StockFetcher Forums · Filter Exchange · A LITTLE PIECE OF CODE ON VOLATILITY<< 1 2 >>Post Follow-up
Kevin_in_GA
4,553 posts
msg #119066
Ignore Kevin_in_GA
4/10/2014 10:41:22 PM

I hope that at least a few folks looked at this ... Should signal a buy when the HVZscore crosses back below 2.

manumoneya
41 posts
msg #119077
Ignore manumoneya
modified
4/12/2014 2:11:42 AM

symlist(spy,iwm)
set{HVstd, cstddev(historical volatility(20),20)}
set{HVma, cma(historical volatility(20),20)}
set{HVdiff, historical volatility(20) - HVma}
set{HVzscore, HVdiff / HVstd}
set{triggerline, cma(HVZscore, 3)}
set{av3, average volume (3)}
set{av3I , INDPOSITION(av3, close) * 5.5}
add column triggerline

draw triggerline line at -2
draw triggerline line at 2
draw triggerline line at 3.50
draw av3I on plot triggerline
chart-time is 1 year


if av3I is above 3.5 most of the time it doesn't matter whether triggerline cross -2 from below or cross 2 from avobe

bschiller22
18 posts
msg #119092
Ignore bschiller22
4/13/2014 3:17:03 PM

Thank you for this post

Bill

duke56468
683 posts
msg #119096
Ignore duke56468
4/14/2014 9:20:04 AM

Fetcher[symlist(spy,iwm)
set{HVstd, cstddev(historical volatility(20),20)}
set{HVma, cma(historical volatility(20),20)}
set{HVdiff, historical volatility(20) - HVma}
set{HVzscore, HVdiff / HVstd}
set{triggerline, cma(HVZscore, 3)}
set{av3, average volume (3)}
set{av3I , INDPOSITION(av3, close) * 5.5}
add column triggerline

draw triggerline line at -2
draw triggerline line at 2
draw triggerline line at 3.50
draw av3I on plot triggerline
chart-time is 1 year
]



StockFetcher Forums · Filter Exchange · A LITTLE PIECE OF CODE ON VOLATILITY<< 1 2 >>Post Follow-up

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