Reply

Volatility indicator (StatOasis)

3 replies

Franz

Subscriber, bbp_participant, customer, community, sq-ultimate, 3 replies.

Visit profile

2 weeks ago #278234

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!

0

tomas262

Administrator, sq-ultimate, 1 replies.

Visit profile

2 weeks ago #278246

Hi,

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

0

Franz

Subscriber, bbp_participant, customer, community, sq-ultimate, 3 replies.

Visit profile

2 weeks ago #278257

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?

0

tomas262

Administrator, sq-ultimate, 1 replies.

Visit profile

1 week ago #278317

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

0

Viewing 4 posts - 1 through 4 (of 4 total)