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NinjaTrader 6.5 Indicators
Indicators in this section are compatible with NinjaTrader 6.5

Historical Volatility 5 *
This is a very interesting indicator that shows historical volatility for the current time fo day, averaged over a selected number of previous days. It tracks surprisingly well with ADX, except that it actually leads ADX in many cases. The screenshot shows how the two compare.

This could be very useful in strategies because you could actually look forward and see the expected volatility ahead of time.

A nice future addition to this indicator would be an option to shift it forward a few bars, so you could be aware of the predicted volatility before it gets there.

I found the indicator here:

NinjaTrader 6.5: YES
NinjaTrader 7.0: YES (sam028)

Category NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 
Suggest other entries I might like
Details: Historical Volatility
Category: NinjaTrader 6.5 Indicators  NinjaTrader 7 Indicators 

January 24th, 2010
Size: 2.23 KB
Downloaded: 883 times

Keywords: volatility goldstandard


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