Volatility

2022년 8월 31일

Volatility - The amount of price deviation in the specified time interval.

The calculation is made from the opening point to the closing point, and the maximum and minimum deviation between them is also included. Any timeframes are supported.

Available information: the start date of the calculation (according to the time zone of the exchange), the current volatility from the initial opening point or from the last closing point, the total volatility for all periods.

An indicator of useful use in everyday work.

Thanks for your attention!

2022년 9월 1일

릴리즈 노트

Updating the code. Adding new parameters.

2022년 9월 1일

릴리즈 노트

Update for the chart.

2022년 9월 12일

릴리즈 노트

Code update:
- Fixed calculation starting point error
- Added check for the correctness of the calculation in the absence of time intervals

In markets where there are weekends, it is better to calculate by session when the market is open.
For example: 1H, EURUSD, FXCM, Calculation date: 28.08.2022 17:00 - 02.09.2022 17:00 (UTC-4).

2022년 9월 13일

릴리즈 노트

Code update. Adding the ability to resize a table.

2023년 2월 5일

릴리즈 노트

Minor changes. Added rounding to the tick accuracy of the displayed volatility in the table when choosing a deviation - "Pricing". Added more options for table management.

2023년 3월 1일

릴리즈 노트

Minor changes.

2023년 4월 1일

릴리즈 노트

Minor changes. Hours, minutes and seconds have been removed from the start time for calculating volatility on the daily, weekly and monthly charts.

2023년 7월 27일

릴리즈 노트

Minor changes.

2023년 9월 30일

릴리즈 노트

Updated chart.