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Volatility
This is a filtering indicator Volatility in the CTA contract of BG Exchange. According to their introduction, it should be calculated using this simple method.
However, you may have seen the problem. According to the exchange's introduction, the threshold should still be divided by 100, which is in percentage form. The result I calculated, even if not divided by 100, still shows a significant difference, which may be due to the exchange's mistake. Smart netizens, do you know how the volatility of BG Exchange is calculated.
The official introduction of BG Exchange is as follows: Volatility (K, Fluctuation) is an additional indicator used to filter out positions triggered by CTA strategy signals in low volatility markets. Usage: Select the fluctuation range composed of the nearest K candlesticks, and choose the highest and lowest closing prices. Calculation: 100 * (highest closing price - lowest closing price) divided by the lowest closing price to obtain the recent amplitude. When the recent amplitude is greater than Fluctuation, it is considered that the current market volatility meets the requirements. When the CTA strategy's position building signal is triggered, position building can be executed. Otherwise, warehouse building cannot be executed.
However, you may have seen the problem. According to the exchange's introduction, the threshold should still be divided by 100, which is in percentage form. The result I calculated, even if not divided by 100, still shows a significant difference, which may be due to the exchange's mistake. Smart netizens, do you know how the volatility of BG Exchange is calculated.
The official introduction of BG Exchange is as follows: Volatility (K, Fluctuation) is an additional indicator used to filter out positions triggered by CTA strategy signals in low volatility markets. Usage: Select the fluctuation range composed of the nearest K candlesticks, and choose the highest and lowest closing prices. Calculation: 100 * (highest closing price - lowest closing price) divided by the lowest closing price to obtain the recent amplitude. When the recent amplitude is greater than Fluctuation, it is considered that the current market volatility meets the requirements. When the CTA strategy's position building signal is triggered, position building can be executed. Otherwise, warehouse building cannot be executed.
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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。