RicardoSantos

Multiple Frequency Volatility Correlation

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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免责声明

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想在图表上使用此脚本?