OPEN-SOURCE SCRIPT
Historical Volatility Percentile: Price and Volume

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 not measure the direction of price (and volume ) changes, just how volatile price/ volume has become. There are several reasons to care about volatility but it's mainly a risk measure. As volatility increases, so does risk and uncertainty and vice versa. Traders can use the indicator to flag instruments with high volatility which could point to a trend change. It is often used in combination with other signals.
Example options

Example formats

Link back to some other great ideas:
@Cheatcountry with his prolific sharing, what a great inspiration.
@Picte and his inspired idea.
@Balipour and his great script
Comparing this to other significant HVP indicators

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 not measure the direction of price (and volume ) changes, just how volatile price/ volume has become. There are several reasons to care about volatility but it's mainly a risk measure. As volatility increases, so does risk and uncertainty and vice versa. Traders can use the indicator to flag instruments with high volatility which could point to a trend change. It is often used in combination with other signals.
Example options
Example formats
Link back to some other great ideas:
@Cheatcountry with his prolific sharing, what a great inspiration.
@Picte and his inspired idea.
@Balipour and his great script
Comparing this to other significant HVP indicators
版本注释
Updating to Pinescript Version 5, added titlesThanks Zettt
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。