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Volatility Indicators

6 custom volatility indicators measuring price variability and identifying periods of expansion or contraction.

IndicatorShort NameDescription
ATR PercentATR%ATR as a percentage of price for cross-instrument comparison
Donchian WidthDonWWidth of Donchian Channel indicating volatility expansion/contraction
Bollinger Band WidthBBWDistance between Bollinger Bands normalized by middle band
Bollinger %B%BPrice position relative to Bollinger Bands (0 = lower, 1 = upper)
Mass IndexMIDetects trend reversals via high/low range narrowing and widening
Std Dev ChannelSDCLinear regression line with standard deviation bands

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