Directional Volatility

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Directional Volatility

Postby Alexander.Gettinger » Sat Mar 30, 2019 11:29 am

Directional Volatility LONG
Mov((Ref(CLOSE,-1)-LOW),14,E)+ 3*Stdev((Mov((Ref(CLOSE,-1)-LOW),14,E)) ,14 ))
Directional Volatility SHORT
Mov((HIGH-Ref(CLOSE,-1)),14,E)+ 3*Stdev(Mov((HIGH-Ref(CLOSE,-1)),14,E) ,14 ))

Directional Volatility.PNG

Directional Volatility_JS.jsl
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