Short Title: IVR OscSlg Description: The IV Rank Oscillator is a custom indicator designed to measure and visualize the Implied Volatility (IV) Rank using Historical Volatility (HV) as a proxy. This indicator helps traders determine whether the current volatility level is relatively high or low compared to its historical levels over a specified period. Key...

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历史波动率是一种测量在可设置的特定时期价格偏离它的平均值程度的方法。价格波动越大，指标值越高。请注意，它并没有意味着价格变化的方向，只是衡量价格波动程度大小。关注波动性有几个原因，但它主要是一个风险衡量指标。随着波动性增加，风险和不确定性也会增加，反之亦然。交易员可以使用该指标来标记具有高波动性的交易品种，这种波动性可能指向趋势变化。它经常与其他信号结合使用。

This indicator won't plot anything to the chart. Please follow steps below to set your alarms based on price range variation: 1) Add indicator to the chart 2) Go to settings 3) Choose timeframe which will be used to calculate bars 4) Choose how many bars which will be used to calculate max and min range 5) Choose max and min range variation (%) to trigger...

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This indictor allows you to plot the spread over an arbitrary period, which can be especially useful for futures and other instruments. Inputs: Expression : symbols for calculation and arithmetic operation Period: from to period and timeframe The output will show bars for the given period Particularly useful for comparing two selected contracts on two futures

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About This is a simple indicator that takes into account two types of realized volatility: Close-Close and High-Low (the latter is more useful for intraday trading). The output of the indicator is two values / plots: an average of High-Low volatility minus Close-Close volatility (10day period is used as a default) the current value of the indicator When...

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Scalpers Volatility Filter Introduction The 𝒮𝒸𝒶𝓁𝓅𝑒𝓇'𝓈 𝒱𝑜𝓁𝒶𝓉𝒾𝓁𝒾𝓉𝓎 𝐹𝒾𝓁𝓉𝑒𝓇 (𝒮𝒱𝐹) is a sophisticated technical indicator, designed to increase the profitability of lower timeframe trading. Due to the inherent decrease in the signal-to-noise ratio when trading on lower timeframes, it is critical to develop analysis methods to inform traders of the optimal market...

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As a wise man once said that: 1. beginners think in $ change 2. intermediates think in % change 3. pros think in Z change Here is the "Z-score change" indicator that calculates up/down moves normalized by standard deviation (volatility) displayed as bar chart with 1,2 and 3 stdev levels.

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The GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model is a statistical model used to forecast the volatility of a financial asset. This model takes into account the fluctuations in volatility over time, recognizing that volatility can vary in a heteroskedastic (i.e., non-constant variance) manner and can be influenced by past events. The...

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Overview This VIX Dashboard is designed to provide traders with a quick visual reference into the current volatility and trend direction of the market as measured by CBOE VIX. It uses statistical measures and indicators including Rate of Change (ROC), Average True Range (ATR), and simple moving averages (SMA) to analyze the VIX. Components ATR Period : The...

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Market Levels provide a robust view of daily pivot points of markets such as high/low/close with both past and live values shown at the same time using the recently updated system of polylines of pinescript. The main need for this script arose from not being able to use plots for daily points because plots are inherently once drawn can't be erased and because...

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The PROPER way to calculate beta for a stock using monthly price returns . None of this nonsense using daily returns and sliding windows as done by other scripts... Works on any timeframe. This script has been checked against 100s of stocks on Yahoo finance and Zacks research data and matches 100% (some rounding error as this script is kept updated live on...

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The Percentage Range Consolidation histogram is a measure of volatility, ranking current price range compared to past ranges. 🟩 USAGE Here there are 2 heavy contractions of price shown on chart that lead to a big rally. Shows a possible way to approach trading this. Take into account that this is for illustration purposes only and these entry methods...

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This script produce a volatility histrogram by bar with the current volatility overlayed. The histogram shows cumulative average volatility over n days. And the dots are todays cumulative volatility. In other words, it calculates the True Range of each bar and adds it to todays value. This script is build for intraday timeframes between one and 1440 minutes...

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The Volatility Price Range is an overlay which estimates a price range for the next seven days and next day, based on historical volatility (already available in TradingView). The upper and lower bands are calculated as follows: The Volatility for one week is calculated using the formula: WV = HV * √t where: WV: one-week volatility HV: annual volatility √: square...

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REVE Cohorts stands for Range Extensions Volume Expansions Cohorts. Volume is divided in four cohorts, these are depicted in the middle band with colors and histogram spikes. 0-80 percent i.e. low volumes; these get a green color and a narrow histogram bar 80-120 percent, normal volumes, these get a blue color and a narrow histogram bar 120-200 percent, high...

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NSE:BANKNIFTY1! This is a simple but invaluable tool for both day traders and positional traders. VIX is about market expectations of volatility The VIX is a very good and sound measure of risk in the markets. It gives these stock traders who are in intraday trading and short term traders an idea of whether the volatility is going up or going down in the...

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The Daily Factor Indicator was created by Andrea Unger (Stocks and Commodities Jun 2023 pgs 26-31), and this is a new volatility indicator that compares the body, which is the absolute difference between the previous open and previous close, and the range which is the difference between the previous high and previous low. The indicator is calculated by dividing...

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Overview L&S Volatility Index is a tool designed to helps traders identify overpriced or underpriced moments in the market and adjust their trading strategies accordingly. Calculations This tool calculates how far the price is from the 21-period simple moving average as a ratio of the average historical volatility calculated over the last 21 candles. How It...

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The diagram shows Money Performance when buying stocks for 10 000 at every buy signal from the Intraday Mean Reversion indicator. The indicator is best used in combination with Intraday Mean Reversion Main Indicator The rules for trading are: Buy on Open price if the Intraday Mean Reversion Main indicator gives a buy signal. Sell on the daily close...

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