RicardoSantos

Multiple Frequency Volatility Correlation

This is a complex indicator that looks to provide some insight into the correlation between volume and price volatility .
Rising volatility is depicted with the color green while falling volatility is depicted with purple.
Lightness of the color is used to depict the length of the window used, darker == shorter in the 2 -> 512 window range.

發布通知: added a histogram to show last and recent(10 bars) distribution of correlation
發布通知: updated histogram calculation, it now allows the input length of the aggregation of values, added values display on histogram bars.
發布通知: added labels with some description.

開源腳本

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想在圖表上使用此腳本?