Statistical Volatility - Extreme Value Method

E-mini S&P 500 FuturesCME

描述

⋅ Nov 20, 2017 11:44 PM

This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.

Volatility strategy

aahoffert

⋅ Nov 20, 2017 11:45 PM

Hey Harry what is the meaning of the green/red dualtone, high and low volatility respectively?

HPotter

⋅ Nov 21, 2017 2:02 PM

@aahoffert, This forces the levels on which the strategy returns the best values. Not an analysis of volatility.