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Volatilty RAtio

vciro
vciro ✭
in Scanning
Hi all, I'm completely new to StockCharts. Really easy to use.
I'm looking for a scan/indicator named volatility Ratio. It is the result of Std Deviation (6 days)/Std Deviation (100 days).
is there anyone that can help me to build it
I really appreciate your help
Ciro

Answers

  • markd
    markd mod
    edited July 2017
    It appears the closest thing Stockcharts has is the Standard Deviation indicator, which is explained here:

    https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation_volatility

    The link explains how it is calculated and interpreted and how it can be used in scans. Especially see the "Suggested Scan" at the bottom of the article which looks like it might be adaptable for your requirements if you know the trigger values you want for a scan hit (ratio greater than x or ratio less than y).

    I don't see a way to chart it though with the built in indicators. If your subscription allows, you could upload it as a user defined index, but you would have to calculate the ratio yourself (via a spreadsheet that you would upload).

    Another alternative might be to explore the "Bandwidth" indicator. It measures the distance between the standard deviation based Bollinger Bands as a per cent of the middle band. That article is here:

    https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:bollinger_band_width

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