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volatility

  1. algoritma

    Oscillator Yang-Zhang Volatility

    Yang-Zhang Volatility metastock n1:=9; averageP:=30; No:=Log(OPEN) - Log(Ref(CLOSE,-1)); Nu:= Log(HIGH) - Log(OPEN); Nd:= Log(LOW) - Log(OPEN); Nc:= Log(CLOSE) - Log(OPEN); Vrs:= 1 / n1 * Sum((Nu * (Nu - Nc) + Nd * (Nd - Nc)),n1); Noavg:= 1 / n1 * Sum(No,n1); Vo:= 1 / (n1 - 1) *...
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    Teknik Analiz Volatility

    Volatility Close-to-Close Volatility OHLC Volatility: Garman and Klass High-Low Volatility: Parkinson OHLC Volatility: Rogers and Satchell OHLC Volatility: Yang and Zhang
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    Oscillator Volatility Quality index by Stridman

    Volatility Quality index by Stridman {VQI} {Volatility Quality Index - Stridman's} Length1:=Input("Length 1",1,1000,9); Length2:=Input("Length 1",1,1000,200); VQI:=If(ATR(1)<>0 AND (H-L)<>0, ((C-Ref(C,-1)/ATR(1)) + ((C-O)/(H-L)))*0.5,PREV); VQI:=Abs(VQI)*((C-Ref(C,-1)+(C-O))*0.5)...
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    İndikatör Wilder's Volatility by Welles Wilder

    rev. 6/06/98 In his book New Concepts in Technical Trading Systems,J. Welles Wilder Jr. talks about volatility and describes his Volatility Index and Volatility System.Both of these can be performed in MetaStock for Windows.This document describes how to construct boththe indexand the system...
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    Al Sat Sistemi Wilder Volatility Index System by J. Welles Wilder Jr.

    rev. 6/06/98 In his book New Concepts in Technical Trading Systems,J. Welles Wilder Jr. talks about volatility and describes his Volatility Index and Volatility System. Both of these can be performed in MetaStock for Windows.This document describes how to construct both the index and the...
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    Al Sat Sistemi Volatility Bands as a Long Term Strategy by Ahmet and Suzan Tezel

    This article "Volatility Bands As A Long Term Strategy",by Ahmet Tezel, Ph.D., and Suzan Koknar-Tezel, M.S., which appears in this issue introduces two different volatility band trading systems. One systemuses bands based on moving averages and the other is based on bands whichuse regression. To...
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    Al Sat Sistemi Volatility Breakout System

    In "Designing Volatility Breakout Systems," Paolo Pezzutti sets intraday entry and exit conditions. Intraday signals can only be tested using MetaStock Professional. The following system test replicates the TradeStation signals given in the article. To create a system test in MetaStock, select...
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    Al Sat Sistemi Volatility Index System by J. Welles Wilder Jr.

    rev. 6/06/98 In his book New Concepts in Technical Trading Systems,J. Welles Wilder Jr. talks about volatility and describes his Volatility Index and Volatility System. Both of these can be performed in MetaStock for Windows.This document describes how to construct both the index and the system...
  9. algoritma

    İndikatör Volatility Annualized

    Volatility - Annualized Sqrt(20/19)*Sqrt(255)*Stdev(Log(C/Ref(C,-1)),20) Source / From: ???
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    İndikatör Volatility as Percent

    It plots a +1 on a "future turn bar" after a low between 2 highs, a –1 after a high between 2 lows, and a zero otherwise. The 2 inputs are the same as the reversal amount in the MS-ZigZag function with the Percent option selected. The values you input here can be critical to the results...
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    İndikatör Volatility Breakout System - Returns Profit

    Then copy this crude code in: Volatility Breakout System Commission:=21; {for Buy+Sell+Stop} TradeAmt:=10000; Buy:=O+((Ref(H,-1)-Ref(C,-1))*.7); Sell:=C; Stop:=O; Trade:= O < Ref(C,-1) AND H > Buy AND Ref(C,-1) < Ref(C,-2) AND Ref(C,-2) < Ref(C,-3) AND Ref(C,-3) < Ref(C,-4); {Trigger for...
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    İndikatör Volatility Stop by Chande & Kroll

    Re: Chandre & Krolls Volatility Stop * To: metastock@xxxxxxxxxxxxx * Subject: Re: Chandre & Krolls Volatility Stop * From: "C. Baude" <BAUDECB@xxxxxxxxxxxxx> * Date: Sat, 30 Jun 2001 08:16:33 -0400 * In-Reply-To: <000801c1002c$c6930750$7f52fea9@xxxx> * References...
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    İndikatör Volatility Total

    Volatility - Total Mov((Abs(O-H)),21,E) + Mov((Abs(O-L)),21,E) Source / From: ???
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    Oscillator Volatility Trade In Gold

    David Landry Historical Volatility Num:=Input("Number Of Periods For Numerator",1,100,4); Den:=Input("Number Of Periods For Denominator",2,1000,100); Std(Log(C/Ref(C,-1)),Num)/Std(Log(C/Ref(C,-1)),Den) David Landry Average Historical Volatility Den:=Input("Number Of Periods For...
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    Oscillator Relative Volatility Index (RVI) by Donald Dorsey

    rev. 01/06/97 The following formulas were taken from the article "The relative volatility index," written byDonald Dorsey, in the June 93 issue of Technical Analysis of STOCKS &COMMODITIES. Taken from Stocks & Commodities, V. 11:6 (253-256): The Relative Volatility Index by Donald Dorsey "The...
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    İndikatör Natenberg's Volatility by Sheldon Natenberg

    rev. 01/21/97 Historical volatility is defined by Sheldon Natenberg, as the standard deviation of the logarithmic price changes measured at regular intervals of time. In Mr. Natenberg's book, Option Volatility & Pricing, he covers volatility in detail and gives theformula for computing...
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    İndikatör Merrill's Volatility

    Merrill's Volatility Mov((Abs(C-Ref(C,-1))*1000),25,E) Source / From: ???