MACD histogram

This commit is contained in:
Miha Kralj
2024-10-23 22:04:21 -07:00
parent 7748bdd101
commit 707d81ff72
7 changed files with 235 additions and 120 deletions
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- **Jurik Volatility (Volty)**
- **Standard Deviation**
- **Relative Volatility Index (RVI)**
- **RVI Relative Volatility Index**
- **CMO Chande Momentum Oscillator**
- **Historical Volatility**
- **Average True Range (ATR) (High, Low, Close)**
- Normalized ATR
- Ulcer Index
- ARCH/GARCH Models
- Exponential Weighted Moving Average (EWMA) Volatility
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- Volatility Cone
- Bollinger Bands
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
## OHLC Input (Open, High, Low, Close)
- **Average True Range (ATR) (High, Low, Close)**
- Garman-Klass Volatility
- Rogers-Satchell Volatility
- Yang-Zhang Volatility