Volatility Calculator for Daily Top and Bottom Range
4 783
With the usage of ATR, applied on the close of the daily candle, I am calculated the volatility channels for the TOP and BOTTOM
Based on this logic, we can estimate, with a huge confidence factor, where the prices are going to be compressed for the trading day.
Having said that, lets take a look at the data gathered among the most important financial markets:
SPX TOP CROSSES : 2116 BOT CROSSES : 1954 Total Daily Candles : 18908 Occurance ratio = 0.215
NDX TOP CROSSES : 1212 BOT CROSSES : 1183 Total Daily Candles : 9386 Occurance ratio = 0.255
DIA TOP CROSSES : 759 BOT CROSSES : 769 Total Daily Candles : 6109 Occurance ratio = 0.25
DXY TOP CROSSES : 1597 BOT CROSSES : 1598 Total Daily Candles : 13156 Occurance ratio = 0.243
DAX TOP CROSSES : 1878 BOT CROSSES : 1848 Total Daily Candles : 13155 Occurance ratio = 0.283
BTC USD TOP CROSSES : 416 BOT CROSSES : 417 Total Daily Candles : 4290 Occurance ratio = 0.194
ETH USD TOP CROSSES : 247 BOT CROSSES : 268 Total Daily Candles : 2452 Occurance ratio = 0.21
EUR USD TOP CROSSES : 820 BOT CROSSES : 805 Total Daily Candles : 7489 Occurance ratio = 0.217
GOLD TOP CROSSES : 1722 BOT CROSSES : 1569 Total Daily Candles : 13747 Occurance ratio = 0.239
USOIL TOP CROSSES : 1077 BOT CROSSES : 1089 Total Daily Candles : 10231 Occurance ratio = 0.212
US 10Y TOP CROSSES : 1302 BOT CROSSES : 1365 Total Daily Candles : 9075 Occurance ratio = 0.294
Based on this, we can assume with a very high confidence ( 70-80%) that the market is going to stay, within the range created from the BOT and TOP ATR points.
오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
차트에서 빠르게 액세스하려면 이 스크립트를 즐겨찾기에 추가하세요 — 여기에서 자세히 알아보기.