OPEN-SOURCE SCRIPT
Historical Volatility
This script calculates the historical volatility of a given market using the standard deviation of its returns over a specified lookback period.
The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market.
The script uses the inputs from the user to adjust the calculation, such as lookback period, volatility SMA period, and reference market.
The Historical Volatility indicator can be a useful tool for traders and investors who want to measure the degree of variation of a market's price over time, which can help them to better understand market trends and potential risks. This script is licensed under the Mozilla Public License 2.0, which means that it can be used, modified, and distributed under the terms of this license.
The indicator also includes a volatility Simple Moving Average (SMA), a VIX SMA, and the VIX index as reference market.
The script uses the inputs from the user to adjust the calculation, such as lookback period, volatility SMA period, and reference market.
The Historical Volatility indicator can be a useful tool for traders and investors who want to measure the degree of variation of a market's price over time, which can help them to better understand market trends and potential risks. This script is licensed under the Mozilla Public License 2.0, which means that it can be used, modified, and distributed under the terms of this license.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.