I'm sounding like a broken record for asking for the following modifications, but could you please add the 'ForSymbol' and 'Invert' input options to your SSA of price - advanced histo.
Again, thank you for your time and effort.
I hope I understood correctly : made a histo version of it and multi time frame
It would be great if you had time to correct it.
I really would appreciate.
Here you go
Good morning mladen:)
I need 3 ADX revels on this indi.
Can adding this?
sorry my poor english :P
Mladen ,you may find this interesting it is one of historical volty method called Parkinson's Historical Volatility IVolatility.com - Services & Tools -> Knowledge Base -> Education -> Understanding IVolatility.com data .Thanks.
Would you care to elaborate a little, Biddick? Confirmation only or trade selection?
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.
I am getting extremely positive results as of late by using the following indicator.
Can anyone tell me if this indicator is "good" and does not do anything funny? Like repainting the last 5 bars or something.