This indicator calculates the distribution of close-to-close percentage changes using rate of change on closing prices. It bins percentage changes into intervals of 0.25 percent increments from negative to positive values and plots a normalized cumulative hist
Indicator · Pine Script v5 · Own pane
My Historical Volatility
My Historical Volatility plots annualized historical volatility in a separate pane.
GitHub stars3on the repository
Pine versionv5runs as is
Lines of code21
Settings1inputs
LicenceNone statedfile: MPL-2.0
Last update5 months ago27 May 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
21 lines of Pine Script v5 from Tradingview/my-historical-volatility.pine, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © goodgains
//@version=5
indicator(title="My Historical Volatility", shorttitle="HV", format=format.price, precision=2, timeframe="", timeframe_gaps=true)
// @keywords: historical-volatility, log-returns, standard-deviation, annualized-hv, bollinger-bands, hv-plot, upper-lower-bands, middle-band, high-volatility, stdev-close, annual-factor, timeframe-adjust, vol-spike, overlay-panel, hv-threshold, volatility-monitor, bb-on-hv, range-expansion, price-volatility, hv-indicator
length = input.int(10, minval=1)
annual = 365
per = timeframe.isintraday or timeframe.isdaily and timeframe.multiplier == 1 ? 1 : 7
hv = 100 * ta.stdev(math.log(close / close[1]), length) * math.sqrt(annual / per)
plot(hv, "HV", color=#2962FF)
[middle, upper, lower] = ta.bb(hv, 200, 1.0)
plot(middle, color=color.yellow)
plot(upper, color=color.yellow)
plot(lower, color=color.yellow)
bgcolor(hv >= upper ? color.new(color.yellow,90) : na)
Overview
My Historical Volatility measures the standard deviation of logarithmic close-to-close returns over a user-set length, scales that value by 100, and annualizes it with a factor that uses 365 days and a period of 1 on intraday or one-day charts and 7 otherwise. The only setting is the lookback length. Bollinger bands of length 200 and width 1 are drawn on the volatility series, and the background highlights when volatility reaches or exceeds the upper band.
- Annualized log-return historical volatility
- Adjustable standard-deviation lookback length
- Bollinger bands on the HV series
- Background highlight above the upper band
- Timeframe-dependent annualization period
Details
Published by
g-moe on GitHub
Code credit
goodgains, as written in the script's header
Type
Indicator, Pine Script v5
Draws
Separate pane below the chart
Category
Volatility & bands
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| length | int | 10 | length |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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