[A618] Historical Volatility Bands
Historical Volatility Bands
To be used over 5 mins for best results
HVB is a standard deviation measure for Historical Volatility Percentile,
It helps you figure out the next level of Support and Resistances
> If the HVB width is narrow, its an indication for a Trending market day
> Price crossing the highest green band line symbolises a nice upmove
> Price crossing the lowest red band line symbolises a nice downmove
> Green and Red lines are levels of Support and Resistances with respect to Historical Volatility
Credits
Historical Volatility Percentile calculation part : @cheatcountry
Link to cheatcountry idea
Hope this Helps!
Поиск скриптов по запросу "Volatility"
Relative Percentile Volatility by UnelmaThe indicator estimates a smoothed volatility and plot it against volatility from the lookback period. This results in a relative volatility measures.
Readings above 50 indicate high volatility with respect to lookback period, viceversa below 50.
It may be very useful in a trading system to spot high/low volatility periods.
The signal is smoothed using Sine/Cosine waving method, it s not a sma.
The comparison is done using a quantile approach.
UnCheck the percentile option to have a percentage volatility measure. I suggest a look-back of 60 days.
[FRK] Volatility-Adjusted Mean Reversion 🎯 What It Does :
- Spots when price has moved "too far" from average
- Adjusts for how jumpy/calm the market is right now
- Gives you better signals than simple oscillators
⚙️ Every Setting Explained:
- MA Length (9): How many bars for the "center line"
- Volatility Length (20): How many bars to measure "jumpiness"
- Threshold (0.04): When to actually signal you
- Price Input (Close): Which price to use
- MA Type (SMA): How to calculate the average
- Vol Multiplier (10.0): Just visual scaling
📊 Visual Guide:
- Blue line above red dotted = Price too high, expect drop
- Blue line below green dotted = Price too low, expect bounce
- Background colors = Active signals
- Table = Current stats and history
🧮 Simple Formula:
Signal = (Price - Average) ÷ Average ÷ (Volatility × 10)
When Signal > 0.04 or < -0.04 → Trade signal!
// ⚠️ IMPORTANT TRADING WARNING:
// DO NOT TRADE ON THIS SIGNAL ALONE! This is a confluence tool that helps you:
// • Understand current volatility vs historical levels
// • Get a "feel" for how extended current price moves are
// • Confirm other trading setups with volatility context
// • See when market is unusually calm or wild
High Volatility and Big Price Change ScannerThis Pine Script scans for high volatility and significant price changes on the chart. It uses Average True Range (ATR) to measure volatility and calculates the percentage change in price over a specified lookback period. When both conditions—high volatility (ATR above a threshold) and a significant price change (greater than the set percentage threshold)—are met, a signal is plotted below the bar. Additionally, an alert condition is included for notifications when these conditions are satisfied.
This script is useful for identifying stocks with large price movements and increased volatility, which may indicate potential trading opportunities.
Volatility %This indicator compares the average range of candles over a long period with the average range of a short period (which can be defined according to whether the strategy is more long-term or short-term), thus allowing the measurement of the asset's volatility or the strength of the movement. It was also created to be used on the 1D time frame with Swing Trading.
This indicator does not aim to predict the direction or strength of the next movement, but seeks to indicate whether the asset's value is moving more or less than the average. Based on the principle of alternation, after a large movement, there will likely be a short movement, and after a short movement, there will likely be a long one. Therefore, phases with less movement can be a good time to position oneself, and if volatility starts to decrease and the target has not been reached, closing the position can be considered.
This indicator also comes with three bands of percentage volatility averages altered by a multiplier, allowing for a dynamic reading of how volatile the market is. These should be adapted according to the asset.
This indicator is not meant to be used alone but as an auxiliary indicator.
Local VolatilityThe traditional calculation of volatility involves computing the standard deviation of returns,
which is based on the mean return. However, when the asset price exhibits a trending behavior,
the mean return could be significantly different from zero, and changing the length of the time
window used for the calculation could result in artificially high volatility values. This is because
more returns would be further away from the mean, leading to a larger sum of squared deviations.
To address this issue, our Local Volatility measure computes the standard deviation of the
differences between consecutive asset prices, rather than their returns. This provides a measure of
how much the price changes from one tick to the next, irrespective of the overall trend.
~ arxiv.org
MAX4 Ord. Volatility Market ScannerScan volatility of for NEW 15 coin listed on binance futures , print result in label ordered form higher or lower volatility Use it in combination with MAX2 Ord. Volatility Market and MAX1 Ord. Volatility Market Scanner to have all binance futures coin scan
MAX3 Ord. Volatility Market ScannerScan volatility of for last 29 coin on binance futures, print result in label ordered form higher or lower volatility Use it in combination with MAX2 Ord. Volatility Market and MAX1 Ord. Volatility Market Scanner to have all binance futures coin scan
MAX2 Ord. Volatility Market ScannerScan volatility of 40 pair, print result in label ordered form higher or lower volatility
Use it in combination with MAX1 Ord. Volatility Market Scanner for have 80 coin scan
MAX1 Ord. Volatility Market ScannerScan volatility of 40 pair, print result in label ordered form higher or lower volatility
Use it in combination with MAX2 Ord. Volatility Market Scanner for have 80 coin scan
MEGANEKO Volatility DetectorThis Indicator immediately shows you the Volatility Rising and Declining.
It is configured of:
-Volatility line ( made of dmi, adx, standard-deviation, ,any type of ma, and others )
-Smoothing line (sma of Volatility Line, assuming the crossing signal)
-Basement line (any type of ma of Volatility Line, assuming using very-long-period)
also added alerts.
this is INVITATIONAL~ONLY.
Annual VolatilityScript measuring realized annual volatility based on month window.
White line - annual realized volatility based in 21 days ( classic month window )
Green peak - annual realized volatility for number of days in previous month
You can chose your target volatility and script will show you a required weight
for risk assets in your portfolio.
Exponential Volatility IndexA volatility indicator with respect to a period of the past. A value of 50.0 indicates average volatility with respect to the period. A falling/increasing EVI (Exponential Volatility Index) indicates that the volatility is falling/increasing respectively to the period.
Implied minus Historical VolatilityJust a simple comparison of 30 day historical volatility versus 30 day implied volatility(VIX). In general, when VIX is way above realized or historical Vol, in general that is quite bullish. Backtest will be available soon.
Historical Volatility %Historical Volatility in % on 1 minute close of Deribit exchange candles.
Ability to set an alert for a given level of volatility .
PA Researcher Volatility for XBTUSDThis is PA Researcher Volatility Indicator for XBTUSD 1H Chart
Based on Volume Information
Appear Silver signal when volatility goes down
Ability to change color
Ability to change value of lowest line
It can also use on other altcoins
Multi Symbol VolatilityMeasure volatility on up to five different assets, volatility measured using standard deviation
Historical Volatility OscillatorThis indicator looks at the volatility in a market. The classical HV only looks at volatility, but this indicator also takes the direction account. This indicator also looks at hl2 and not close.
Relative Measured Volatility (RMV)RMV • Volume-Sensitive Consolidation Indicator
A lightweight Pine Script that highlights true low-volatility, low-volume bars in a single squeeze measure.
What it does
Calculates each bar’s raw High-Low range.
Down-weights bars where volume is below its 30-day average, emphasizing genuine quiet periods.
Normalizes the result over the prior 15 bars (excluding the current bar), scaling from 0 (tightest) to 100 (most volatile).
Draws the series as a step plot, shades true “tight” bars below the user threshold, and marks sustained squeezes with a small arrow.
Key inputs
Lookback (bars): Number of bars to use for normalization (default 15).
Tight Threshold: RMV value under which a bar is considered squeezed (default 15).
Volume SMA Period: Period for the volume moving average benchmark (default 30).
How it works
Raw range: barRange = high - low
Volume ratio: volRatio = min(volume / sma(volume,30), 1)
Weighted range: vwRange = barRange * volRatio
Rolling min/max (prior 15 bars): exclude today so a new low immediately registers a 0.
Normalize: rmv = clamp(100 * (vwRange - min) / (max - min), 0, 100)
Visualization & signals
Step line for exact bar-by-bar values.
Shaded background when RMV < threshold.
Consecutive-bar filter ensures arrows only appear when tightness lasts at least two bars, cutting noise.
Why use it
Quickly spot consolidation zones that combine narrow price action with genuine dry volume—ideal for swing entries ahead of breakouts.
Andy's Volatility Hunt IndicatorBuilt Volatility Hunt Indicator 1 year ago and backtested.
The purpose of this indicator is to IDENTIFY when a big move up/down is coming.
This indicator is best used for the 6 HR timeframe and results will be different if you apply it on other timeframes, as it was designed for the 6 hour timeframe.
When the signal "Pickup" occurs that means a big move is coming.
The big move can be going toward the upside or the downside.
As seen in the few previous "Pickup", FB has resulted in moves of 15%-20%.
It can also be used on multiple markets, a few that I have used were in tech stocks and BTC .
Moreover, you can set alert signals on the call when "Pickup" appears.
-Andy C
Crypto Market VolatilityCross market look at different Crypto markets ans their growth from the lowest value in 6 hours.
Green = +10% growth
Orange = 0 001- 9.99% growth
red = lowest price in last 6 hours
Use 1 minutes candles.Orange lines signify less volatility for bots.
Implied Volatility Range ProjectionThis script plots an expected future range estimation based on implied volatilities, using a specified volatility index as proxy for ATM implied volatilities.
For example the S&P 500 could use the VIX.
Historical VolatilityNothing special here, just an open source Historical Volatility, for my own practice more than anything else.
Decided to make it public just because maybe somebody can edit it (as the TV standard one's source code is locked) and put in adaptive lengths or whatever else they want to do.
Just leave me a credit if you use it somehow.
Cheers.
