第6頁 | Volatilityindicator — 指標和策略

Implied volatility indicator - Bouhmidi-Bands Volatility trading with the Bouhmidi-Bands Most known indicators such as Bollinger Bands or Keltner Channel focus only on historical volatility. Bouhmidi bands follow a different approach, namely an indicator based on implied volatility. Style tags: Implied Volatility, Volatility Trading, Trend Analysis Asset class: Equities, Futures, Commodities Dataset: Minutes / Hours Description The most famous volatility indicators such as Bollinger Bands , Keltner Channel , Donchian Channels , etc. all use the historical volatility of the underlying asset. However, volatility is determined not only by historical volatility but also by implied volatility. The additional analysis of implied volatility sharpens the view and improves trading. The Bouhmidi Bands ® were developed by myself and are based on implied volatility. They calculate an expected daily bandwidth under the assumption of normally distributed returns. The bandwidth is based on 1σ or 2σ. This means that an underlying closes with a probability of 68% or 95% within the expected Bouhmidi bandwidth at the end of the day. Check the historical development. The track record over the past 20 years shows a strong robustness of the indicator. Benefits using Bouhmidi bands - The Bouhmidi bands can be used to identify and filter "invisible" resistance and support that cannot be detected with simple chart analysis. - The Bouhmidi bands can be used for different trading approaches. For example, they are suitable for mean reversion and volatility breakouts. - If you combine the Bouhmidi bands with e.g. Keltner channel or Bollinger bands, you have the historical and implied volatility in one view in your tradingview chart. Which underlyings can I trade with the Bouhmidi bands? To determine the Bouhmidi bands, we need the underlying and the corresponding implied volatility index: - S&P 500 - VIX - DAX - VDAX-NEW - Dow Jones - VXD - Nasdaq 100 - VXN - Gold - GVZ - WTI - OVX - Apple - VXAPL - Amazon - VXAZN - Google - VXGOG - IBM - VXIBM

Relative Volatility Oscillator Relative Volatility Oscillator is a volatility based oscillator and works very well on Lower Time Frames on volatile assets. It uses one of five periods (34,55,89,144,233) to calculate relative volatility of the current bar with the volatility trend of one of the 5 periods from the settings, using percentile rank. Features of Relative Volatility Oscillator Choice of one of five periods for the Relative Volatility Oscillator plot. SOS Triangles to indicate Bull/Bear Exhaustion. Option to plot Volatility Zones. Oscillator Values between -5 and 5 will be plotted using exhaustion colours and can be used to monitor trades closely for trend reversals. Choice of 3 colour themes including option to plot trend based coloured price bars.

Moving Average Gap Analyzer Extremely simple algorithm in order to calculate the gap between 2 simple moving averages. Analyzing perspective defines the line of color as white, green or red. This is done by checking sources of both moving averages and evaluate their past values with the mutual length respectively. Analysis is done by scoring the movements of sources. What to expect? - Higher the gap, higher the volatility. - If the analysis line is green sources have been raising (most likely bull market), if the analysis line is white the market is mostly likely close to horizontal, if the analysis line is red, sources have been decreasing gradually (most likely bear market). ps. Genuine indicator idea of me. This indicator is not a product or an idea of any group I work with. Completely clear of all types of IP.

Cross Asset Volatility This script brings together a number of volatility indexes from the CBOE in one space making it easier to use rather than adding a number of different securities to one chart. One could create a template with these securities attached, but sometimes, you don't want to switch charts, for whatever reason, and adding an indicator for is quick and simple. One note is that due some securities exhibit much larger volatility than others (i.e. oil vs bonds) and it can be difficult to see clearly those securities whose volatilities are low, and hence we have added the ability to calculate the values as a Log value to make the indicator more readable. Another way to do this is to change the Y-axis on the chart to Logarithmic while leaving the indicator at its default settings (i.e. the checkbox for using Log calculations remains unchecked).

H/V/Q Volatility Index v2.0 This is a standalone version of the volatility calculation used in QuantRsi. It is a relatively complex volatility-specific filtering calculation designed to give deeper insight into volatility trends for any asset class. Use with Log scaling on the indicator's value scalar. This tool offers an alternative model for volatility calculation. Experience using this tool proves that it extends the efficacy of volatility prediction techniques, and allows deeper technical analysis within volatility moves. Use alongside conventional volatility indices to find opportunities within option chains to long or short volatility when HVQ provides evidence for volatility reversal that other options value models have not priced in. Use as part of a predictive based risk management strategy. Use alongside QuantRsi and HeffaeClouds as a complete trading suite, sans volume analysis, and gain insight not offered by any other indicator set. SETTINGS: TimeFrame settings: Chart/Custom timeframe inputs are carried over from HeffaeClouds and QuantRsi indicators. Allows you to assign any non-chart timeframe to the indicator: "ChartTF" follows your chart's selected resolution / TimeFrame "Non-Chart TimeFrame" is an integer for your custom TimeFrame, the setting below: "Non-Chart TimeFrame" selects "Minutes, Hours, Days" that corresponds to the above setting for a custom TimeFrame. More Settings: "Invert Output switch" will invert the volatility chart scale. Useful for visualizing some trends on assets that regularly correlate large volatility spikes with disorderly selloffs. "Show High/Low Volt range" switch (experimental) shows the high/low extremes of alternate volatility window calculations. There is insight to be gained from large differences v.s. all ranges trending near the same values. "Relative value switch" (experimental) divides the HVQ values by the hl2 candle price, per candle. This is a unique way to filter the output, visualize the volatility value per asset value. "Range Multiplier" adjusts the average window length HVQ uses for calculations. This has been finely tuned so that the value of "10" corresponds to the best average fitting of all assets and timeframes. In most situations TimeFrame should be used to alter the real window periods and this should be left at default. Instead you can change this to find better fitting if you'd like. If there is a feature you would like, question answered, or a bug to report, visit the TradingView SNOW_CITY public chat-room; link in my signature Use the pastebin link below for indicator access information and pricing

Volatility (Body and Weighted Shadow)- Volatility Indicator - Replacement for ATR - As each pair holds a different level of volatility, a stop loss can be set using this indicator rather than via a ratio 2:1, etc. e.g. 2 X Volatility Value = S/L... - This indicator averages the bodies of candlesticks over a default length of 14 periods. It also considers the length of shadows via a weighted average. This is done as it is assumed that financial institutions tend to move price to levels that do not hold (shadows). Therefore, wick lengths are less significant than the candlestick bodies, so they are weighted to hold less value.

Volatility Index (Expo)Volatility Index (Expo) DESCRIPTION Volatility can be referred to many things, but a commonly accepted definition of volatility is that it’s a measure of the risk or uncertainty in the market. Higher volatility is equal to more risk in the market. A simple way of describing it is that when volatility is high, the value of the market can be spread out over a larger range of values. This means that the price of the market can change dramatically over a short time period in either direction. A lower volatility means that a market's value does not fluctuate dramatically, and tends to be steadier. However, how to calculate and to apply volatility has been widely debated and many different calculations have been used. Volatility Index is a must for a professional trader in today's volatile markets. This Volatility Index is derived from research within Volatility. HOW TO USE 1. Use the indicator to detect low- respectively high volatility. 2. Enter the market when the volatility is low, and exit the market when the volatility is high. 3. Use the indicator to identify when the volatility peaks. Can indicate that the market will shift or can be good areas to take profits. Trend When the market is in a positive trend, the volatility is low and stable. The opposite happens when the market is in a negative trend, the volatility is high and price moves boldly. As a rule ,when volatility increases unusually(abnormal) in relation to previous periods something is happening in the market, then wait until the volatility peaks or when the indicator does not make any new highs (the indicator becomes flat), and in conjunction with that the trending price action doesn’t make any new lows or respectively highs. When this happens there is a high probability that the market will take a temporary turn. Positive volatility refers to when the volatility index increases with green candlesticks this means that the buyers are more aggressive than sellers. (Can indicate a trend change) Negative volatility refers to when the volatility index increases with red candlesticks this means that the sellers are more aggressive than buyers. (Can indicate a trend change) INDICATOR IN ACTION This indicator is best presented live, the graphs below gives a hint of how the Volatility Index works. The indicator works on any market, security, currency, stock, etc. and on any timeframe. BTCUSD EURUSD WALL STREET I hope you find this indicator useful , and please comment or contact me if you like the script or have any questions/suggestions for future improvements. Thanks! I will continue to work on this indicator, so please share your experience and feedback with me so that I can continuously improve it. Thanks to everyone that have contacted me regarding my scripts. Your feedback is valuable for future developments! ACCESS THE INDICATOR • Contact me on TradingView or use the links below ----------------- Disclaimer Copyright by Zeiierman. The information contained in my scripts/indicators/ideas does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, or individual’s trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My scripts/indicators/ideas are only for educational purposes!

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