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Re: Volatility Indicators for MT4

by: yoake
Parkinson Volatility Estimator / Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ Parkinson suggests using the High and Low of each bar can represent volatility better as...

Re: Volatility Indicators for MT4

by: yoake
Garman Klass Yang Zhang extension / Garman Klass (Multi Symbol) I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ This estimator can easily respond to sudden price movements.(Overnight...

Re: Volatility Indicators for MT4

by: yoake
Rogers-Satchell Estimator/ Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ The Rogers Satchell Estimator calculates based on open, close, high, and low. And it can also ...

Re: Volatility Indicators for MT4

by: yoake
EWMA Volatility Estimator/ Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ EWMA stands for Exponentially Weighted Moving Average . The Close-to-Close and all other estim...

Re: Volatility Indicators for MT4

by: yoake
Yang-Zhang Volatility Estimator/ Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ The Yang Zhang Estimator combines Garman-Klass and Rogers-Satchell Estimator so that it ...

Re: Volatility Indicators for MT4

by: yoake
Adjusted Mean Absolute Deviation Estimator/ Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ It uses the distance log return is from its moving average as volatility . It...

Re: Volatility Indicators for MT4

by: yoake
Adjusted Median Absolute Deviation Estimator/ Multi Symbol I converted this based on this page . Historical-Volatility-Estimators by Balipour https://www.tradingview.com/script/nT8O2E5i-Historical-Volatility-Estimators-pig/ This is another estimator that does not use standard deviation to measure v...

Historical Volatility Estimators_ALL

by: yoake
I was going to upload it sooner. This is Historical Volatility Estimators_ALL. Eight Historical Volatility Estimators are available, Close to Close, Parkinson, Garman Klass, Garman Klass YZ Extension, Roger-Satchell, EWMA, Yang Zhang Estimator, Adjustable Mean Absolute Deviation, and Adjustable Medi...