OPEN-SOURCE SCRIPT
QSL Rolling Annualized Volatility
This script calculates the rolling annualized volatility of an asset, helping traders measure how much its returns fluctuate over time. It uses logarithmic daily returns and computes the standard deviation over a custom lookback period (default: 252 trading days = 1 year) to capture historical volatility. The result is scaled to an annualized figure by multiplying by √252, making it comparable across different timeframes.
🔹 Key Features:
Customizable Lookback Period: Set in days to fit different trading strategies.
Annualized Output: Expresses volatility in yearly terms for consistency with financial models.
Rolling Calculation: Continuously updates to reflect recent market conditions.
Clear Visualization: Plots volatility as a time-series indicator and displays the latest value with a label.
This tool is ideal for risk management, position sizing, and strategy optimization in quantitative trading. 🚀
🔹 Key Features:
Customizable Lookback Period: Set in days to fit different trading strategies.
Annualized Output: Expresses volatility in yearly terms for consistency with financial models.
Rolling Calculation: Continuously updates to reflect recent market conditions.
Clear Visualization: Plots volatility as a time-series indicator and displays the latest value with a label.
This tool is ideal for risk management, position sizing, and strategy optimization in quantitative trading. 🚀
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。