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Volatility Stop Calculation and Algorithm Rate this Topic:
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Al_Gorithm
Posted : Friday, February 16, 2018 9:54:18 AM

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

Happy Friday Bruce,

I know the Volatility Stop indicator isn't PCF-able, but being a programmer I like to write code to help me understand how something works.

After my morning coffee I was heading over to LinnSoft.com to look at their documentation and code the VolStop into an Excel spreadsheet so I can download some quotes and compare it to my TC2000 charts. I also have the Thinkorswim (ThinkScript?) code somewhere on my laptop that might help.

But then I figured I might not have to reinvent the wheel if you already had something.

If you have any code (Excel, VBA, or anything really) that calculates the VolStop and are willing to share, that would be awesome.

If you don't have any code, but understand and can explain the algorithm behind how VolStop is calculated, that would be great, too. I haven't looked at LinnSoft's docs in a few months, but I don't know how good (or bad) the quality of their documentation is.

Thanks for the help ... have a great weekend!

Bruce_L
Posted : Friday, February 16, 2018 9:59:18 AM


Worden Trainer

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

You may want to take a look at the Parabolic Sar V.S. Volatility Stop topic.



-Bruce
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Al_Gorithm
Posted : Friday, February 16, 2018 10:36:04 AM

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

Thanks, Bruce. I'll check out the link after I get a refill and the new Barista's phone number. :)

 

Bruce_L
Posted : Friday, February 16, 2018 10:37:54 AM


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

You're welcome.



-Bruce
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