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Valeo,
I believe volatility is very critical element for determining the '' value'' .
''Volatility is well known to be very difficult to estimate accurately.
A common and well-known way to estimate historical volatility of a financial instrument is by calculating the standard deviation of each period in the sample.
Parkinson formula, named after physicist Michael Parkinson, to estimate historical volatility of an underlying. Contrary to the standard deviation formula, which uses only the security close price in its calculation, the Parkinson formula uses the high and low prices but do not use the close price. No method is better than the other and each one has its advantages and disadvantages.
historical volatility using different methods :
Historical Close-to-Close volatility
Historical High Low Parkinson Volatility
Historical Garman Klass Volatility
Historical Garman Klass Volatility modified by Yang and Zhang
Historical Roger and Satchell Volatility
Historical Yang and Zhang Volatility
Trading With MATLAB: Historical Volatility=============================
Much appreciated Biddick. Enjoy the weekend.
Best wishes.
Hi Guys,
I am getting extremely positive results as of late by using the following indicator.
"SSL_fast_sBar_alert_mtf"
Can anyone tell me if this indicator is "good" and does not do anything funny? Like repainting the last 5 bars or something.
Cheers
Codex
Codex, check this post. I already asked Mladen same question.
https://www.mql5.com/en/forum/general
Codex,
Just a short addition to altorontos message : check out the hilow channel jurik smooth variation too - you might find it interesting
regards
Mladen
Codex, check this post. I already asked Mladen same question. https://www.mql5.com/en/forum/general
ooo thanks Guys, sorry about not seeing the original question. Been a crazy day here.... trying to finish of the last touches to some code for a game that I have created for my daughters (and they are the most demanding clients I have ever had!!!)
Hi MLaden, is this the indicator in question that you mentioned above?
hilow channel jurik smooth variation
Cheers
Codex
Codex
That one but, this one too : https://www.mql5.com/en/forum/general . As usual : it is not the grail, but ...
regards
Mladen
ooo thanks Guys, sorry about not seeing the original question. Been a crazy day here.... trying to finish of the last touches to some code for a game that I have created for my daughters (and they are the most demanding clients I have ever had!!!)
Hi MLaden, is this the indicator in question that you mentioned above?
hilow channel jurik smooth variation
Cheers
CodexWoov that was fast , thanks Mladen ,have a pleasant weekend to you too
Hey Mladen this is the second time I have seen some one recommend the hilow channel jurik smooth indi in the elite section. Mr. Tools recommended it a few weeks ago in the elite section. I wanted to know if you use that indi in your trading and if so what TF and what period=?
Elder Impulse
Mladen,
I like the clean-up that you have done of the Elder Impulse candles and the MTF indicator (attached) to make them not repaint.
As they are based on moving averages and MACD, I was wondering if they could be improved by using non-lag MA and non-lag MACD? I would like your opinion on this, and if you think it would improve it could you code the indicators using these?
Thanks and regards.
And one more :
It seems that various wonder indicator sellers are determined to use linear regression value (for some reasons on mt4 platform it is better known as lsma) in their campaigns (see this post : https://www.mql5.com/en/forum/179803/page32 ).
Well, here is a version they do not have and are not aware of
If AccelerationFactor is set to 1 it will give the same results as the regular one, but it seems to be interesting to accelerate it depending on the length of the trend in same direction (that way minor trend changes are almost ignored in the overall picture)