2024-10-28 15:29:29 -07:00
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# Volatility indicators
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2024-11-08 21:20:06 -08:00
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Done: 31, Todo: 4
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2024-10-28 15:29:29 -07:00
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2024-11-01 18:33:24 -07:00
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✔️ ADR - Average Daily Range
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✔️ AP - Andrew's Pitchfork
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2024-10-26 23:54:55 -07:00
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✔️ ATR - Average True Range
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2024-11-01 18:33:24 -07:00
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✔️ ATRP - Average True Range Percent
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✔️ ATRS - ATR Trailing Stop
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2024-11-03 10:47:10 -08:00
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✔️ BBAND - Bollinger Bands® (Upper, Middle, Lower)
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✔️ CCV - Close-to-Close Volatility
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✔️ CE - Chandelier Exit
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✔️ CV - Conditional Volatility (ARCH/GARCH)
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✔️ CVI - Chaikin's Volatility
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2024-11-03 18:16:42 -08:00
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✔️ DCHN - Donchian Channels (Upper, Middle, Lower)
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2024-11-03 10:47:10 -08:00
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✔️ EWMA - Exponential Weighted Moving Average Volatility
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✔️ FCB - Fractal Chaos Bands
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✔️ GKV - Garman-Klass Volatility
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✔️ HLV - High-Low Volatility
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✔️ HV - Historical Volatility
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✔️ JVOLTY - Jurik Volatility (Jvolty, Upper band, Lower band)
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2024-11-03 18:16:42 -08:00
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✔️ NATR - Normalized Average True Range
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✔️ PCH - Price Channel Indicator
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✔️ PV - Parkinson Volatility
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✔️ RSV - Rogers-Satchell Volatility
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2024-10-26 23:54:55 -07:00
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✔️ RV - Realized Volatility
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2024-10-28 15:29:29 -07:00
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✔️ RVI - Relative Volatility Index
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2024-11-03 18:16:42 -08:00
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✔️ SV - Stochastic Volatility
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feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi
2024-10-30 13:45:36 -07:00
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✔️ TR - True Range
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✔️ UI - Ulcer Index
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2024-11-08 21:20:06 -08:00
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✔️ VC - Volatility Cone (Mean, Upper Bound, Lower Bound)
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feat: Dpo, Tsi, Vortex, Bpp, Cci, Cfo, Tr, Ui, Vc, Vov, Vr, Vs, Mfi, Nvi, Obv, Pvi, Pvo, Pvol, Pvr, Pvt, Tvi
2024-10-30 13:45:36 -07:00
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✔️ VOV - Volatility of Volatility
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✔️ VR - Volatility Ratio
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✔️ *VS - Volatility Stop (Long Stop, Short Stop)
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2024-11-03 18:16:42 -08:00
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✔️ YZV - Yang-Zhang Volatility
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2024-11-08 21:20:06 -08:00
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ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)
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KC - Keltner Channels (Upper, Middle, Lower)
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PSAR - Parabolic Stop and Reverse (Value, Trend)
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STARC - Starc Bands (Upper, Middle, Lower)
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