This Plots the Standard Deviation Price Band based on the Historical Volatility. SD 1, 2, 3.
Version update:
Fixed the Standard Deviation mistake on Version 1.
Added Smoothing Options for those who prefer a less choppy version.
Standard Deviation 3 plot is not set to Default
Strategy buy when HVol above BuyBand and close position when HVol below CloseBand.
Markets oscillate from periods of low volatility to high volatility
and back. The author`s research indicates that after periods of
extremely low volatility, volatility tends to increase and price
may move sharply. This increase in volatility tends to correlate
with the...
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The S&P 500 has gone 43 trading days without a 1% daily move, up or down.
which is the equivalent of two...
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.
