Chart clock showing an overview of the day's expected and actual intraday volatility. In white are only the expected volatility scores. The expected increase or decrease in volatility at any given hour of day compared to the average of the whole day's expected volatility. A 0.5 score two hours from now means that you can expect that hour to be 0.5% more volatile...
Hey traders! This script calculates the average volatility of trading sessions. You specify a start date, an end date, and a session time (eg. market open, Asian session etc) The script then scans through all the price action on your chart and calculates the average price movement during that specified period. What Is It For? I created this script for my own...
There seems to be an options contract that comes due on the fourth Friday of every month, causing massive dips in the crypto market; this indicator colors your chart to tell you when this is going to happen.
Made a line indicator for previous Daily Weekly & Monthly High / Low. You can use all 3 (D,W,M) or just one by editing the settings.
Yet another sweet little tool that highlights only specific days and time. For example, you can highlight only Tuesday's and Friday's from 0930-1600 You can adjust to any day of the week and any time of the day. You can request more improvements upon this version. Cheers! Like if you Like and Follow me for upcoming indicators/strategies: www.tradingview.com
This indicator provides a simple market regime filter for Historical Volatility. Depending on the strategy that you are using, it is useful to know how your strategy will perform at different ranges of volatility, as this can greatly impact your performance. For instance, some of my long-only mean reversion strategies will only take trades where the volatility...
The Kolmogorov–Smirnov test aims to tell you if the distribution of prices (or log returns) tends to follow a normal distribution or not. You can read about this test on Wikipedia . It seems to be a basic but trusted measure in the quantitative trading world. When KS-t columns are blue, then it's safe to assume normal distribution. When they are red, the normal...
Looks up the put call ratio for select stocks, and draws them. Does not support all stocks / equities, but does include a number of major ones.
ICT Time Ranges is a concept around the fact that price likes to show volatility spikes in certain times of the day. Although there are many other scripts such as that revolve around this concept, the difference between this one and some of the others out there is the fact that this code specifically focuses on the ranges like New York, London, Asia, and ICTs...
Many know of the VIX for equity trading. Yet, many are unaware that there is the same kind of volatility measure for trading bonds, called the MOVE Index. "The Merrill Lynch Option Volatility Estimate (MOVE) Index is a yield curve weighted index of the normalized implied volatility on 1-month Treasury options which are weighted on the 2, 5, 10, and 30 year...
Relative Historical Volatility Historical Volatility is relative to it's doubled lookback period of the historical volatility to calculate relative historical volatility. Including a standard deviation to calculate the volatility value itself is useless. It filters out 32% of the most volatile movements of the asset that you are observing. Example of...
Annualised Price Volatility in percent, also called Instrument Risk, as outlined by Rob Carver in his excellent books, 'Systematic Trading' and 'Leveraged Trading'. This is written for those who have read one of his books and want to use this tool on TradingView. Trend strength, oscillators, and volume indicators are all the rage. Finding a great setup is, of...
This script calculates the ATH of whichever chart you use and plots it in blue There is also an option to display the following ATH percentages: 90, 80, 70, 60, 50, 40 and 30 in white
Good morning traders! This time I want to share with you a little script that, thanks to the use of arrays, allows you to have interesting statistical and financial insights taken from the symbol on chart and compared to those of another symbol you desire (in this case the metrics taken from the perpetual future ETHUSDT are compared to those taken from the...
//This script finds High and Low X bars back. Simple pine script, can customize lookback period.
Yield spreads are used to see investors' perception of future risk and predict a recession. The spread is the value obtained by subtracting the near term bond from the distant one. This indicator plots this value historically. I used 3-year and 10-year Turkey treasury bond yields instead of 2-year and 10-year Turkey treasury bond yields due to lack of historical...
Plots standard deviation of returns (realized volatility), and annualizes it for the selected timeframe. Suitable for forex/cryptocurrencies which trade 24/7.