ACD_2 The indicator shows levels of support/resistance.

Chaikin’s Volatility – CHV According to volatility interpretation method offered by Chaikin, the growth of the volatility indicator value in a short is the sign of a price’s approaching to a base (for example, panic selling of securities), and volatility fall during a дыкпук period denotes the closeness of a peak (e.g. in conditions of…

Indicator of Volatility Change There are a lot of ways to measure volatility (changeability). One of them is calculation of the standard deviation of returns for a certain period of time. Sometimes the current volatility on a short period of time (for example, 6 days) is correlated with volatility of a larger period (for example…

Chaikin’s Volatility (2 lines)

Damiani_volatmeter

VoltyChannel_Stop_v2.1   

Volatility Indicator Judging by the code of indicator, it calculates the difference between the maximum maximums and minimum minimums of prices of the candlesticks for the last 20 bars (parameter). The result is displayed in points. Input Parameters: extern int       N=20; // period of the channel

Stochasic Chaikin’s Volatility Analyzing the behavior of Chaikin’s Volatility index I was wondering how it should behave in a modified version, following J.Ehlers suggestions, applying a stochasticization process to it, so this is the result. Sure now it does not have much to do with the original one but it seems interesting and I would…

Wilder’s Volatility System Wilder’s Volatility System, developed by and named after Welles Wilder, is a volatility index made up of the ongoing calculated average, the True Range. The True Range is always positive and is defined as the highest difference in value among today’s daily high minus today’s daily low; today’s daily high minus yesterday’s…

Kaufman Volatility Kaufman Volatility according to Perry Kaufman books “Smarter Trading”.