A way to manage portfolio risk using relative standard deviation, also known as coefficient of variation. This tool tells you how much of each stock in shares and in value to buy adjusted for their volatility risk for a given starting account capital. A problem many people have is how to diversify an account and adjusting it for the risk involved in each equity....
Scan volatility of 40 pair, print result in label ordered form higher or lower volatility
Use it in combination with MAX1 Ord. Volatility Market Scanner for have 80 coin scan
Scan volatility of 40 pair, print result in label ordered form higher or lower volatility
Use it in combination with MAX2 Ord. Volatility Market Scanner for have 80 coin scan
Script to highlight the new york session trading hours
-The most volatile hours for us30 & the time in which it's most likely to make a significant high/low
Hello All,
Today I am here with a new idea and script, " LTB Zigzag Circles ". The idea is to create Circles using last 2 zigzag waves and to catch the breakouts earlier than horizontal lines. if a circle is broken then the script shows entry for Long/Short positions. and if broken circle reappears again then the position is closed. You can change Zigzag period...
Useful in case you use Average True Range to determine Shows Stop Loss and Take Profit price levels.
For example, if you want to put Stop Loss with a distance of 1.5xATR and Take Profit 2xATR for a long trade, put 1.5 as Lower Factor and 2 as Upper Factor. Lower and Upper prices will show price levels for SL and TP respectively.
I am playing William's Fractals and got an idea to calculate each fractal's strength by these rules:
- downFractal. FractalROC = (close - lowest(n+1))/(open【2*n】-lowest(n+1))
- upFractal FractalROC = (highest(n+1)-close)/(highest(n+1)-open【2*n】)
And set up a level to filter small fractals.
Bigger FractalROC, Stronger trend
Bjorgum Reversal
Bj Reversal uses Tilson moving averages to identify trend changes
Bars change to yellow as bar close crosses the Tilson moving averages. Blue or red is confirmed as the two Tilson averages themselves cross.
Reversal is great for pinpointing trend change often giving the absolute best entry or exit
Its sensitive nature can mean more false...
*** This idea is based on Bollingers Bands Fibonacci ratios by Shizaru ()
** This will look less chaotic if you don't have all four time frames on at once! I left them on for the demo picture just to show them all simultaneously working.
This is the basis for most of my bot ideas - indicators from longer chart time frames laid over short time frame charts. What...
Introducing the Bollinger Band Width Percentile
Definitions :
Bollinger Band Width Percentile is derived from the Bollinger Band Width indicator.
It shows the percentage of bars over a specified lookback period that the Bollinger Band Width was less than the current Bollinger Band Width.
Bollinger Band Width is derived from the Bollinger Bands®...
Provides a volatility of volatility moving average to show trends in Vol of Vol. Meant to be used with Volume MA, and Volatility MA, layered on top of eachother.
Provides a historical volatility moving average to show trends in volatility. Meant to be used with Volume MA, and Vol of Vol MA, layered on top of eachother.
This is two separate Bollinger bands in one study. Customizable middle BB line type ( SMA , EMA , VWMA ), legnth, colors, and deviations provided at .5 increments.
Someone else has a very similar Bollinger Band study but the code was hidden, so I figured I would remake as a learning challenge since I'm new to pinescript and this is the best way to learn it...
Plain simple Know Sure Thing indicator, but with the difference of the oscillating lines plotted onto the indicator itself.
Its not that great, but it sometimes helps to identify fake breakouts.
You can use and modify the source code as much as you like.
Feel free to share your thoughts and ideas with me :)
An indicator that measures movement inefficiency
Inefficient movement, that is, the range market becomes a high number, the limit is reached at about 60 and a trend occurs
When the range breaks and a trend occurs, the inefficiency drops to about 40 and many trends end.
The full-scale trend goes down further and goes down to about 25, which is evaluated as an...
![BTCUSDTPERP: Squeeze Momentum Indicator MTF with alerts [lazy bear]](https://s3.tradingview.com/f/f2aFKyKj_mid.png "Squeeze Momentum Indicator MTF with alerts [lazy bear]")
![BTCUSD: [kai]Futility Ratio](https://s3.tradingview.com/4/4wM6rHNY_mid.png "[kai]Futility Ratio")
