Natenberg’s Volatility indicator

Natenberg’s Volatility indicator

Historical volatility is defined by Sheldon Natenberg, as the standard deviation of the logarithmic price changes measured at regular intervals of time. In Mr. Natenberg’s book, Option Volatility & Pricing.

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10/29/2015

576 posts • 1875 Followers
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jacquesgermain à utiliser en unité de temps jour
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patapouf Pourrait-on créer un screener sur la base de cet indicateur, dont l'idée semble très pertine...
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jacquesgermain le voici (détecte le croisement bande haute ou bande basse) : timeframe(monthly) c1=open ...
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kats BONSOIR c bon merci j ai trouve ce weekend merci de votre reponse cdlt
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the_giorgio Hi, nice work I would like to understand something about prorealtime code. With your ...
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Iván Hello. When you use the drawcandle() instruction then in the configuration window you add ...
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jacquesgermain sì da aggiungere
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Maik2404 auf welchen Wert muss ich die Kompresionsperiode stellen?
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jacquesgermain — Période de compression : ce paramètre détermine la période de rétrospection utilisée pour ...
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AndPar Buongiorno Nicolas, vorrei provare questo indicatore, ma quando lo inserisco in PRT mi vengo...
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Nicolas Basta aggiungerlo al prezzo https://www.prorealcode.com/blog/video-tutorials/how-to-add-an-i...
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Aragorna hello Nicolas, this indicator works with the last Beta version of PRT? Ive seen tha many in...
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SnorreDK Works extremely well - How? How do u implement this in a startegy? Breakoutstrategy?
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Keyeming Thanks, but yes same question as above, some explanations on how to read it would be appreci...
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Bateson Bonjour. Merci beaucoup ! J'ai installé l'indicateur sur PRT 11 mais pour des raisons qui ...
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CederTrader Hi Denis, does this indicator add to the chart as panel, or on the candles. Thanks
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Nicolas Add it on the price chart as described in this video: https://www.prorealcode.com/blog/video...
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Denis Hello Nicolas and Ceder Trader, Sorry, I only just saw your replies. The indicator is alre...
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Seabiscuit Hi! I like this indicator a lot, been using it on a 30 min timeframe and usually confirms my...
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Ramahu Bonjour et merci pour cet indicateur ! je l'observe sur les actions du Nasdaq et la plupart ...
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Nicolas Il doit s'agir d'un mauvais copier/coller. Je suggère de télécharger le fichier itf contenu ...
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Bard Hello @Nicolas, I can get this to display in a separate indicator panel but not on Price as ...
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Stenozar Hi @Nicolas, how can I put the bands on price? Thanks, Stefano
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Fabian Hi IV Mcm, have you drawn the rectangles (Dinamic, Range) by yourself in the chart or are...
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IV Mcm Myself to illustrate ;)
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oraclus Bonjour indicateur très intéressant existe t il un screener qui détecte les actions qui donn...
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IV Mcm Ce n'est pas le but de cet indicateur, mais avec un peu d'entraînement vous pourriez le code...
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Yantra Thank you for sharing your good work!
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luxrun sorry, add prt code add doesn't work
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robertogozzi Don't worry about PRT code, I can't make it work either! Great for pointing that out, it's ...
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Khaled @Luxrun, good morning, you mentionned "y = exponentialaverage (x)", isn't the period of the ...
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luxrun One question, Roberto: the two AvgT are variable, could you explain to me what they regulate...
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robertogozzi AvgT stands for Average Type, it's a parameter for the AVERAGE keyword (https://www.prorealc...
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Maxime Baudin Grazie!
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robertogozzi Yes, you can use any setting that suits you best! As to which one... it depends on the inst...
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DaxRider grazie Robnerto
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Nicolas remplacer les valeurs de coloured(0,255,0) par coloured(r,g,b) et ajouter ces noms de variab...
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mohamed merci Nicolas!
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sacram14 Merci Nicolas pour ce set-up que je ne connaissais pas ! J'ai tenté de reprendre le code pou...
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Vonasi Sure that is possible. I will code it and make a post in the English ProBuilder forum and pu...
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Vonasi Vama v2 with Hull moving average included can be found here: https://www.prorealcode.com/top...
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JMat45 Thank you, Vonasi.
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Bard Very interesting approach Vonasi! I'm getting a 404 error when trying to download though?
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Vonasi I just tested and I was able to download with no error.
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Psari Hi Vonasi, I am a newbie and was wondering whether you could possibly help me with this pro...
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Bard I've also just noticed that changing the "Bands Deviation" setting from 1.25 to eg 3 doesn't...
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bartekz Hi @Nicolas, Really impressed by your work. I am trying to replicate the Wave-PM indicator t...
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Nicolas You don't have to replicate it, download the file and import it into your platform.

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