Historical Volatility MA - Layering

6 พ.ค. 2021

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.

26 พ.ค. 2021

เอกสารเผยแพร่

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