Historical Volatility MA - Layering

2021년 5월 6일

Provides a historical volatility moving average to show trends in volatility. Meant to be used with Volume MA, and Vol of Vol MA, layered on top of eachother.

2021년 5월 26일

릴리즈 노트

I have updated this script to delete the "slow" historical volatility moving average, and instead use only a "fast" historical volatility moving average which is based on the difference between what would have been the slow line, and the current volume. I found that having two lines sometimes caused the slow line to be flattened out, making it harder to read. The relative fast vs slow makes it more simple to read. I use this layered over the "Volume MA - Layering" script so both are shown in one window.

Enjoy