Volatility Momentum
remember that StdDev applies to a range/population of values, not just where 1 value is in a range.
That said, StdDev momentum would be StdDev[ix] - StdDev[ix+N] where N is the number of bars you want
brewmanz:
remember that StdDev applies to a range/population of values, not just where 1 value is in a range.
That said, StdDev momentum would be StdDev[ix] - StdDev[ix+N] where N is the number of bars you want
Thank you very much for this.
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Does anyone know of a formula for calculating the momentum of standard deviation? I'm seeking to have RSI modified to chart the momentum of standard deviation in much the same way RSI normally charts the momentum of price. Thus, a rise in StdDev with rising price would show its momentum going above 50 while a rise in StdDev with falling price would show its momentum going below 50.