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Standard Deviation (Volatility)

RSI Div at Daily VWAP StDevMean Reversion indicator based on RSI Divergences at Overbought/Oversold conditions with Price above/below a Standard Deviation from Daily VWAP. Useful for intra-day trading. Signal criteria: 1. RSI is at Overbought/Oversold 2. RSI Divergence present (not hidden) 3. RSI has not reached Neutral level (i.e. 50) 4. Price has crossed above/below a Standard Deviation from Daily VWAP Config Options: - RSI length (default:14) - Divergence Lookback Period (default:14) - RSI Oversold/Overbought tresholds (default: 70/30) - RSI Reset Level (default: 55/45) - Use VWAP Std Dev (default: yes) - Standard Deviation from Daily VWAP (default: 1.51) Use with discretion.
Pine Script™ indicator
by crypto_rife
13
Erzurum Indicators (By DadashKadir)Erzurum Indicators (By DadashKadir) An indicator in which you will keep track of the buying and selling movements by adding the movements of the three moving averages together. The parameters were determined as Moving Average (SMA), Exponential Moving Average (EMA), Weighted Moving Average (WMA) and Volume Weighted Moving Average (VWMA). Its constant value was taken as WMA. It is used to calculate the averages of 3 - 5 and 7. You can include the standard deviation (STDEV) in these moving averages. The name of the indicator is taken from our city of Erzurum, the pearl of Eastern Anatolia.
Pine Script™ indicator
by dadashkadir
1
CV_VWAP_GMECoefficient of variance GME ‰ Gray area: Regional price variance of GME in per milles Light gray thick line: NYSE:GME deviation from global mean 1. Select a chart 24-hour ticker like FX_IDC:USDEUR 2. Select a timescale (5 min, 15 min, ...) 3. Monitor the regional price variance Exchanges included: NYSE, XETR, BMV, FWB, SWB, BITTREX, FTX Currency conversion: Forex Adapted from Detecting the great short squeeze on Volkswagen, Godfrey, K. (2016, February 18).
Pine Script™ indicator
by delegaatio
5
SuperTrendRange by DGTSuperTrendRange study attempts to determine the state of the market • whether a well-established bull/bear trend is present • whether the market is trading in a range SuperTrendRange (STR) takes into account the volatility of the market - further details regarding volatility can be found in the description of “Volatility Bands by DGT” study Due to its similarities to SupertTrend (ST) and Parabolic SAR (SAR), I will try to explain by stating differences between them SuperTrendRange uses both the ATR (Average True Range) and STDEV (Standard Deviation) as part of its calculations - unlike ST and SAR where they use only ATR Sensitivity of the indicator is adjusted using the multiplier setting of both ATR and STDEV Additionally, unlike ST, the source of the basis of SuperTrendRange can be selected among the assets price value or its moving average Source and Length are adjustable too The SuperTrendRange, like Parabolic SAR indicator, appears on a chart as a series of dots, either above, below or unlike Parabolic SAR both above and below of the asset's price A dot placed - below the price when the market is trending upward - above the price when it is trending downward - both above and below when the price starts moving sideways – this is a feature that both SuperTrend and Parabolic SAR misses, where they are known to produce false signals and losing trades, whereas SuperTrendRange emphasis the zones of the ranges occurring and in most cases are considered no trade recommended zones. Please note that the range width may vary depending on how the market is volatile. It is up to the users to trade if it fits their trading strategies Dots plotted above and below can be assumed as Support and Resistance levels Example usages – with trading opportunities Gold Monthly Chart Bitcoin Daily Chart Disclaimer: Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script™ indicator
by dgtrd
71
Z-Score 'Bollinger Bands'The following script is an application of the Z-Score (previous script). Z-Scores can be used in place of standard deviation (sigma) in 'Bollinger Bands'. The average of the sample (x-bar) over 21 days (N) 21 average trading days per month, fixed value The average of the population (mu) over 63 days (n) 63 days per quarter, default is set to 63 Z-Score is calculated by formula in previous script, and the absolute value is taken of "Z". Z-High = absolute value of Z + (x-bar). Z-Low = absolute value of Z - (x-bar). Will update with Z from mu and Z from avg (working on UX and visualization details).
Pine Script™ indicator
by luminaryfi
5
Exertion MeterHello traders, today I wanted to present you something special. I present you the Exertion Meter! Created from scratch, this idea is based on a theory of mine called "Exertion". Exertion occurs when price moves beyond the previous bar's range thus it has "exerted itself". The idea is that when price moves a lot, it exerts a lot of energy which eventually leads to calmer motion, usually in the direction price has exerted itself. Now, when price has exerted itself a lot in a particular direction, it's telling you that it will likely continue in that direction. Once this happens, it will gradually calm down until price begins the cycle again, exerting itself in either the same or opposite direction. This theory is similar to the theory of expansion & contraction phases. This indicator attempts to show you where price has exerted itself by giving you a two lines cross signal. The default settings are recommended, but experimentation is encouraged to fit your own personal system. Both settings control the standard deviation line ( aka . Upper Bollinger Band ). Enjoy, and hit the follow button to get easy access to all my indicators and to follow my latest publications!
Pine Script™ indicator
by racer8
2
Volatility based Standarde Deviation and Fib. Pivot PointsThis indicator plots Standard deviation levels and Fib. Pivot Points. I prefer to use only SD levels but Fib. levels also come handy in providing support and resistance. How to use this indicator: You have to manually enter instrument's Closing Price / Settlement Price and VIX closing price to draw each day's levels. For NQ, I use VXN closign price and for ES or RTY, I use VIX closing price. This indicator can be used on individual stocks and forex pairs.
Pine Script™ indicator
by hammadshahir
2
VAMA Volume Adjusted Moving Average BandsThis indicator is standard deviation bands using a live analysis adaptation of Richard Arms' ‎Volume Adjusted Moving Average as their basis. ‎VAMA utilizes a period length that is based on ‎volume increments rather than time. • SampleN - N ‎volume bars used as sample to calculate average ‎volume , 0 equals all bars. • VAMA Source - Price used for ‎volume weighted calculations. • VAMA Length - Specified number of ‎volume ratio buckets to be reached. • VAMA VI Fct - Size of ‎volume ratio buckets. • VAMA Strict - Must meet desired ‎volume requirements, even if number of bars has to exceed ‎VAMA Length to do it. • STDV Factor - Standard Deviation multiplier. • STDV Length - Standard Deviation period. • Brightness - Color opaqueness for the band fills. Please see previous published example here for more details on VAMA's usage and inability to redraw the past on time based charts. NOTICE: This is an example script and not meant to be used as an actual strategy. By using this script or any portion thereof, you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!
Pine Script™ indicator
by allanster
10
StDev Based Trendlines - JDAs a second alternatively based trendline script this is the Standard Deviation vesrion. This script draws trendlines from the pivot points in the price chart. The angle of the trendlines is determined by (a percentage of) the Standard Deviation. The angle follows the change in price, compared to the StDev at the moment where the pivot point is detected The StDev percentage determines if the trendline follows the rate of change of the StDev or a fraction ( value < 100) or a multiple ( value > 100) of that JD. #NotTradingAdvice #DYOR Disclaimer. I AM NOT A FINANCIAL ADVISOR. THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY. ALWAYS DO YOUR OWN RESEARCH!
Pine Script™ indicator
by Duyck
3
Trend Analysis IndicatorThe Trend Analysis Indicator was created by Adam White (Stocks & Commodities V. 10:8 (358-360)) and this is not to be confused with the Trend Analysis Index which was also created by Adam White. The stock is trending when it is above the signal and loses steam when it falls below the signal. Generally you should buy when it is above it's signal and sell when it goes below the signal. Let me know if you would like me to write more scripts!
Pine Script™ indicator
by cheatcountry
6
Variable Length Moving AverageThe Variable Length Moving Average was created by George R. Arrington Ph.D. (Stocks & Commodities V. 9:6 (219-223)) and I'm really loving this indicator. It is a great moving average that hugs the price very closely and it is fully adjustable to your needs. It detects signals extremely well and I have color coded the moving average line to make it very easy to interpret. This is not to be confused with the Variable Moving Average created by Tushar S. Chande and as of now I haven't seen any other script for this moving average out there yet. Please let me know if you would like me to write any other scripts for indicators you would like to see!
Pine Script™ indicator
by cheatcountry
14
[e2] Bitcoin Halving Key & AvwapThis indicator shows a Key Level Support & Resistance level and VWAP that reset on your choice of the Bitcoin's halving date. Optional Key Calculation Mode: - Start with first (2012) or second (2016) halving date. - Start with first and reset on the second (Halving to halving mode) - Start with every next halving simultaneously (Halving + halving mode) Labels show the Market Capitalization, total minted Bitcoins and Bitcoin's close price on the halving's date. A maximum of 5 bands calculated using a factor of the anchored VWAP's standard deviation can be displayed. Note - The script is designed for Bitcoin markets only. - Estimated 3rd halving, script will be updated when next halving occurs.
Pine Script™ indicator
by e2e4
12
SMU STDEV Candles This script creates a STDEV in a candle format so you can see the Change in a candle format and compare it with the actual price candle. Is very similar to SMU RSI and SMU ROC. The interesting part is to see the full effect of traditional indicators in a candle format rather than a simple plot format. Very interesting view in SPX. There is a very big clue in the chart as STDEV changed since 2008. Can you figure it out? Also, try this in lower time frame and you will be amazed how Algo kills volatility after each upside or downside. Fascinating
Pine Script™ indicator
by stockmarketupdate
2
Functions Allowing Series As Length - PineCoders FAQ█ WARNING Improvements to the following Pine built-ins have deprecated the vast majority of this publication's functions, as the built-ins now accept "series int" `length` arguments: ta.wma() ta.linreg() ta.variance() ta.stdev() ta.correlation() NOTE For an ​EMA function that allows a "series int" argument for `length`, please see `ema2()` in the ta library by TradingView . █ ORIGINAL DESCRIPTION Pinescript requires many of its built-in functions to use a simple int as their period length, which entails the period length cannot vary during the script's execution. These functions allow using a series int or series float for their period length, which means it can vary on each bar. The functions shared in this script include: Rolling sum: Sum(src,p) Simple moving average: Sma(src,p) Rolling variance: Variance(src,p) Rolling standard deviation: Stdev(src,p) Rolling covariance: Covariance(x,y,p) Rolling correlation: Correlation(x,y,p) If p is a float then it is rounded to the nearest int . How to Use the Script Most of the functions in the script are dependent on the Sma function. The Correlation function uses the Covariance and Stdev functions. Be sure you include all the required functions in your script. Make sure the series you use as the length argument is greater than 0, else the functions will return na . When using a series as length argument, the following error might appear: Pine cannot determine the referencing length of a series. Try using max_bars_back in the study or strategy function. This can be frequent if you use barssince(condition) where condition is a relatively rare event. You can fix it by including max_bars_back=5000 in your study declaration statement as follows: study("Title",overlay=true,max_bars_back=5000) Example The chart shows the Sma , Stdev , Covariance and Correlation functions. The Sma uses the closing price as input and bars as period length where: bars = barssince(change(security(syminfo.tickerid,"D",close ,lookahead=true))) The Stdev uses the closing price as input and bars + 9 as period length. The Covariance and Correlation use the closing price as x and bar_index as y , with bars + 9 as period length. Look first. Then leap.
Pine Script™ indicator
by PineCoders
29