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Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5
Simple volatility - indicatore per MetaTrader 5
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- Pubblicato:
- 2018.10.17 17:05
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In a lot of cases we need some way to measure the volatility
Among the other ways, here is one simple way : it is a ratio of (sum of price differences) to average of (sum of price differences). As simple as it gets, it seems to be detecting the market volatility in acceptable way. As a point of reference :
- values above 1 are periods of increased volatility
- values bellow 1 are periods of decreased volatility
As it can be seen it detects the volatility change OK even in a "thin" market (when the average difference is small and when even a small change is and should be treated as significant volatility change)
Volatility adjusted RSI
Volatility adjusted RSI
Volatility adjusted WPRVolatility adjusted WPR (Williams Percent Range)