Volatility Cycle Coding Request

  • Thread starter YungTraderFromMontana
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YungTraderFromMontana

YungTraderFromMontana

Well-known member
I been very interested in volatility in the markets recently and how it can signal the start of a big move, I made an he indicator by averaging out a few lengths and stumbled across this interesting pattern in the reading that has the volatility often in ranges and predictable cycles. Is there any way channels of these patterns could be spotted with code. It seems like a stretch to code but many of you work wonders.

I know some of the channels or trendlines I drew were generous but there is the movement seems predictable in some cases. I arrowed the trendlines I thought seemed the clearest. Notice how one leads to a long period of consolidation while the other predicts all of amd's recent volatility spikes. If the pattern is true and there is any merit to this AMD should get a volatility boost on Monday unless it breaks the trend.

Pic: Arrowed bounces seemed most predictable.
When I made this indicator I was expecting spikes in vol but in a seemingly random manner not like this.

 

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