHON]Volatility Radar — MTF Reads ATR% , Historical Volatility (HV%) , and Bollinger Band Width (BBW%) across 5 timeframes simultaneously. Classifies each timeframe into a volatility regime — LOW / NORMAL / HIGH / EXTREME — using percentile rank computed independently per timeframe. A single consensus row summarises all 5 timeframes into one actionable signal. Open-source script — full code visible in Pine Script editor. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT MAKES IT DIFFERENT Most
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由ProPuchon提供
ETHDVOL based Ethereum VolatilityThis indicator maps Ethereum's expected price range across three timeframes — daily, weekly, and monthly — using the Ethereum Deribit Volatility Index (ETHDVOL) as the implied volatility source and realized historical volatility (HV7, HV14, HV30) as the measured counterpart. ETHDVOL is Ethereum's equivalent of the VIX. It represents the market's forward-looking expectation of annualized volatility, derived from Deribit options pricing. When ETHDVOL is high, the market expects large moves. When
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由splitmyIVandmelt提供
VolEdge: 0DTE Vol ContextHi everyone! Serge is here! Your feedback is highly appreciated. Consider two mornings where VIX sits at 18. On the first, VIX1D reads 14 — the options market is pricing a quiet session, roughly ±0.9% on SPX. An iron butterfly-centered at the open makes sense. On the second morning, VIX1D reads 22 — today is expected to move nearly 40% more than the 30-day baseline implies. The same iron butterfly could blow through its short strikes before lunch. This indicator surfaces that difference before
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由Volweather提供
ADX with Trend/Range Zone BandsADX with Trend/Range Zone Bands This is an enhanced version of the classic Average Directional Index (ADX) indicator, designed to help traders instantly identify whether the market is **trending** or **ranging** — without any ambiguity. **🔍 What's New** - **Color-coded ADX line** — turns teal in trending markets, orange in ranging markets, and gray in transitional zones - **Fixed zone bands** — two always-visible shaded regions define the range and trend areas at a glance - **Dynamic backgrou
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由xiaoVinter提供
Supply & Demand: Cumulative Volume Delta Flow [ChartPrime]🔶 OVERVIEW The Supply & Demand: CVD Flow indicator is a high-performance structural analysis tool that merges classic price-action Supply and Demand (S&D) zones with real-time order flow data. Unlike traditional S&D indicators that only show price boxes, this tool embeds a Cumulative Volume Delta (CVD) Wave directly inside every active zone. This allows traders to see not just where the market turned, but the intensity of the volume delta that has accumulated within that zone since its
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由ChartPrime提供
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VolEdge: VRP GaugeVOLEDGE: VRP GAUGE — Is option premium rich or thin right now? Before you sell a single option, you should know the answer to one question: are options overpriced relative to what the market is actually doing? The Variance Risk Premium answers this. It is the single most important macro-level number for anyone who sells options for income. Also note that reversal from rich to kind of poorer premiums tends to show market reversals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES Displays the Varianc
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由Volweather提供
2
VolEdge: Regime ClockVOLEDGE: REGIME CLOCK — How long can vol regime last? Every premium seller has the same question during calm markets: "How much longer can low vol last?" Every trader caught in a VIX spike asks: "When does this end?" This indicator gives you data-driven answers to both questions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES Counts consecutive trading days in the current volatility regime and compares that duration against historical benchmarks from 35+ years of VIX data (1990–2025). The ou
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由Volweather提供
DVOL based Bitcoin Volatility This indicator maps Bitcoin's expected price range across three timeframes — daily, weekly, and monthly — using the Deribit Volatility Index (DVOL) as the implied volatility source and realized historical volatility (HV7, HV14, HV30) as the measured counterpart. DVOL is Bitcoin's equivalent of the VIX. It represents the market's forward-looking expectation of annualized volatility, derived from Deribit options pricing. When DVOL is high, the market expects large moves. When it is low, the marke
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由splitmyIVandmelt提供
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PG Premium - Master Volatility HubHow to Interpret & Trade the Signals 1. The Volatility Squeeze (Preparation Phase) Signal: Histogram bars turn Orange. Meaning: The market is coiling. Range is < 70% of the average. Action: Do not enter yet. This is the "loading" phase. Watch for which side the breakout occurs. 2. High-Conviction Bullish Breakout (Buy Signal) Signal: A Royal Blue bar appears + Green Line (Crossover) climbs above 1.0. Meaning: The squeeze has released to the upside with institutional volume. Action: Pot
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由ipuneet提供
Average Volatility ZonesDisplays the average volatility range directly on the chart as horizontal levels projected from the current period's open. The indicator calculates the average candle size (High-Low or True Range) over a configurable period and timeframe (default: Daily, 20 bars), then draws upper and lower lines at that distance from the current timeframe open — showing how far price typically moves within one period. Key features: - Multi-timeframe support — measure volatility from any timeframe (M15 to Mon
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由zemanjose提供
Parkinson Range Oscillator [BackQuant]Parkinson Range Oscillator Overview Parkinson Range Oscillator is a volatility regime indicator built around the Parkinson volatility estimator , a high-low based variance model originally proposed as a more statistically efficient alternative to close-to-close volatility. Instead of measuring volatility from closing returns, this script measures volatility from the intrabar price range using ln(H/L), then converts it into a normalized oscillator (z-score) so you can identify volatilit
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由BackQuant提供
Forex Cross-Asset Correlation Mapper Forex Cross-Asset Correlation Mapper — an indicator for tracking correlations between major currency pairs and the US Dollar Index (DXY). The indicator automatically detects the currency pair on the current chart and calculates a rolling Pearson correlation with DXY in real time. What it shows: Heatmap (matrix) — visualizes correlations between all enabled pairs. Green indicates positive correlation, red indicates negative. Cells with anomalies are highlighted with a yellow marker. Correlat
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由Smart-Day-Trader提供
Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal. Scope and intent Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies,
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由exlux提供
Market Internals SPY[TP]# Market Internals SPY Dashboard - TradingView Publication ## 📊 Overview **Market Internals SPY ** is a comprehensive multi-factor market sentiment dashboard designed specifically for SPY (S&P 500 ETF) traders. This indicator combines four powerful market breadth signals into one easy-to-read interface, helping traders identify high-probability setups and avoid false breakouts. --- ## 🎯 What Makes This Indicator Unique? Unlike single-indicator tools, this dashboard synthesizes **multiple ma
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由Tapaspattanaik提供
EEQI [Environment Quality Index] PyraTime The Problem: Why Good Strategies Fail The number one reason traders lose capital is not a lack of strategy—it is forced execution in poor environments. Most indicators (RSI, MACD, Stochastic) are continuously active, generating signals even when the market is dead, choppy, or chaotic. A breakout strategy that prints money in a trend will destroy your account in a consolidation range. A mean-reversion system that works in chop will fail during a parabolic expansion. The Solution: PyraTime EEQ
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由PyraTime提供
Yang-Zhang Stop Lines Yang-Zhang Stop Lines - Advanced Volatility Indicator 📊 Description The Yang-Zhang Stop Lines is an advanced technical indicator that uses the Yang-Zhang volatility estimator to calculate dynamic stop loss and take profit levels. Unlike traditional methods such as ATR or Bollinger Bands, Yang-Zhang considers multiple components of market volatility, offering a more accurate and robust measurement. 🎯 Key Features Superior Volatility Calculation: Implements the complete Yang-Zhang estimator, cons
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由SonicTheHedgehog提供
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Toby Crabel's HisVolAs in Linda Raschke's Street smarts..... . This indicator shows the signals of Toby Crabel's Historical Volatility 6/100 strategy. The strategy assumes, that volatility contraction measured by two measures would give better results. There is one other script that is a strategy , but it assumes that the signal requires both inside bar and narrowest range, what is not as in Linda Raschke's. The strategy and what does the script do: 1) measures short-term unannualized volatility (by default s
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由nikt_inny提供
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Asset Volatility Heatmap [SeerQuant]Asset Volatility Heatmap (AVH) AVH is a cross-sectional volatility dashboard that ranks up to 30 assets and visualizes regime shifts as a time-series heatmap. It computes annualized historical volatility (%) on a fixed 1D basis, then maps each asset’s volatility into a configurable color spectrum for fast, intuitive scanning of risk conditions across cryptocurrencies. ⚙️ How It Works 1. Daily, Annualized Historical Volatility Each asset is measured on a fixed 1D timeframe (independent o
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由SeerQuant提供
[GYTS] Volatility Toolkit Volatility Toolkit 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- INTRODUCTION --------- 🌸 💮 What is Volatility Toolkit? Volatility Toolkit is a comprehensive volatility analysis indicator featuring academically-grounded range-based estimators. Unlike simplistic measures like ATR, these estimators extract maximum information from OHLC data — resulting in estimates that are 5-14× more statistically efficient than traditional close-to-close methods. The indicator provides two
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由GoemonYae提供
End Of MooveINDICATOR: END OF MOOVE (EOM) 1. Overview The EndOfMoove (EOM) is a specialized volatility analysis tool designed to detect market exhaustion and potential price reversals. By utilizing a modified Williams Vix Fix (WVF) logic, it identifies when fear or selling pressure has reached a statistical extreme relative to recent history. --- 2. Core Logic & Calculation The script functions by measuring the "synthetic" volatility created during sharp price drops and momentum shifts. * William
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由AlchimistOfCrypto提供
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