RicardoSantos

Multiple Frequency Volatility Correlation

RicardoSantos Wizard 已更新   
This is a complex indicator that looks to provide some insight into the correlation between volume and price volatility.
Rising volatility is depicted with the color green while falling volatility is depicted with purple.
Lightness of the color is used to depict the length of the window used, darker == shorter in the 2 -> 512 window range.

版本注释:
added a histogram to show last and recent(10 bars) distribution of correlation
版本注释:
updated histogram calculation, it now allows the input length of the aggregation of values, added values display on histogram bars.
版本注释:
added labels with some description.
开源脚本

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想在图表上使用此脚本?