Индикаторы: HVR

 

HVR:

Индикатор силы тренда.

В качестве исходных данных для расчета служит соотношение цены на текущем баре к цене на предыдущем баре.

Рис.1. Индикатор HVR

Автор: Nikolay Kositsin

 

Historical Volatility Ratio (source - esignal.com software)




The HVR is basically a mathematical ratio or percentage of a short to a long average historical volatility.

When a market's short volatility declines below a certain percentage of its long volatility, it is a heads up signal that an explosive move may be imminent.


The standard settings used are both the 10/100 and 6/100 HVR with a 50% ratio. The 50% ratio will be the trigger point. If either the 10/100 OR the 6/100 declines below 50% in any market, that market should be watched for potential trades, as a sharp move could be seen. Both the 10/100 and the 6/100 HVR indicators are included in this package.