Multiple Rate Of Change

Convergence of Multiple period Rates of Change near the Zero line shows contraction in volatility .
Soon we can expect expansion in volatility .
Ideal strategy would be to buy ATM Straddles when different period ROCs converge near Zero line.
(Also check implied volatility of options before going for this strategy)
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.


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.

Want to use this script on a chart?