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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
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。