Volatility indicators for MT4 - page 5

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SVE volatility bands (originally coded for tradestation, and posted here : https://www.mql5.com/en/forum ) metatrader 4 version

 

Volatility band by Alexander Gettinger

Formulas:

Middle = EMA(Length_Vol_Band, Typical price),

Lower = Middle-devLow,

Upper = Middle+devHigh, where

devLow = devHigh*Low_Band_Adjust,

devHigh = EMA(Length_Vol_Band, V_Value),

V_Value = MVA(tpSeries, Length_Vol)/Dev_Factor,

tpSeries = Typical price - Low price if Typical price>=Typical price,

tpSeries = Typical price - Low price if Typical price<Typical price.
Files:
volatility_band.mq4  3 kb
 

Xaser FV indicator (I do not know the author - downloaded from here : Индикатор флэта и волатильности XASER FV )

Files:
xaser-fv.ex4  6 kb
xaser.png  45 kb
 

Can someone translate that Russian page (I know that I can use Google translate, but their translation is sometimes much more funny than useful)?

 

Has anyone used this indicator "Xaser FV indicator"

Just curious

 
Rivabex1301:
Has anyone used this indicator "Xaser FV indicator" Just curious

I would like to know how it can be used too

 
mladen:
Interesting link fx1-D. Thanks

I like the volatility indicator from there so I decided to make our version too from what I saw there.

Some explanation : this is an intraday volatility indicator. It calculates required weeks (specified by VolatilityPeriodWeeksparameter) of intraday volatility averages of any symbol (decided to add possibility to choose symbol other than current chart symbol - I know at least one person that will be glad that I did this ) and that way you can have something like this :

Intraday hours are, with default settings, broker hours. If you wish to have that GMT time, set the HourShiftparameter to desired value that will correct the broker time difference compared to GMT. Here is an example of ibfx with hour shift 0 and alpari with hour shift -2 (since alpari I am using is GMT+2, in order to have it GMT 2 hours have to be subtracted) and as you can see differences between the 2 brokers are marginal

IBFX :

Alpari :

Bars per hour parameter simply regulates how many bars wide should be the display of each and every hour (per default they are 6 bars wide). IndicatorUniqueIDhas a purpose of ensuring that each instance has unique name that will then enable simultaneous multiple displays (as in first example)

Hi mladen

Could you please indicate how the volatility is calculated for this indicator

Thank you

 
Rivabex1301:
Hi mladen

Could you please indicate how the volatility is calculated for this indicator

Thank you

Rivabex1301

It is calculated as a kind of intraday average candle : average upper wick, average lower wick and average body for a specified hour for a desired period of weeks. And that is what is then displayed as an expected volatility

 

Thank You

I appreciate your reply

 
Rivabex1301:
Has anyone used this indicator "Xaser FV indicator" Just curious

Здесь.http://forum.forexac.com/showthread.php?t=238830&

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