Volatility Indicators
Measure and trade market volatility expansion and compression
Why Volatility Indicators Matter
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Risk Management Perspective
Assess market volatility to set appropriate stop losses and position sizes based on current market conditions.
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Breakout Qualification
Confirm breakouts are genuine expansions by checking volatility. Low volatility breakouts are often false.
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Position Sizing Guidance
Volatility indicators help determine how much risk per trade based on recent volatility patterns.
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Mean Reversion Signals
Identify volatility compression that precedes volatility expansion for potential range-bound trading.
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Bands
Bollinger Bands
Bollinger Bands
Bands indicating volatility and overbought/oversold conditions
ATR Bands
ATR Bands
Bands based on Average True Range for dynamic support/resistance
Keltner Channels
Keltner Channels
Channels using EMA and ATR for trend identification
Donchian Channels
Donchian Channels
Channels based on highest high and lowest low over period
Fractal Chaos Bands
Fractal Chaos Bands
Bands using fractal geometry for support/resistance levels
Volatility Stop
Volatility Stop
Dynamic stops based on volatility expansion and contraction
Bollinger %B
Bollinger Percent B
Indicates position within Bollinger Bands
BB Width
Bollinger Band Width
Measures distance between Bollinger Bands
Range
ATR
Average True Range
Measures average price range and volatility
NATR
Normalized ATR
ATR normalized by closing price for comparison
Price Range
Price Range
Simple high-low range measurement
Range Volatility
Range Volatility
Measures volatility based on historical ranges
ADR
Average Daily Range
Average range of daily price movement
Volatility
Historical Volatility
Historical Volatility
Standard deviation of price changes over period
Chaikin Volatility
Chaikin Volatility
Measures volatility expansion based on range changes
Mass Index
Mass Index
Identifies volatility peaks and potential reversals
Parkinson Volatility
Parkinson Volatility
Calculates volatility from high-low range
Rogers-Satchell Volatility
Rogers-Satchell Volatility
Volatility measure using open-close and high-low
Garman-Klass Volatility
Garman-Klass Volatility
Advanced volatility measure using OHLC data
Yang-Zhang Volatility
Yang-Zhang Volatility
Most efficient volatility measure combining multiple methods
Oscillator
Choppiness Index
Choppiness Index
Identifies choppy/trending markets
Ulcer Index
Ulcer Index
Measures downside volatility and drawdown risk
Volatility Index
Volatility Index
Measures overall market fear and volatility expectations
Volatility Ratio
Volatility Ratio
Compares current volatility to average volatility
RVI Volatility
RVI Volatility
Relative volatility index for upside/downside volatility
StdDev
Standard Deviation
Statistical measure of price dispersion
Pass
Average True Range Pass
Average True Range (Wired Inputs)
ATR calculated from three wired High, Low, and Close series inputs
True Range
True Range
Per-bar True Range directly from a root OHLCV stock node
Bollinger Bands Pass
Bollinger Bands (Series Input)
Bollinger Bands applied to any upstream numeric series
BB Width Pass
Bollinger Band Width (Series Input)
Normalised Bollinger Band Width on any upstream numeric series
Bollinger %B Pass
Bollinger Percent B (Series Input)
Bollinger %B position indicator on any upstream numeric series
RVI Volatility Pass
RVI Volatility (Series Input)
Relative Volatility Index applied to any upstream numeric series
StdDev Pass
Standard Deviation (Series Input)
Rolling population standard deviation on any upstream numeric series
Ulcer Index Pass
Ulcer Index (Series Input)
Downside-only drawdown risk measure on any upstream numeric series
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Getting Started with Volatility Indicators
Tip 1: Identify Volatility Regime
Use ATR or Bollinger Bands to assess current volatility. High volatility (rising ATR) often precedes significant moves; low volatility (squeezed BB) precedes breakouts.
Tip 2: Set Dynamic Stops and Targets
Instead of fixed stops, use volatility-based stops. In high volatility, use wider stops (ATR-based); in low volatility, use tighter stops. This adapts to market conditions.
Tip 3: Trade Volatility Expansion
Confirm breakouts with volatility expansion. If price breaks out with rising ATR or widening Bollinger Bands, the breakout is more likely genuine.
Tip 4: Range Trade Low Volatility
When Bollinger Bands are squeezed tight or Choppiness Index shows low volatility, trade ranges. Buy support and sell resistance rather than chasing breakouts.