Category Volatility  Published on 18/11/2013

Predicted Intraday Volatility

Description

Predicts intraday volatility using historical volatility for specific time of day. RateOfChange - EMA factor, less RateOfChange - more days are aggregated.

 


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KA
Kate

Joined on 09.03.2013

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: Predicted Intraday Volatility.algo
  • Rating: 0
  • Installs: 4119
  • Modified: 13/10/2021 09:55
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