Historical Volatility Percentile tells you the percentage of the days from the past year (252 trading days) that have lower volatility than the current volatility.
I included a simple moving average as a signal line to show you how volatile the stock is at the moment.
I have included simple colors to let you know when to enter or exit a position.
Buy when...
The 3rd piece to the other two pieces to our CoT study. This is the Amplifier, which turns select signals into 'Super' Buys/Sells
The other two being the 'Bitcoin Insider CoT Delta', and the on chart Price indicator most will have, if no others the 'Hunt Bitcoin CoT Buy/Sell Signals' that will indicate the key signals, ave 4 a year on the chart as they...
This indicator is based on the 20 weekly simple moving average and it could be used to help finding potential tops and bottoms on a weekly BTC chart.
This version uses an "oscillator" presentation, it fluctuates around the value zero.
The indicator plots 0 when the close price is near the 20 weekly moving average.
If it's below 0 it reflects the price being...
This indicator is based on the 20 weekly simple moving average and it could be used to help finding potential tops and bottoms on a weekly BTC chart.
When using the provided "coef" parameter set to the default of 0.5 it shows how most bottoms since 2013 have hit the lower band of this indicator.
The lower band is calculated as exp(coef) *...
This Plots the Standard Deviation Price Band based on the Historical Volatility. SD 1, 2, 3.
Version update:
Fixed the Standard Deviation mistake on Version 1.
Added Smoothing Options for those who prefer a less choppy version.
Standard Deviation 3 plot is not set to Default
The alpha parameter of this moving average decreases with every new bar on the chart, so it will become more slowly and slowly in course of time. Can act like additional support/resistance line but works in an acceptable way on weekly and monthly timeframes only.
These variables can be used in comparison with the implied volatility of options.
Variables:
Realized Volatility
mathematical notation lowercase 'sigma'
Realized Variance
mathematical notation lowercase 'sigma' squared
Realized Beta
mathematical notation lowercase 'beta'
Timeframes:
Yearly = 250 or 365
Quarterly = 50 or 90
Monthly = 20 or...
This script shows three measures of volatility:
historical (hv): realized volatility of the recent past
median (mv): a long run average of realized volatility
implied (iv): a user-defined volatility
Historical and median volatility are based on the EWMA, rather than standard deviation, method of calculating volatility. Since Tradingview's built in ema function...
This simple script shows an "N" standard deviation volatility bracket, anchored at the opening price of the current month, week, or quarter. This anchor is meant to coincide roughly with the expiration of options issued at the same interval. You can choose between a manually-entered IV or the hv30 volatility model.
Unlike my previous scripts, which all show the...
Relative Historical Volatility
Historical Volatility is relative to it's doubled lookback period of the historical volatility to calculate relative historical volatility.
Including a standard deviation to calculate the volatility value itself is useless. It filters out 32% of the most volatile movements of the asset that you are observing.
Example of...
Problem
Pine's implementation of the security() function behaves differently in realtime vs. historical bars. Specifically, for historical bars, calling security() for a time frame (TF) larger/slower than the current chart's TF will return information about the last completed bar of the higher TF. However, for realtime bars (i.e. if you allow the chart to...
Strategy buy when HVol above BuyBand and close position when HVol below CloseBand.
Markets oscillate from periods of low volatility to high volatility
and back. The author`s research indicates that after periods of
extremely low volatility, volatility tends to increase and price
may move sharply. This increase in volatility tends to correlate
with the...
![(BTCUSD+BTCUSD+XBTUSD)/3: [CM] Pivot Points M-W-D-4H-1H - No Historical Data](https://s3.tradingview.com/s/svLZn5Oj_mid.png "[CM] Pivot Points M-W-D-4H-1H - No Historical Data")
