GARCH

GARCH 

The indicator grows when the volatility of the market is high. The changes or variation can be predicted as well. Almost you have a greater value of indicator when up or down tendency. All critics are accepted to improve the indicator.

I added an improvement to better results ()

In version 1.1 you can reverse GARCH (1,1) or just leave it as the default behaviour. If you’ve already downloaded it, re-download it to test the improvements

Version 1.2 is better, you can customize more parameters. I use this new code and the result is so good.

 

Register to download