OPEN-SOURCE SCRIPT
Zaktualizowano High/Low Historical Volatility Bands [Loxx]

High/Low Historical Volatility Bands are constructed using:
What is Historical Volatility?
Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, but not the only, way to calculate Historical Volatility .
The higher the Historical Volatility value, the riskier the security. However, that is not necessarily a bad result as risk works both ways - bullish and bearish , i.e: Historical Volatility is not a directional indicator and should not be used as other directional indicators are used. Use to to determine the rising and falling price change volatility .
An important use of the Parkinson's number is the assessment of the distribution prices during the day as well as a better understanding of the market dynamics. Comparing the Parkinson's number and periodically sampled volatility helps traders understand the tendency towards mean reversion in the market as well as the distribution of stop-losses.
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
Related indicators:
Parkinson's Historical Volatility Bands [Loxx]
![Parkinson's Historical Volatility Bands [Loxx]](https://s3.tradingview.com/p/Ptd5DLzk_mid.png)
Historical Volatility Bands [Loxx]
![Historical Volatility Bands [Loxx]](https://s3.tradingview.com/7/7exumlfH_mid.png)
- Average as the middle line.
- Upper and lower bands using the Historical Volatility high/low (instead of "regular" Historical Volatility) for bands calculation.
What is Historical Volatility?
Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, but not the only, way to calculate Historical Volatility .
The higher the Historical Volatility value, the riskier the security. However, that is not necessarily a bad result as risk works both ways - bullish and bearish , i.e: Historical Volatility is not a directional indicator and should not be used as other directional indicators are used. Use to to determine the rising and falling price change volatility .
- SH is stock's High price in t day.
- SL is stock's Low price in t day.
- High/Low Return (xt^HL) is calculated as the natural logarithm of the ratio of a stock's High price to stock's Low price.
- Return:
- And Parkinson's number: 1 / (4 * math.log(2)) * 252 / n * Σ (n, t =1) {math.log(Ht/Lt)^2}
An important use of the Parkinson's number is the assessment of the distribution prices during the day as well as a better understanding of the market dynamics. Comparing the Parkinson's number and periodically sampled volatility helps traders understand the tendency towards mean reversion in the market as well as the distribution of stop-losses.
The color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line has the same color, otherwise it's white.
Included
- Alerts
- Signals
- Loxx's Expanded Source Types
- Bar coloring
Related indicators:
Parkinson's Historical Volatility Bands [Loxx]
![Parkinson's Historical Volatility Bands [Loxx]](https://s3.tradingview.com/p/Ptd5DLzk_mid.png)
Historical Volatility Bands [Loxx]
![Historical Volatility Bands [Loxx]](https://s3.tradingview.com/7/7exumlfH_mid.png)
Informacje o Wersji
Small UI fix.Informacje o Wersji
Updated to work with all timeframes and all tickers. Informacje o Wersji
Another update to functions. Informacje o Wersji
Corrected small error on division. Skrypt open-source
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Skrypt open-source
W duchu TradingView twórca tego skryptu udostępnił go jako open-source, aby traderzy mogli analizować i weryfikować jego funkcjonalność. Brawo dla autora! Możesz korzystać z niego za darmo, ale pamiętaj, że ponowna publikacja kodu podlega naszym Zasadom Społeczności.
Public Telegram Group, t.me/algxtrading_public
VIP Membership Info: patreon.com/algxtrading/membership
VIP Membership Info: patreon.com/algxtrading/membership
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.