Volatility indicator (StatOasis)

Dear community,

please could someone code in AlgoWizard volatility indicator according this article?

https://www.statoasis.com/post/extreme-volatility

Attached are two sources from Tradestation and Multicharts from link above.

Or at least please guide me how I can create it in AlgoWizard and start to use it as filter condition/custom block for strategies?

Thank you in advance!

Hi,

this could be probably done by custom coding in SQX AlgoWizard (not online), I can check with our team …

Hello Tomas, I thought more about lines like “add new entry condition”. So it can be used in Algowizard like “filter”. E.g. DailyHigh minus DailyLow, but how to calculate/add standard deviation?

Hi,

the Volatility indicator (StatOasis) is a proprietary solution (indicator) and is only available from StatOasis. If you need to get a standard dev of daily high / low you need to add a custom java indicator