The Elite Circle - Volatility Pack
futures io futures trading


Categories Help    

The Elite Circle
File sharing for Elite Members only, includes any and all platforms and file types


Entries
Volatility Pack 5 *
This is a collection of indicators I use with NT for volatility studies. It includes:

HistoricalVolatilityRainbow: 10/20/30/60 Day HV plot.
HistoricalVolatilityZScore: ZScore of the HV, with default 2 SD markers.
LogReturns: Useful for a lot of things.
LogRetrunsZScore: ZScore of the above, with markers at 2, 3 and 4 SDs.

Some of these were floating around in threads, now they are all updated and available as one download.

Note the HV studies use the "traditional" definition of HV, and therefore only work on daily bars.

NT 7.0.1000.5 compile.


Category The Elite Circle 
 
Suggest other entries I might like
Details: Volatility Pack
Category: The Elite Circle 


May 17th, 2011
Size: 12.96 KB
 


 
Category
 



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.