Directional Volatility

Directional Volatility

Directional Volatility indicator. The indicator displays two volatility lines – bullish and bearish ones.

It has two configurable parameters:

  • Period – calculation period
  • Deviation – deviation

It is calculated with the standard deviation from a mean of the last X Period, made of distance between the last Close with the High/Low depending of the direction (short or long curves).

Converted from a mq5 indicator by a request in the English forum.

 

Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. Bard • 14 days ago #

    Thanks for this great addition. How would you “finish the syntax” if you were to use an ALMA moving average? Tried adding the ALMA code and Calling it. Please see code where I have used “///////////” for syntax issue. Thanks,

  2. Bard • 14 days ago #

    Problems with Safari latest s/ware and this site and links and adding code.
    Let me add the code here:
    https://www.dropbox.com/s/6w4266gmwlaszf9/DirectionalVolatilityALMA.rtf?dl=0

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
swapping легко критиковать показатели, закодированные в мое свободное время и оставленные бесплатно, ...
marinober giusto, la critica è troppo severa. Mi dispiace che l'indicatore abbia delle lacune perchè ...
RobertFX Works fine on FOREX
Balmora74 Hi Jerke and thanks for your return. I choose the values because they gave me the best equit...
Dymjohn Great work I've changed the trade quantity to reflect whether price is above or below the 20...
PacoLopez Hello Balmora, good morning. Nice code, Thanks for sharing. I just read from your comments ...
juanj
3 months ago
juanj I have actually completely redesigned this indicator with loads of improvements, so will res...
Nicolas Try to restrain to trading hours when Volumes are present (customized trading hours: righ cl...
Choliver Bonsoir Nicolas, Merci pour cet indicateur. Même s'il n'y a officiellement pas de volume s...
jissey Bonjour Bolsatrilera,j'essaie de vous contacter pour le cm rsi ;je le trouve interessant, m...
jissey J'essaie de vous contacter pour l'indicateur"cm rsi"....
Nicolas Yes, that's how it goes when using loops..
JosephFelix Hi, Could I please have help with adding these indicators 'on price'? Every indicator that I...
Nicolas Just add it on price by clicking the wrench on the left upper side of the price chart.
joobeng I get area of shading above and below a horizontal line. How can I post a picture here ? Thanks
joobeng Sorry, I solved the problem. I have add the CBL indicator using the spanner icon on the pric...
Nicolas Adjust the price settings for the Y Axis to use the price only.
Leo Hi Luminario, b0 is a condition that the curve SMA1 is below SMA2. As long as this conditi...
nwesterhuijs Last statements for closure seem incorrect in my opinion: - "IF (Barindex-TRADEINDEX)>11...
Leo This is a 1 min strategy where the markets has been very oversell / overbought and this code...
Real Pro working now, sorry for the bother
David29 BONJOUR, Félicitations pour cet indicateur. Avez-vous une idée de comment créer une strat...
Nicolas Je pense que ça a déjà été codé quelque part sur le forum. Dans la négative merci d'ouvrir u...
jebus89 Big thanks for sharing this :) Seems to work as expected, good stuff.
ALE
1 year ago
ALE P01 , it’s the first patner of the indicator, I hope to add others in future.
ALE We can discuss about the strategy here: https://www.prorealcode.com/topic/scalping-indicator/
settival CIAO ALE CREDO DI AVER SETTATO PER BENINO LO SCALPING INDICATOR MA NON VISUALIZZO I SEGNALI ...
GianfrancoCeck Salve Nicolas. Ho provato ad inserire anche questo suo indicatore, ma sulla T3 ho sempre la...
jeanroger411 bonjour, comment avez vous fait ? chez moi ils ne s'affichent pas merci
jeanroger411 bonjour, comment avez vous fait ? chez moi ils ne s'affichent pas merci
Nicolas
2 years ago
swapping Bonjour Nicolas, comment doit-on modifier le code (ou ajouter la variable "style") pour que ...
Nicolas Il faut changer la dernière ligne du code par : return ibuf108 style(line,2) as "Vostro", ...
swapping Merci beaucoup Nicolas, c'est mieux ainsi ...
flodefacebook Merci Nicolas pour cet indicateur. Très utile dans une technique de retournement.
HeikinAshi thank you for this very interesting indicator Nicolas! did you define a tradable setup fo...
JanWd Dear Gabri, could you explain why you have used "RitMensNoRiskTitle" ? In the formula [ ...
JanWd add it as a default variable, to be found on top if you make the indicator Kind regards, Jan
gabri JanWD, in the original sharpe formula (made for portfolios) this is the return for a no-ris...
gabri Grazie, con ETF to consiglio anche uno screener basato su questa strategia https://www.pror...
Alex975 Grazie della dritta.. testerò il tutto.
guillermus69 is this " a= log(close/close[1])" better than a = ((close/close[1]) -1) *100 . I ...

Top