Volatility Cycle

Volatility Cycle

The volatility cycle indicator measure differences between current standard deviation of the price and its highest and lowest within the last “InpBandsPeriod” bars. It results of a bounded oscillator that can be read as:

  • oscillator is low, expect a volatility explosion in the next periods or the end of the current trend
  • oscillator is high, a trend is currently forming

The curve can be smooth much more to avoid false signals but with more lag.

This technical indicator should  be used with other ones to confirm its information.

 

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?

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

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
imonix Have been trying this on demo since Monday before deciding whether to go live with it. Using...
Roberto Blázquez I'm sorry, I've tried it since November 2012 and it's bad results.
Dunstan I would like to get guidance_ How do I access and attach this indicator to my MT5 platform...
Nicolas You can't, use prorealtime, it's way better
jc84 Thank you very much for this indicator , not provided by PRT I was actually working at thi...
luxrun sorry, add prt code add doesn't work
robertogozzi Don't worry about PRT code, I can't make it work either! Great for pointing that out, it's ...
Khaled @Luxrun, good morning, you mentionned "y = exponentialaverage (x)", isn't the period of the ...
luxrun One question, Roberto: the two AvgT are variable, could you explain to me what they regulate...
robertogozzi AvgT stands for Average Type, it's a parameter for the AVERAGE keyword (https://www.prorealc...
Pierreco1991 Hello Can you confirm this configuration for FRANCE ? //Time in UTC+8 Rest0Minutes =...
Nicolas Ask on an Excel website?!
JJMR HOLA NICOLAS, TENGO LA ULTIMA VERSION ACTUALIZADA DEL INDICADOR TTM SQUEEZE PRO EN LA VERSIO...
imokdesign @nicolas ,if in want to "call" this indicator, which values i have to write down?
Vonasi There are actually two ways to calculate standard deviations and I seem to have used the ver...
Vonasi There are actually two ways to calculate standard deviations and I seem to have used the ver...
segie Can something similar be done with Supertrends?
Vonasi Not sure I fully understand what you are asking for. Are you asking for MTF Supertrend level...
Kris75 very interesting; thanks !
robertogozzi Yes, you can use any setting that suits you best! As to which one... it depends on the inst...
DaxRider grazie Robnerto
supertiti Bonjour Nicolas, Je ne comprend pas bien , le trend change de couleur quand les prix sont a...
Nicolas Oui ce serait possible, cependant l'indicateur est bien prévu pour conserver la couleur de l...
supertiti Quand tu pourras si tu peux nous coder la troisième couleur cela améliorerait les trades cou...
Nicolas remplacer les valeurs de coloured(0,255,0) par coloured(r,g,b) et ajouter ces noms de variab...
mohamed merci Nicolas!
sacram14 Merci Nicolas pour ce set-up que je ne connaissais pas ! J'ai tenté de reprendre le code pou...
Zigo Normaly it do work in version 11.
bertrandpinoy Hello to all, please does a coder can bring the indication of the price level on the chart o...
Zigo @bertrandpinoy add between line 50 and 51 : drawtext("#dnh#",barindex,low-2.618*AverageTrue...
supertiti Hello Jan You must use this code in correspondence with other indicators, a code alone do...
Franro Hi, this looks very good is this something you worked towards a strategy?
hua hin Bonjour comment mettre ce programme sur un graphique le lien est en JPG et sur crewation i...
Vonasi Sure that is possible. I will code it and make a post in the English ProBuilder forum and pu...
Vonasi Vama v2 with Hull moving average included can be found here: https://www.prorealcode.com/top...
JMat45 Thank you, Vonasi.
Bard Very interesting approach Vonasi! I'm getting a 404 error when trying to download though?
Vonasi I just tested and I was able to download with no error.
Psari Hi Vonasi, I am a newbie and was wondering whether you could possibly help me with this pro...
redactv7 On my charts, the indicator doesnt go on the upper pannel, on prices, but under like an osci...
Nicolas apply in on the chart, look at this how-to video: https://www.prorealcode.com/blog/video-tut...
jonpt88 interesting code thanks!
Bard I've also just noticed that changing the "Bands Deviation" setting from 1.25 to eg 3 doesn't...
bartekz Hi @Nicolas, Really impressed by your work. I am trying to replicate the Wave-PM indicator t...
Nicolas You don't have to replicate it, download the file and import it into your platform.
Marie-Eve Vergoz lorsque je copie les codes, le système me signale des erreurs à la ligne 12 et suivantes
Marie-Eve Vergoz sorry - tout est ok -

Top