Pandora Vast Volatility Treasure…: Free TradingView Indicator (Pine Script)

Add It to Your TradingView Chart

1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
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

The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.

Overview

Pandora Vast Volatility Treasure Trove offers several mathematical models including Parkinson, Garman-Klass, Rogers-Satchell-Yoon, and Yang-Zhang volatility. Users can adjust the calculation period, toggle individual models on or off, and switch between biased and unbiased variance estimations for detailed volatility analysis.

Parkinson volatility estimator
Garman-Klass volatility estimator
Yang-Zhang volatility estimator
Biased and unbiased calculation modes

Details

Published by

regalouisei on GitHub

Code credit

ImmortalFreedom, as written in the script's header

Type

Indicator, Pine Script v5

Draws

Separate pane below the chart

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.

File

pinescript/editors_picks/pandora-vast-volatility-treasure-trove.pine

Repository

github.com/regalouisei/collect-tradingview. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
Volatility Period	`int`	`10`	`volatilityPeriod`
pShow	`bool`	`true`	`pShow`
Parkinson Volatility	`color`	`#804000`	`pColor`
←Unbiased	`bool`	`false`	`pBias`
p2Show	`bool`	`true`	`p2Show`
Alternate Parkinson Volatility	`color`	`#FF8000`	`p2Color`
←Unbiased	`bool`	`false`	`p2Bias`
gkShow	`bool`	`true`	`gkShow`
Garman-Klass Volatility	`color`	`#440044`	`gkColor`
←Unbiased	`bool`	`false`	`gkBias`
rsShow	`bool`	`true`	`rsShow`
Rogers-Satchell-Yoon Volatility	`color`	`#000080`	`rsColor`

Show all 40 settings

Setting	Type	Default	Variable
←Unbiased	`bool`	`false`	`rsBias`
rsyShow	`bool`	`true`	`rsyShow`
Rogers-Satchell-Yoon Volatility	`color`	`#0055FF`	`rsyColor`
←Unbiased	`bool`	`false`	`rsyBias`
yzShow	`bool`	`true`	`yzShow`
Yang-Zhang Volatility	`color`	`#FF0000`	`yzColor`
←Unbiased	`bool`	`true`	`yzBias`
α:	`float`	`1.34`	`yzAlpha`
yzmShow	`bool`	`true`	`yzmShow`
Yang-Zhang(Mod) Volatility	`color`	`#FFFF00`	`yzmColor`
←Unbiased	`bool`	`true`	`yzmBias`
α:	`float`	`1.34`	`yzmAlpha`
sShow	`bool`	`true`	`sShow`
Selectable Volatility	`color`	`#AAFFAA`	`sColor`
←Unbiased	`bool`	`false`	`sBias`
Num:	`string`	`close`	`sNum`
Den:	`string`	`close[1]`	`sDen`
ccShow	`bool`	`true`	`ccShow`
Close-to-Close Volatility	`color`	`#FF00FF`	`ccColor`
←Unbiased	`bool`	`false`	`ccBias`
ocShow	`bool`	`false`	`ocShow`
Overnight Volatility	`color`	`#0055FF`	`ocColor`
←Unbiased	`bool`	`false`	`ocBias`
hlShow	`bool`	`true`	`hlShow`
Hilo Volatility	`color`	`#FF00AA`	`hlColor`
← Unbiased	`bool`	`false`	`hlBias`
vShow	`bool`	`true`	`vShow`
Vantage Volatility	`color`	`#FFFFFF`	`vColor`

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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