1) The script takes current INDIA VIX as input Daily time frame for NIFTY 2) Used a Formula VIX Value / Square root of Time Period 3) Change Timeframe input accordingly 1 Year = 1, Monthly = 12, Weekly = 52, Daily = 365 4) based point 2 formula with 1 standard deviation it creates upper & lower range bands 5) This is generally used for option selling by big...
Here is a simple Standard Deviation Line based on supply and demand that will help you to find expected move easily. 3 Standart Deviation merged line available. Number of days and adjustable length.
If you are an option trader, who are constantly searching opportunities to set up inverse iron condor position or other strategies, you must be familiar in estimating the range induced by Geometric Brownian Motion (GBM), or Lognormal distribution someone may call. The theory behind is adopted in the Black Scholes Option Pricing model, this assumes the asset price...
This is an expansion of the Historical Volatility scripts to include both price and volume volatility. As Tradingview states : Historical Volatility is a measure of how much price (and now volume ) deviates from its average in a specific time period that can be set. The more price (or/and volume ) fluctuates, the higher the indicator value. Please note it does...
The Dexie Indicator is a Forex indicator system built for the 5 min chart. It is suitable for Forex traders and Nadex users and provides BUY/SELL signals with alerts and comes with a series of 8 custom built Moving Averages designed to reduce the need for chart drawing. This indicator can be used by beginners out of the box and requires very little trading...
The Dexie Indicator is a complete Forex trading system built for the 5 min chart. It is suitable for Nadex users and provides BUY/SELL signals with alerts and comes with a series of 8 custom built Moving Averages designed to reduce the need for chart drawing. This indicator can be used by beginners out of the box and requires very little trading experience to be...
Indicator of historical volatility. The indicator is optimized for hourly bars (1h) and displays - red line - 1 day, yellow line - 3 day, green line - 5 day historical volatility . The indicator is intended for use on futures of the Moscow Exchange MOEX White lines - confidence interval HV (normal distribution) for a given sigma and days Parameters WindowInput -...
Indicator of historical volatility. The indicator is optimized for hourly bars (1h) and displays - red line - 1 day, yellow line - 3 day, green line - 5 day historical volatility . The indicator is intended for use on futures of the CME NYMEX White lines - confidence interval HV (normal distribution) for a given sigma and days Parameters WindowInput - the number...
Indicator of historical volatility. The indicator is optimized for hourly bars (1h) and displays - red line - 1 day, yellow line - 3 day, green line - 5 day historical volatility . The indicator is intended for use on U.S. Stocks White lines - confidence interval HV (normal distribution) for a given sigma and days Parameters WindowInput - the number of bars...
Indicator of Historical volatility according to the exponential model with an additional moving average for CME , NYMEX futures Window - the number of periods for calculating HV WindowAdg - the number of periods for calculating the moving average for HV Индикатор исторической волатильности по экспоненциальной модели с дополнительной скользящей средней....
This is virtually created FX Fiat pairs index based on OANDAs data. Pairs are: EUR/USD , AUD/USD , GBP/USD , NZD/USD , AUD/JPY , EUR/JPY , GBP/JPY , USD/JPY , USD/CAD , USD/PLN Be awared that some pairs like USD/CAD , have reversed correlation to the index. You may look at the gaps as on standard S/R levels. ps. Take look inside the scirpt's settings. ps2....
Indicator to estimate intraday price deviation for MOEX Futures, starts calculations each day at 10 a.m Moscow time
PulsoMetr is ongoing volatility estimator for MOEX Futures. May be a little less exact since it does not consider nights and weekdays. It can not be used to measure on the day of option expiry, please, be careful. In days till expiry we put number of full days till expiry, try it with and without the current started day included in this number
With this script you can calculate a year/week/daily return of 5 stocks. Simply you choose the stocks and you gonna see it on the graph.
With this script you can calculate the coviarance between two stocks. You can select until 5 diferents stocks to do it. And you can choose the length too. If you want one year, two... Why could you use it? To make a portfolio basically.
DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following indicator was made for NON LUCRATIVE ACTIVITIES and must remain as is following TradingView's...
This simple script collects data from FTX:BVOLUSD to plot BTC’s implied volatility as a standalone indicator instead of a chart. Implied volatility is used to gauge future volatility and often used in options trading.