This is a library of Volatility Indicators .
It aims to facilitate the grouping of this category of indicators, and also offer the customized supply of
the parameters and sources, not being restricted to just the closing price.
@Thanks and credits:
1. Dynamic Zones: Leo Zamansky, Ph.D., and David Stendahl
2. Deviation: Karl...
L&S Volatility Index is a tool designed to helps traders identify overpriced or underpriced moments in the market and adjust their trading strategies accordingly.
This tool calculates how far the price is from the 21-period simple moving average as a ratio of the average historical volatility calculated over the last 21 candles.