OPEN-SOURCE SCRIPT

Semi Deviation Point Percent

The Semi Deviation Point calculates the positive value as the standard deviation of only samples that has high value than the simple moving average. The negative value is the same standard deviation, but only uses the low value and multiply for -1.

After this calculate the value is divide by the value of simple moving average and multiplied by hundred to get a percent value from 0% to 100%.

The delta line is a simple moving average from the differences of the two values.

How it should be read?

If positive values are greater than negative values than the volatility is happen on higher prices and not lower.
If positive values are lower than negative values than the volatility is happen on lower prices and not higher.

If you know that in which market you would opt in? Is it less risk the prior?
Standard Deviation

Script open-source

Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

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