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MooseLondon

VixFix RVol + EMA

MooseLondon  
Historical Volatility
60
0
historicalvolatility
This indicator plots Realised Volatility (measured using VixFix method) against its long-term exponential moving average.

RVol breaking above its EMA = Sell signal
RVol breaking below its EMA = Buy signal

60-day VixFix look back period and 900 day EMA work well for lower volatility tickers (equity ETFs, megacap stocks). Higher volatility tickers could benefit from shorter look back period and EMA.
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.

Disclaimer

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