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Al_Gorithm
Posted : Wednesday, October 4, 2017 1:43:14 PM

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Joined: 6/30/2017
Posts: 1,227

Bruce,

I know TC's help files refer to LinnSoft.com re the Volatility Stop, but Googling I've had some trouble finding the origin. Is Worden's Volatility Stop a Welles Wilder thing?

Any idea?

Al_Gorithm
Posted : Wednesday, October 4, 2017 1:55:54 PM

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Joined: 6/30/2017
Posts: 1,227

I know Parabolic SAR is Wilder's, and I know that's different from Vol Stop ... and they look different enough that I'm not sure Wilder also did Vol Stop.

Just bugging me not knowing. LOL.

Bruce_L
Posted : Wednesday, October 4, 2017 2:00:20 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

I can tell you how it is calculated, but I don't know the originitaor of the indicator. The ATR used in the calculations was developed by Wilder.



-Bruce
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Al_Gorithm
Posted : Wednesday, October 4, 2017 2:10:53 PM

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Joined: 6/30/2017
Posts: 1,227

Thanks, Bruce. Yeah, know about the ATR component. I have LinnSoft's PDF - which is basically the same info as the website - and someday may try to duplicate the calc in Excel. (I know it's not PCF-able but I just want to understand how it works if I'm putting skin in the game).

Usually folks are eager to take credit, but I can't find much history about this one.

I hit the 'contact' link over at LinnSoft and asked them ... their bot gave me a ticket number ... lol ... we'll see. Just curious.

That said, this Vol Stop is turning out to be great for showing support, resistance, and finding low-risk entries ... the whole 'Stop' thing is just gravy :)

 

Al_Gorithm
Posted : Wednesday, October 4, 2017 2:16:37 PM

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Joined: 6/30/2017
Posts: 1,227

Just noticed ... looks like an anniversary in 3 days.

Good time to update the photo. :)

Bruce_L
Posted : Wednesday, October 4, 2017 2:31:51 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

That date is not the anniversary of my hire date, it is the anniversary of when my profile was added to the forums.

This was the date that just about everybody with an existing username at the time was added to the forums as well, so this date is shared by lots of users and is pretty close to the launch date of the forums.

There are 9 usernames with older joined dates. I think all of these usersnames were involved in the creation and/or testing of the forums, but could be wrong as there is one username I do not recognize and a guest account among those 9 users.



-Bruce
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Al_Gorithm
Posted : Wednesday, October 4, 2017 2:34:36 PM

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Joined: 6/30/2017
Posts: 1,227

even better ... two dates for two reasons for two parties.

NattowGate
Posted : Friday, October 12, 2018 11:53:18 AM
Gold Customer Gold Customer

Joined: 12/16/2013
Posts: 7

Hi Bruce,

I'm trying to recreate the volatlity stop in excel, could you share how it is calculated.?

 

Thanks

Bruce_L
Posted : Friday, October 12, 2018 11:58:58 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You may want to review the following.

Parabolic Sar V.S. Volatility Stop



-Bruce
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