Volatility Indicators - MetaStock.com Forum

Welcome Guest! To enable all features please Login or Register.

Notification

Error

Volatility Indicators - Volatility Indicators

Options

Previous Topic Next Topic

henry1224		#1 Posted : Sunday, July 17, 2005 2:26:42 PM(UTC)
Rank: Advanced Member Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT Was thanked: 2 time(s) in 2 post(s)		this indicator is from Jose Silva Volatility Stop R:=C/Mov(C,144,S); A:=Mov(C/Mov(C,144,S),21,S); UB1:=A1.03; UB2:=A1.06; LB1:=A.97; LB2:=A.94; UB1;UB2;LB1;LB2;R;


User Profile View All Posts by User View Thanks


	Wanna join the discussion?! Login to your Discussions forum account or Register a new forum account.

henry1224		#2 Posted : Sunday, July 17, 2005 2:35:40 PM(UTC)
Rank: Advanced Member Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT Was thanked: 2 time(s) in 2 post(s)		Lookback := Input("Time Periods",1,1000,50); HighVolatility := Input("High Volatility %",.01,100,3); 100 * Sum(100 * ATR(1)/CLOSE > HighVolatility,Lookback)/Lookback


User Profile View All Posts by User View Thanks

henry1224		#3 Posted : Sunday, July 17, 2005 2:37:04 PM(UTC)
Rank: Advanced Member Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT Was thanked: 2 time(s) in 2 post(s)		A:=Mov(Std(Log(C/Ref(C,-1)),10) * Sqrt(365),3,S); A;Ref(A,-1);


User Profile View All Posts by User View Thanks

henry1224		#4 Posted : Sunday, July 17, 2005 2:47:29 PM(UTC)
Rank: Advanced Member Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT Was thanked: 2 time(s) in 2 post(s)		plots +1 for new high volatility for 20days and -1 for lowest Volatility for 20 days A:=Mov(Std(Log(C/Ref(C,-1)),10) * Sqrt(365),3,S); B:=If(A=HHV(A,20),1,If(A=LLV(A,20),-1,0)); B;


User Profile View All Posts by User View Thanks

henry1224		#5 Posted : Sunday, July 17, 2005 2:49:41 PM(UTC)
Rank: Advanced Member Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT Was thanked: 2 time(s) in 2 post(s)		{Volatility-adjusted, dynamic-period EMA v2.0} {©Copyright 2003 Jose Silva} {josesilva22@yahoo.com} pds:=Input("EMA periods",1,2520,21); x:=Input("use Open=1 High=2 Low=3 Close=4 Volume=5",1,5,4); plot:=Input("plot: EMA=1 volatility=2 dynamic EMA periods=3",1,3,1); x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,C)))); Vt:=Stdev(C,5)/Mov(Stdev(C,5),10,S); pds:=pds.75/(Vt+.1); pds:=If(Cum(1)-13<pds,Cum(1)-13,pds); pds:=If(pds<1,1,pds); DyEma:=x2/(pds+1)+PREV(1-2/(pds+1)); If(plot=2,Vt10,If(plot=3,pds,DyEma))


User Profile View All Posts by User View Thanks

Users browsing this topic
Guest (Hidden)

Forum Jump

You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.