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QuanTAlib/lib/volatility/_list.md
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2024-11-03 18:16:42 -08:00

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Volatility indicators

Done: 25, Todo: 10

✔️ ADR - Average Daily Range ✔️ AP - Andrew's Pitchfork ✔️ ATR - Average True Range ✔️ ATRP - Average True Range Percent ✔️ ATRS - ATR Trailing Stop ✔️ BBAND - Bollinger Bands® (Upper, Middle, Lower) ✔️ CCV - Close-to-Close Volatility ✔️ CE - Chandelier Exit ✔️ CV - Conditional Volatility (ARCH/GARCH) ✔️ CVI - Chaikin's Volatility ✔️ DCHN - Donchian Channels (Upper, Middle, Lower) ✔️ EWMA - Exponential Weighted Moving Average Volatility ✔️ FCB - Fractal Chaos Bands ✔️ GKV - Garman-Klass Volatility ✔️ HLV - High-Low Volatility ✔️ HV - Historical Volatility *ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span) ✔️ *JVOLTY - Jurik Volatility (Jvolty, Upper band, Lower band) *KC - Keltner Channels (Upper, Middle, Lower) ✔️ NATR - Normalized Average True Range ✔️ PCH - Price Channel Indicator *PSAR - Parabolic Stop and Reverse (Value, Trend) ✔️ PV - Parkinson Volatility ✔️ RSV - Rogers-Satchell Volatility ✔️ RV - Realized Volatility ✔️ RVI - Relative Volatility Index *STARC - Starc Bands (Upper, Middle, Lower) ✔️ SV - Stochastic Volatility ✔️ TR - True Range ✔️ UI - Ulcer Index ✔️ *VC - Volatility Cone (Mean, Upper Bound, Lower Bound) ✔️ VOV - Volatility of Volatility ✔️ VR - Volatility Ratio ✔️ *VS - Volatility Stop (Long Stop, Short Stop) ✔️ YZV - Yang-Zhang Volatility