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ScalperIntel

Historical Volatility Percentile

Historical Volatility Percentile

Regular price $126.00 CAD
Regular price Sale price $126.00 CAD
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License Type

The Historical Volatility Percentile (HVP) is a statistical-based indicator that evaluates the deviation from the average price of an instrument in a given time period. It is usually used to measure the likelihood that a security's price will move away from its current value. This indicator is best used as a confluence or to filter trade signals.
Several customization options are available for this indicator, such as

  • Volatility Period: the period during which the average volatility is calculated upon.
  • Statistical Sample: the period in which the volatility is compared against
  • MA period: the period in which SMA is plotted on the chart to create a baseline.


Other visual customization options are available such as
Heatmap color

  • Red - More than 90%
  • Orange - More than 80%
  • Yellow - More than 70%
  • Blue - For below 70%


Positive/Negative Histogram

  • Plots the HVP value below zero when the candle close is in decline and above zero when it's inclining

Features

- Signal Filter
- Movement Probability
- Confluence

Recommended Timeframe

All Timeframes

Supported Systems

NinjaTrader 8, SharkIndicators Bloodhound 1 or 2, and SharkIndicators Blackbird 1

Version

1.0

First Release Date

View full details
  • License Terms

    Prices presented above are per Single Machine.

    Version minor upgrades and bug fixes are included within the lifetime license. For more license details, review Terms of Service

  • Refund Terms

    7-days 100% money back guarantee when trial licenses was not offered for the customer. For more details, review Refund Policy

Special Offers

Custom Black Friday Bundle - 30% Discount
$504.00
$352.80
Historical Volatility Percentile
Select 4 or More Indicators
 × 4
Custom Black Friday Mega Bundle - 35% Discount
$1,008.00
$655.20
Historical Volatility Percentile
Select 8 or More Indicators
 × 8