Moving Average Envelope Indicator

Posted by admin | Analysis, Indicators | Sunday 29 June 2008 1:46 am

The Moving Average Envelope Indicator plots a percentage above and below a moving average.

The plot was developed from a article at VIX & more. 

 

 

Triple Historical Volatility

Posted by admin | Analysis, Indicators | Saturday 28 June 2008 6:36 am

This is an extension of the historical volatility indicator. This indicator shows the 30, 90 and 120 day historical volatility in a single pane. Another great tool for options traders.



TraderWerks Historical Volatility Indicator

Posted by admin | Analysis, Indicators | Tuesday 24 June 2008 5:09 am

This indicator is of special use to options traders. It calculates the
historical volatility for comparison with the options-implied
volatility.

It is the standard volatility calculation. I compared this indicator’s
values with those of some commercial providers, and the numbers were
spot-on.

The indicator allows you to calculate historical volatility of the
close, open, high, low, median or average prices.

For more information, take a look at the video.