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QuanTAlib/lib/volatility/_list.md
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2024-10-28 15:29:29 -07:00

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# Volatility indicators
ADR - Average Daily Range
AP - Andrew's Pitchfork
✔️ ATR - Average True Range
ATRP - Average True Range Percent
ATRS - ATR Trailing Stop
BB - Bollinger Bands®
CCV - Close-to-Close Volatility
CE - Chandelier Exit
CV - Conditional Volatility (ARCH/GARCH)
CVI - Chaikin's Volatility
DC - Donchian Channels
FCB - Fractal Chaos Bands
GKV - Garman-Klass Volatility
HLV - High-Low Volatility
✔️ HV - Historical Volatility
ICH - Ichimoku Cloud
✔️ JVOLTY - Jurik Volatility
KC - Keltner Channels
NATR - Normalized Average True Range
PCH - Price Channel Indicator
PSAR - Parabolic Stop and Reverse
PV - Parkinson Volatility
RSV - Rogers-Satchell Volatility
✔️ RV - Realized Volatility
✔️ RVI - Relative Volatility Index
STARC - Starc Bands
SV - Stochastic Volatility
TR - True Range
UI - Ulcer Index
VC - Volatility Cone
VOV - Volatility of Volatility
VR - Volatility Ratio
VS - Volatility Stop
YZV - Yang-Zhang Volatility