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High Low Volatility Estimator

This indicator implements the High Low Volatility Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a robust estimator using High/Low values from past bars (configurable). It's robusto to Gaps (open/close of days to stock markets) since it's using high/low ration and not the close price.

It's interesting when you need to avoid trading at a specific level of volatility

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Version 1.2 2019.04.15
Wrong implementation when Low=0, #property setted: tester_everytick_calculate