OPEN-SOURCE SCRIPT
CUSTOM intraday volatility chart clock

Chart clock showing an overview of the day's expected and actual intraday volatility.
In white are only the expected volatility scores. The expected increase or decrease in volatility at any given hour of day compared to the average of the whole day's expected volatility. A 0.5 score two hours from now means that you can expect that hour to be 0.5% more volatile than the average of whole day's volatility.
In blue are the actual or realized volatility scores; the difference between that hour's volatility and what was expected to be its volatility is displayed as a blue bar. If two three hours ago was expected to be a more volatile hour of the day but no movement occurred, a large down bar will print for that hour.
Large swings of daily volatility (i.e. this month is much more or much less volatility than the last) will bias the clock usually only a little higher or lower, although historical volatility peaks/depressions will show the blue realized volatility score to be consistently high/low.
If requested I can change the look of the indicator or add input settings for the input length of clock, which for now is set to 20 bars, which is an approximation of the last month's realized volatility.
In white are only the expected volatility scores. The expected increase or decrease in volatility at any given hour of day compared to the average of the whole day's expected volatility. A 0.5 score two hours from now means that you can expect that hour to be 0.5% more volatile than the average of whole day's volatility.
In blue are the actual or realized volatility scores; the difference between that hour's volatility and what was expected to be its volatility is displayed as a blue bar. If two three hours ago was expected to be a more volatile hour of the day but no movement occurred, a large down bar will print for that hour.
Large swings of daily volatility (i.e. this month is much more or much less volatility than the last) will bias the clock usually only a little higher or lower, although historical volatility peaks/depressions will show the blue realized volatility score to be consistently high/low.
If requested I can change the look of the indicator or add input settings for the input length of clock, which for now is set to 20 bars, which is an approximation of the last month's realized volatility.
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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。
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
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。