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已更新 Realized Volatility (StdDev of Returns, %)
📌 Realized Volatility (StdDev of Returns, %)
This indicator measures realized volatility directly from price returns, instead of the common but misleading approach of calculating standard deviation around a moving average.
🔹 How it works:
Computes close-to-close log returns (the most common way volatility is measured in finance).
Calculates the standard deviation of these returns over a chosen lookback period (default = 200 bars).
Converts results into percentages for easier interpretation.
Provides three key volatility measures:
Daily Realized Vol (%) – raw standard deviation of returns.
Annualized Vol (%) – scaled by √250 trading days (market convention).
Horizon Vol (%) – volatility over a custom horizon (default = 5 days, i.e. weekly).
🔹 Why use this indicator?
Shows true realized volatility from historical returns.
More accurate than measuring deviation around a moving average.
Useful for traders analyzing risk, position sizing, and comparing realized vs implied volatility.
⚠️ Note:
It is best used on the Daily Chart!
By default, this uses log returns (which are additive and standard in quant finance).
If you prefer, you can easily switch to simple % returns in the code.
Volatility estimates depend on your chosen lookback length and may vary across timeframes.
This indicator measures realized volatility directly from price returns, instead of the common but misleading approach of calculating standard deviation around a moving average.
🔹 How it works:
Computes close-to-close log returns (the most common way volatility is measured in finance).
Calculates the standard deviation of these returns over a chosen lookback period (default = 200 bars).
Converts results into percentages for easier interpretation.
Provides three key volatility measures:
Daily Realized Vol (%) – raw standard deviation of returns.
Annualized Vol (%) – scaled by √250 trading days (market convention).
Horizon Vol (%) – volatility over a custom horizon (default = 5 days, i.e. weekly).
🔹 Why use this indicator?
Shows true realized volatility from historical returns.
More accurate than measuring deviation around a moving average.
Useful for traders analyzing risk, position sizing, and comparing realized vs implied volatility.
⚠️ Note:
It is best used on the Daily Chart!
By default, this uses log returns (which are additive and standard in quant finance).
If you prefer, you can easily switch to simple % returns in the code.
Volatility estimates depend on your chosen lookback length and may vary across timeframes.
發行說明
Realized Volatility (StdDev of Returns, %)This indicator measures realized volatility directly from price returns, instead of the common but misleading approach of calculating standard deviation around a moving average.
🔹 How it works:
Computes close-to-close log returns (the most common way volatility is measured in finance).
Calculates the standard deviation of these returns over a chosen lookback period (default = 200 bars).
Converts results into percentages for easier interpretation.
Provides three key volatility measures:
Daily Realized Vol (%) – raw standard deviation of returns.
Annualized Vol (%) – scaled by √252 trading days (market convention).
Horizon Vol (%) – volatility over a custom horizon (default = 5 days, i.e. weekly).
🔹 Why use this indicator?
Shows true realized volatility from historical returns.
More accurate than measuring deviation around a moving average.
Useful for traders analyzing risk, position sizing, and comparing realized vs implied volatility.
⚠️ Note:
By default, this uses log returns, which are additive and standard in quant finance.
If you prefer, you can easily switch to simple % returns in the code.
Volatility estimates depend on your chosen lookback length and may vary across timeframes.
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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。