Volatility

Volatility - The amount of price deviation in the specified time interval.

The calculation is made from the opening point to the closing point, and the maximum and minimum deviation between them is also included. Any timeframes are supported.

Available information: the start date of the calculation (according to the time zone of the exchange), the current volatility from the initial opening point or from the last closing point, the total volatility for all periods.

An indicator of useful use in everyday work.

Thanks for your attention!

Notes de version:

Updating the code. Adding new parameters.

Notes de version:

Update for the chart.

Notes de version:

Code update:
- Fixed calculation starting point error
- Added check for the correctness of the calculation in the absence of time intervals

In markets where there are weekends, it is better to calculate by session when the market is open.
For example: 1H, EURUSD, FXCM, Calculation date: 28.08.2022 17:00 - 02.09.2022 17:00 (UTC-4).

Notes de version:

Code update. Adding the ability to resize a table.

Notes de version:

Minor changes. Added rounding to the tick accuracy of the displayed volatility in the table when choosing a deviation - "Pricing". Added more options for table management.

Notes de version:

Minor changes.

Notes de version:

Minor changes. Hours, minutes and seconds have been removed from the start time for calculating volatility on the daily, weekly and monthly charts.

Notes de version:

Minor changes.

Notes de version:

Updated chart.