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is there Volatilty predictor indicator

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Paschal Ezendu
177
Paschal Ezendu  

I know that market volatility is primarily driven by news, however, i am just curious if any one could share any indicator to predict how volatile currency can be within a particular time say 30 minutes. I have an EA that works perfectly with grid system. the only thing is that one cannot predict volatility. if say there is any indicator to determine that the market will move 20 pips at a set time, the EA does not care about the direction it must be in profit.


so my question is is there anything like volatility predictor indicator for trading forex.

Young Ho Seo
23949
Young Ho Seo  

Hi 

Average True Range is the basic one. Not predictive but you can find volatility at that time. Lagging is disadvantage.

You can also use moving average of standard deviation but they are lagging too. 

More advanced one is called GARCH or ARCH. GARCH is preferred in general over ARCH. This one is predictive one.

Difficult to write into code properly but not impossible. Used by many practitioners.

Kind regards.

Paschal Ezendu
177
Paschal Ezendu  
FinanceEngineer:

Hi 

Average True Range is the basic one. Not predictive but you can find volatility at that time. Lagging is disadvantage.

You can also use moving average of standard deviation but they are lagging too. 

More advanced one is called GARCH or ARCH. GARCH is preferred in general over ARCH. This one is predictive one.

Difficult to write into code properly but not impossible. Used by many practitioners.

Kind regards.

Thank you. Very happy
Alain Verleyen
Moderator
33611
Alain Verleyen  
borgu:

I know that market volatility is primarily driven by news, however, i am just curious if any one could share any indicator to predict how volatile currency can be within a particular time say 30 minutes. I have an EA that works perfectly with grid system. the only thing is that one cannot predict volatility. if say there is any indicator to determine that the market will move 20 pips at a set time, the EA does not care about the direction it must be in profit.


so my question is is there anything like volatility predictor indicator for trading forex.

How can you expect to "predict" volatility ? Nothing can be predicted in the market, best thing you can get is a probability, not a prediction.
Tan Phan Ngoc
1326
Tan Phan Ngoc  
borgu:

I know that market volatility is primarily driven by news, however, i am just curious if any one could share any indicator to predict how volatile currency can be within a particular time say 30 minutes. I have an EA that works perfectly with grid system. the only thing is that one cannot predict volatility. if say there is any indicator to determine that the market will move 20 pips at a set time, the EA does not care about the direction it must be in profit.


so my question is is there anything like volatility predictor indicator for trading forex.

No indicator can predict the market. But different news affect the market differently.
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