OPEN-SOURCE SCRIPT
Historical Volatility Strategy Backtest
Strategy buy when HVol above BuyBand and close position when HVol below CloseBand.
Markets oscillate from periods of low volatility to high volatility
and back. The author`s research indicates that after periods of
extremely low volatility, volatility tends to increase and price
may move sharply. This increase in volatility tends to correlate
with the beginning of short- to intermediate-term moves in price.
They have found that we can identify which markets are about to make
such a move by measuring the historical volatility and the application
of pattern recognition.
The indicator is calculating as the standard deviation of day-to-day
logarithmic closing price changes expressed as an annualized percentage.
Please, use it only for learning or paper trading. Do not for real trading.
Markets oscillate from periods of low volatility to high volatility
and back. The author`s research indicates that after periods of
extremely low volatility, volatility tends to increase and price
may move sharply. This increase in volatility tends to correlate
with the beginning of short- to intermediate-term moves in price.
They have found that we can identify which markets are about to make
such a move by measuring the historical volatility and the application
of pattern recognition.
The indicator is calculating as the standard deviation of day-to-day
logarithmic closing price changes expressed as an annualized percentage.
Please, use it only for learning or paper trading. Do not for real trading.
סקריפט קוד פתוח
ברוח TradingView אמיתית, מחבר הסקריפט הזה פרסם אותו בקוד פתוח, כך שסוחרים יוכלו להבין ולאמת אותו. כל הכבוד למחבר! אתה יכול להשתמש בו בחינם, אבל השימוש החוזר בקוד זה בפרסום כפוף לכללי הבית. אתה יכול להכניס אותו למועדפים כדי להשתמש בו בגרף.
רוצה להשתמש בסקריפ זה בגרף?
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.