exlux99

Volatility Calculator for Daily Top and Bottom Range

With the usage of ATR, applied on the close of the daily candle, I am calculated the volatility channels for the TOP and BOTTOM

Based on this logic, we can estimate, with a huge confidence factor, where the prices are going to be compressed for the trading day.

Having said that, lets take a look at the data gathered among the most important financial markets:

SPX
TOP CROSSES : 2116
BOT CROSSES : 1954
Total Daily Candles : 18908
Occurance ratio = 0.215

NDX
TOP CROSSES : 1212
BOT CROSSES : 1183
Total Daily Candles : 9386
Occurance ratio = 0.255

DIA
TOP CROSSES : 759
BOT CROSSES : 769
Total Daily Candles : 6109
Occurance ratio = 0.25

DXY
TOP CROSSES : 1597
BOT CROSSES : 1598
Total Daily Candles : 13156
Occurance ratio = 0.243

DAX
TOP CROSSES : 1878
BOT CROSSES : 1848
Total Daily Candles : 13155
Occurance ratio = 0.283

BTC USD
TOP CROSSES : 416
BOT CROSSES : 417
Total Daily Candles : 4290
Occurance ratio = 0.194

ETH USD
TOP CROSSES : 247
BOT CROSSES : 268
Total Daily Candles : 2452
Occurance ratio = 0.21

EUR USD
TOP CROSSES : 820
BOT CROSSES : 805
Total Daily Candles : 7489
Occurance ratio = 0.217

GOLD
TOP CROSSES : 1722
BOT CROSSES : 1569
Total Daily Candles : 13747
Occurance ratio = 0.239

USOIL
TOP CROSSES : 1077
BOT CROSSES : 1089
Total Daily Candles : 10231
Occurance ratio = 0.212

US 10Y
TOP CROSSES : 1302
BOT CROSSES : 1365
Total Daily Candles : 9075
Occurance ratio = 0.294

Based on this, we can assume with a very high confidence ( 70-80%) that the market is going to stay, within the range created from the BOT and TOP ATR points.

開源腳本

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。

免責聲明

這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。

想在圖表上使用此腳本?