OPEN-SOURCE SCRIPT

Upside Downside Volatility of ProfitTrailer Feeder

12 708
This is to calculate UpsideVolatility, DownsideVolatility, UpsideDownsideVolatilityDifference, and AverageCandlesize in offset group of ProfitTrailer Feeder.

Volatilities are average changes between open and high or between open and low of 5 miniue candles in designated time frame by MinutesToMeasureTrend which can be inputable in format of this script.

In other words, volatilites are SMAspread between open and high or between open and low prices.

As described in wiki, use this script in 5 minute candle chart.

This script is to help myself understand the criteria of Feeder.

Any comments and suggestions are welcome.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.