Volatility Indicators

Volatility indicators will tell you how large the up- and down-swings are for the traded instrument. When prices fluctuate wildly up and down there is high volatility, and when we prices do not fluctuate much, there is low volatility. Making this distinction before opening a trade is important, in order to determine the correct position size and stop level.

The ATR indicator supplied with NinjaTrader cannot be used with an input series other than price. We have recoded it so [...]
The mean absolute deviation is a measure of dispersion of a set of data points. It can be used in place of the standard [...]
The Range Analysis indicator detects narrow range bars, inside bars, wide range bars and outside bars. The bar types fol [...]
The Daily Range Projections indicator displays support and resistance levels based on the volatility of the prior N days [...]
The Monthly Range Projections indicator displays support and resistance levels based on the volatility of the prior N mo [...]
The Weekly Range Projections indicator displays support and resistance levels based on the volatility of the prior N wee [...]
The Relative Ranges indicator uses the same architecture as the Relative Volume indicator, but the logic is applied to r [...]
The standard deviation is a measure of dispersion of a data set around its mean. This indicator calculates the same stan [...]
The Squeeze setup occurs in situations of low volatility. Two versions of the Squeeze are frequently discussed, namely t [...]
The Squeeze setup occurs in situations of low volatility. Two versions of the Squeeze are frequently discussed, namely t [...]
The standard deviation is a measure of dispersion of a data set around its mean. This indicator uses a similar formula a [...]