Volatilidad — Indicators and Strategies

Directional ATR OANDA:EURUSD TLDR: A custom volatility indicator that combines Average True Range with candle direction. The Directional ATR (DATR) is an indicator that enhances the traditional Average True Range (ATR) by incorporating the direction of the candle (bullish or bearish). This indicator is designed to help traders identify trend strength, potential trend reversals, and market volatility. Key Features: Trend Confirmation: Positive and increasing DATR values suggest a bullish trend, while negative and decreasing values indicate a bearish trend. A higher absolute DATR value signifies a stronger trend. Trend Reversal: A change in the direction of the DATR from positive to negative or vice versa may signal a potential trend reversal. Volatility: Like the standard ATR, the DATR can be used to gauge market volatility, with larger absolute values indicating higher volatility and smaller values suggesting lower volatility. Divergence: Divergence between the price and the DATR could signal a potential weakening of the trend and an upcoming reversal. Overbought/Oversold Levels: Extreme DATR values can be used to identify overbought or oversold market conditions, signaling potential reversals or corrections. Please note that the Directional ATR is just an indicator, and the interpretations provided are based on its underlying logic. It is essential to combine the DATR with other technical analysis tools and test the indicator on historical data before using it in your trading strategy. Additionally, consider other factors such as risk management, and your own trading style.

Mora's Compression Indicator Introducing Mora's Price Compression indicator. One of the biggest challenges in trading strategies is to differentiate between zones in which price is consolidated (so called squeezed) and zones of price expansion. Zones of consolidation can indicate traders' indecision or the creation of order blocks, but regardless of their mechanism, most indicators behave differently in those areas as oppose to times when price is trending. A traditional indicator of consolidation zones is the so call Squeeze, which combines Bollinger Bands and Keltner’s Channels.. although broadly used, its interpretation is not quite straightforward. Here a new indicator is introduced to identify areas of consolidation or expansion based on current and historical volatility. Ultimately we know the price is consolidated (current volatility) when it starts raging within a narrower band that we are use to see (Historical volatility), so the ratio of the current to historical volatility becomes a straightforward identification of consolidation zones and that is what this indicator provides. The indicator is scaled such that values near zero mean price is compressed and values near 100 price is over-extended. The indicators is designed to allow different time-frames, while avoiding repainting.

Volatility Trigger Index The script allows to assess the volatility of an asset. It works by calculating the rate of change and the standard deviation. The index is useful to determine the lowest volatility periods (could be useful to look strategies) and also it determine the highest volatility periods (maybe for exits or partial closes). It has 3 iputs: Lenght. Low volatility value. High volatility value. The low and high values are set after a visual inspection. The values changes in each time frame. Usually when the timeframe is higher the value of the index is higher as well. So the low and high levels must be changed after each time frame set. As an idea could be used in combination with any moving average to determine the market direction and the index used as a trigger.

3EMA + Boullinger + PIVOT TRES EMAS + BANDAS DE BOLLINGER + PIVOTE INDICADOR 1: TRES EMAS (MEDIA MOVIL EXPONENCIAL) Con este indicador puede visualizar el promedio de precios con mayor peso a los datos mas recientes. Se calculan y dibujan tres medias móviles exponenciales: 8, 20 y 200 últimas velas. -Rápida EMA1 = 8 -Media EMA2 = 20 -Lenta EMA 3 = 200 INDICADOR 2: BANDAS DE BOLLINGER Con este indicador podrá ver la fuerza y la tendencia del mercado, es decir la mide la volatilidad del precio del activo. Si el precio sobrepasa la banda superior, el activo está sobrecomprado. Si el precio sobrepasa la banda inferior, el activo está sobrevendido. Longitud tendencia - BASE = 20, paso = 1 Desviación Estándar - Multiplicador = 2, paso = 0.2 INDICADOR 3: PIVOTE Este indicador etiqueta los puntos donde el precio es mínimo y máximo, en un rango de velas determinado en el parámetro "Distancia para el Pivote". Estos 3 indicadores sirven para todo tipo de activos: FOREX, CRIPTO, CFD´s, ETC. ------------------------------------------------------------------------------------------------------------------ THREE EMAS + BOLLINGER BANDS + PIVOT INDICATOR 1: THREE EMAS ( EXPONENTIAL MOVING AVERAGE ) With this indicator you can visualize the average of prices with greater weight to the most recent data. Three exponential moving averages are calculated and drawn: 4, 20 and 200 last candles. -Fast EMA1 = 8 -Average EMA2 = 20 -Slow EMA 3 = 200 INDICATOR 2: BOLLINGER BANDS With this indicator you can see the strength and trend of the market, that is, it is measured by the volatility of the asset price. If the price goes above the upper band, the asset is overbought. If the price goes above the lower band, the asset is oversold. Trend length - BASE = 20, step = 1 Standard Deviation - Multiplier = 2, step = 0.2 INDICATOR 3: PIVOT This indicator labels the points where the price is minimum and maximum, in a range of candles determined in the parameter "Distance to Pivot". These 3 indicators are used for all types of assets: FOREX, CRYPT, CFD's, ETC.