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Miha Kralj
35 lines
1.1 KiB
Markdown
35 lines
1.1 KiB
Markdown
# Volatility
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Volatility indicators measure price volatility and range.
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| Indicator | Full Name | Description |
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| ADR | Average Daily Range | |
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| ATR | Average True Range | |
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| ATRN | Average True Range Normalized [0,1] | |
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| ATRP | Average True Range Percent | |
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| BBW | Bollinger Band Width | |
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| BBWN | Bollinger Band Width Normalized | |
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| BBWP | Bollinger Band Width Percentile | |
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| CCV | Close-to-Close Volatility | |
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| CV | Conditional Volatility | |
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| CVI | Chaikin's Volatility | |
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| EWMA | Exponential Weighted MA Volatility | |
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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 | |
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| JVOLTYN | Jurik Volatility Normalized [0,1] | |
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| MASS | Mass Index | |
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| NATR | Normalized Average True Range | |
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| PV | Parkinson Volatility | |
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| RSV | Rogers-Satchell Volatility | |
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| RV | Realized Volatility | |
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| RVI | Relative Volatility Index | |
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| STARC | Starc Bands | |
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| TR | True Range | |
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| UI | Ulcer Index | |
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| VOV | Volatility of Volatility | |
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| VR | Volatility Ratio | |
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| YZV | Yang-Zhang Volatility | |
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