I propose a new formula for the volatility indicator - page 4

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If the subject of stationarity comes up again, I'll definitely self-ban myself.
 
Peter_Zabriski:
If the subject of stationarity comes up again, I'll definitely get banned myself.

Come on, look, it's a green line, it's beautiful, and you're "getting banned."

 
faa1947:
By the way, looked it up, the green one is stationary, so you can trade deviations from zero.

Now doing some cooking, got held up with lunch. I'll look at it later, but on a cursory glance it did not seem so clear to me to give up my idea, especially as it does not seem so difficult to implement, and not a bicycle. :)
 
borilunad:


Here is an excellent volatility indicator that also takes volume into account when valueType=3 https://www.mql5.com/ru/code/10723

The formula is:

MathMax(High[i], High[i+1]) - MathMin(Low[i], Low[i+1]);

It reacts faster to volatility measurements than say atr or other known tools.

If you don't want to take the smoothed volume into account, put valueType=2.

 
faa1947:

What do you think of this volatility? as a deviation from smoothing.

A nice oscillator) In terms of functionality it will not differ much from the usual macd.
 
jelizavettka:
A nice oscillator) will not differ much from a usual macd in terms of functionality.

The time is there. Bahai on MKL5 for the champ... Surgeon in 2011 flew into the stratosphere (for 100,000) on a mcd, you in 2012 flew into space (for 1000,000) on this... "handsome" ... :-)

Why not?

 
Roman.:

The time is there. Bahai on MKL5 for the champ... Surgeon in 2011 flew into the stratosphere (for 100,000) on a mcd, you in 2012 flew into space (for 1000,000) on this... "handsome" ... :-)

Why not?

You can feel it right away - a girl, an airy creature, and you are all rude, stratospheric
 
faa1947:
It's like a girl, an airy creature, and you all look like a stratosphere.

You don't have to drag it out... Just do it, that's all...

 
excelf:

by the way MathAbs(Open[i] - Close[i]) - (MathAbs(High[i] - Low[i]) - MathAbs(Open[i] - Close[i]) = (MathAbs(High[i] - Low[i])

Here is an excellent volatility indicator that also takes into account volatility at valueType=3 https://www.mql5.com/ru/code/10723

The formula is as follows:

It reacts faster to volatility measurements than say atr or other known means.

If you don't want to account for smoothed volume put valueType=2.


By the way, you did not open brackets correctly: MathAbs(Open[i] - Close[i]) - (MathAbs(High[i] - Low[i]) - MathAbs(Open[i] - Close[i]) = (MathAbs(High[i] - Low[i])

The correct way is:

MathAbs(Open[i] - Close[i]) - (MathAbs(High[i] - Low[i]) - MathAbs(Open[i] - Close[i]) = MathAbs(Open[i] - Close[i])*2 - (MathAbs(High[i] - Low[i]);

And then added, excluding negative result:

  MathMax(MathAbs(Open[i] - Close[i])*2 - (MathAbs(High[i] - Low[i]),0);

I'm not convinced by your indicator, I reach the same and more reliably by time limitation. And we need a filter that is responsive to any TF.

 
excelf:

Here is a great volatility indicator that also takes volume into account at valueType=3 https://www.mql5.com/ru/code/10723

How great is it?

A normalised ATR is like a guinea pig :)

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