NinjaTrader 6.5 Indicators - Historical Volatility
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Historical Volatility 5 *
This is a very interesting indicator that shows historical volatility for the current time fo day, averaged over a selected number of previous days. It tracks surprisingly well with ADX, except that it actually leads ADX in many cases. The screenshot shows how the two compare.

This could be very useful in strategies because you could actually look forward and see the expected volatility ahead of time.

A nice future addition to this indicator would be an option to shift it forward a few bars, so you could be aware of the predicted volatility before it gets there.

I found the indicator here: https://ninjatrader.com/support/forum/showthread.php?t=5385


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)


Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
 
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Details: Historical Volatility
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 


January 24th, 2010
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Keywords: volatility goldstandard
 


 
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