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is there Volatilty predictor indicator

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Paschal Ezendu
177
Paschal Ezendu 2014.09.17 23:50 

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
15796
Young Ho Seo 2014.09.18 01:36  

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 2014.09.18 09:07  
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
30702
Alain Verleyen 2014.09.18 10:33  
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
1332
Tan Phan Ngoc 2014.09.19 09:46  
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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