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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
39 lines
1.3 KiB
Markdown
39 lines
1.3 KiB
Markdown
# Volatility indicators
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Done: 15, Todo: 20
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✔️ ADR - Average Daily Range
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✔️ AP - Andrew's Pitchfork
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✔️ ATR - Average True Range
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✔️ ATRP - Average True Range Percent
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✔️ ATRS - ATR Trailing Stop
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*BB - Bollinger Bands® (Upper, Middle, Lower)
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CCV - Close-to-Close Volatility
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CE - Chandelier Exit
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CV - Conditional Volatility (ARCH/GARCH)
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CVI - Chaikin's Volatility
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*DC - Donchian Channels (Upper, Middle, Lower)
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EWMA - Exponential Weighted Moving Average Volatility
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FCB - Fractal Chaos Bands
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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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*ICH - Ichimoku Cloud (Conversion, Base, Leading Span A, Leading Span B, Lagging Span)
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✔️ JVOLTY - Jurik Volatility
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*KC - Keltner Channels (Upper, Middle, Lower)
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NATR - Normalized Average True Range
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PCH - Price Channel Indicator
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*PSAR - Parabolic Stop and Reverse (Value, Trend)
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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 (Upper, Middle, Lower)
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SV - Stochastic Volatility
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✔️ TR - True Range
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✔️ UI - Ulcer Index
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✔️ *VC - Volatility Cone (Mean, Upper Bound, Lower Bound)
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✔️ VOV - Volatility of Volatility
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✔️ VR - Volatility Ratio
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✔️ *VS - Volatility Stop (Long Stop, Short Stop)
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YZV - Yang-Zhang Volatility
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