OPEN-SOURCE SCRIPT

Volume Weighted Historical Volatility Rank

3 999
Experiment in adding volume weighting to the calculation in determining HV.

See here for HV explanation : https://www.investopedia.com/terms/h/historicalvolatility.asp

--------------------------------------

If you find it useful please consider a tip/donation :

BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA


--------------------------------------

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.