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UDAY_C_Santhakumar
18 ธันวา 2014 เวลา 7 นาฬิกา 26 นาที

Historical Volatility based Standard Deviation_V2 

Goldman Sachs Group, Inc. (The)NYSE

คำอธิบาย

This Plots the Standard Deviation Price Band based on the Historical Volatility. SD 1, 2, 3.

Version update:
Fixed the Standard Deviation mistake on Version 1.
Added Smoothing Options for those who prefer a less choppy version.
Standard Deviation 3 plot is not set to Default
ความคิดเห็น
ChrisMoody
Beautiful Work!!!

I had it on my list to code this...It's always nice when someone does it for you...
neneram
Can you tell me why Log function is used in calculating std dev ?
can we calculate std dev using the closing prices and their mean in look back period ?
will there be difference in these 2 values ?
if yes which one to use ?
zakmic
@neneram, because price can't be negative (below zero)
FahadWaliany
Can anyone discuss the settings for this indicator? Length, width and smoothness and what those are?
UDAY_C_Santhakumar
@FahadWaliany, It totally depends on whats your trading style. Simple idea here would be to offset it to 15-20 bars and play a break out for example.

"Indicators are to be used to fit your trading needs" Dont work it otherways.
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