I propose a new formula for the volatility indicator - page 3

New comment
 
Peter_Zabriski:
Right. That's a sensible approach. We hope for a continuation of the banquet, since there is nothing else to hope for...

;-)

Yeah, let's make it up.

I also thought of a trick.

( h-l - abs(c-o))*2 - (h-l+abs(c-o)) = h-l - 3*abs(c-o)

That is, we take the sum of all minimum zigzags, double it, and subtract the sum of all maximum zigzags.

Doesn't make any sense, but it's fun!

 
Maybe everyone will be happy with my volatility indicator. Plenty of people use it.
 
jelizavettka:

If you subtract a positive value from a greater positive value, you get a negative value. Example : 3-5 = 2

you would then go like this



Thank you, I've already corrected it, but it's like this:

   Vol = MathMax(MathAbs(Open[i]-Close[i])*2-MathAbs(High[i]-Low[i])),0);
Since we don't need the studs.
 
borilunad:
Because we don't need stilettos.

The studs are the dough.

// "A half-pint? I'll beat you...!"

 
faa1947:
Maybe everyone will be happy with my volatility indicator. Plenty of people are using it.

Thank you, I have used it with success in manual trading, but its readings are local and not designed for longer position holding and scaling when working with an EA.
 
MetaDriver:

The studs have the most dough.

// "A half-pint ? I'll beat you... !!!


Maybe it's for pips?! Well, if you are, then I'm sorry!

 
borilunad:


Maybe it's for pips?! Well, if you are, then I'm sorry!

Why count fractal volatility if you don't use it?

To be afraid?

:)

 

Volatility trading is a fun thing to do. You don't have to think about trends and other nonsense. It doesn't have to be pips. It depends on the scale.

Otherwise... Yeah, any fluctuation's good. I remember, they used to do it on FORTS. And then they closed that shop. ((

As for the formula, I'm only interested in the scale. And how to determine it... Well, to avoid gaps, I take the high-low of one bar on the average of 2222 bars. That's for the minutes.

If we are talking about impulse from the swamp, then let's talk. The topic is interesting.

 

What do you think of volatility like this? as a deviation from smoothing.

 
By the way, looked it up, the green one is stationary, so you can trade deviations from zero.
12345678
New comment
Reason: