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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
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- 2018.10.17 17:05
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이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
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](https://c.mql5.com/i/code/indicator.png)
Volatility adjusted RSI
![Volatility adjusted WPR](https://c.mql5.com/i/code/indicator.png)
Volatility adjusted WPR (Williams Percent Range)