VTC Volatility
- Indicatori
- Ricardo Almeida Branco
- Versione: 3.0
- Aggiornato: 16 agosto 2021
- Attivazioni: 5
The VTC Volatility indicator was written to support a Brazilian stock market strategy in the WDO (USDBRL), but it can be adapted to other strategies and markets.
In the new indicator update, it is now allowed to choose up to 4 levels to determine the range, and thus be more versatile.
The Brazilian stock exchange (B3) has the VTC which is a "Structured Exchange Rate Volatility Transaction" (more information on the B3 website).
At around 10:00 am, the VTC "Call" comes out and Brazilian brokers inform via MT5 (in the News tab) what the value of the Call is (see photo) and also what its Delta is..
It turns out that this VTC value becomes a price where there was a lot of negotiation, and it can determine a point of interest. The price position in relation to the VTC can also be indicative of the movement and observing the value of the Delta (in relation to the VTC) is also important.
The VTC Volatility indicator does not automate the search for the VTC value, but it brings in its inputs the daily value and the delta value.
This indicator is another indicator that was programmed at the suggestion of colleagues who follow my work.
Here I leave my thanks!.
That's it.
Success and good trades!
In the new indicator update, it is now allowed to choose up to 4 levels to determine the range, and thus be more versatile.
The Brazilian stock exchange (B3) has the VTC which is a "Structured Exchange Rate Volatility Transaction" (more information on the B3 website).
At around 10:00 am, the VTC "Call" comes out and Brazilian brokers inform via MT5 (in the News tab) what the value of the Call is (see photo) and also what its Delta is..
It turns out that this VTC value becomes a price where there was a lot of negotiation, and it can determine a point of interest. The price position in relation to the VTC can also be indicative of the movement and observing the value of the Delta (in relation to the VTC) is also important.
The VTC Volatility indicator does not automate the search for the VTC value, but it brings in its inputs the daily value and the delta value.
This indicator is another indicator that was programmed at the suggestion of colleagues who follow my work.
Here I leave my thanks!.
That's it.
Success and good trades!
L'utente non ha lasciato alcun commento sulla valutazione.