To use chat, please login.
Back to contacts

Indicator to show daily volatility

Midnight_E
Mar 12 2017 at 08:14
12 posts
Hi,

Does anyone has an indicator that shows daily volatility of the pair?


eleanor.petroleumsyn@
TiffanyK (TiffanyK)
Mar 14 2017 at 15:20
427 posts
Hi, personally I am not using indicator showing volatility, but I found some here - https://www.incrediblecharts.com/indicators/volatility_indicators.php ; Hope this will help 😄

Accept the loss as experience
velgengni
Mar 14 2017 at 19:08
20 posts
grtrader
Mar 20 2017 at 11:20
7 posts
There are a few different definitions for volatility. You can get it from the ATR indicator, SD indicator or Bollinger band width. All easy and free with MT.

bh61
Mar 23 2017 at 07:30
14 posts
Waoo here I found some steps of how to calculate the volatility in excel.

1. You need the closing data of the underlying from which you want to calculate the volatility. I have used Yahoo finance (free) to get them and pass them to Excel.

2. You have to calculate the natural logarithm of the daily yields obtained with the closing data and the square of those logarithms.

3. You have to get the average of the logarithms to be able to later calculate the mean deviation to the square of each value.

4. Finally calculate the average of the mean deviations squared and make its root and you are already a single step to get the volatility of the underlying.

I hope this information can serve you.

TiffanyK (TiffanyK)
Mar 24 2017 at 06:55
427 posts
woow .. this sounds really complicated 😕

Accept the loss as experience
grtrader
Mar 24 2017 at 09:53
7 posts
bh61 posted:
Waoo here I found some steps of how to calculate the volatility in excel.

1. You need the closing data of the underlying from which you want to calculate the volatility. I have used Yahoo finance (free) to get them and pass them to Excel.

2. You have to calculate the natural logarithm of the daily yields obtained with the closing data and the square of those logarithms.

3. You have to get the average of the logarithms to be able to later calculate the mean deviation to the square of each value.

4. Finally calculate the average of the mean deviations squared and make its root and you are already a single step to get the volatility of the underlying.

I hope this information can serve you.


Is there a source for this or it's your own method?

hugol
Mar 26 2017 at 07:02
15 posts
fxmills posted:
Well, these are three indicators that I can recommend:
Bollinger Bands
ATR Average True Range
Envelopes


Of course, these three main indicators that I mention are tools of technical analysis that are to be used together, since they will give us greater security when opening or closing a position, minimizing risks of confusing tendencies and being able to discard false alarms by comparison Between one or the other measuring instrument.

danuska
Mar 26 2017 at 07:30
8 posts
One of the most common trading tools is the trend indicator. Like a screwdriver in a toolbox, it comes in many forms. Some traders prefer to use a swing chart that shows the trend, while other traders use moving averages.

rob559
Apr 04 2017 at 14:45
1916 posts
bh61 posted:
Waoo here I found some steps of how to calculate the volatility in excel.

1. You need the closing data of the underlying from which you want to calculate the volatility. I have used Yahoo finance (free) to get them and pass them to Excel.

2. You have to calculate the natural logarithm of the daily yields obtained with the closing data and the square of those logarithms.

3. You have to get the average of the logarithms to be able to later calculate the mean deviation to the square of each value.

4. Finally calculate the average of the mean deviations squared and make its root and you are already a single step to get the volatility of the underlying.

I hope this information can serve you.


keep it stupid simple bro (KISS)

Please login to comment .