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feat: Enhance volume indicators with ADOSC and SSF implementation and validation

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Miha Kralj
2025-12-20 15:08:07 -08:00
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# Volatility
Volatility indicators measure price volatility and range.
> "The market is a pendulum that swings between unsustainable optimism and unjustified pessimism." — Benjamin Graham
Volatility is the pulse of the market. It measures the rate and magnitude of price changes, regardless of direction. In low volatility, markets consolidate and coil; in high volatility, they explode and trend.
These indicators don't tell you where the price is going. They tell you how scared or greedy the participants are while it gets there.
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| ADR | Average Daily Range | |
| [ATR](atr/Atr.md) | Average True Range | Measures market volatility by decomposing the entire range of an asset price for that period. |
| [ATR](atr/Atr.md) | Average True Range | The standard for measuring market "heat." Decomposes range to account for gaps. |
| ATRN | Average True Range Normalized [0,1] | |
| ATRP | Average True Range Percent | |
| BBW | Bollinger Band Width | |