Volatility for Amibroker (AFL)
kaiji over 16 years ago Amibroker (AFL)
Simple Volatility indicator based on Standard Deviation. You can find potential breaks when the std cross above its EMA. Also try different periods for breakout and STD.
By Avi ben a – avi111a [at] yahoo.com
Indicator / Formula
Copy & Paste Friendly
/***************************************/
/*Volatility written by Avi b*/
/***************************************/
time = Param( "time",21, 1, 100, 1 );
std = StDev( Close, time);
Plot(std ,"Standard Deviation",32,1);
breaktime = Param( "breaktime",25, 1, 100, 1 );
stdavg = EMA(std,breaktime);
Plot(stdavg ,"Standard Deviation Avarage ",23,1);
Cross1 = Cross(std,stdavg);
PlotShapes( IIf( Cross1 , shapeDigit1 + shapePositionAbove, shapeNone ), colorGreen );
0 comments
Leave Comment
Please login here to leave a comment.