OPEN-SOURCE SCRIPT
Futures - Measure and compare volatility in USD
This is a dirty fix.
Dollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (with ATR = 6) volatility of $30,000 (6 * 5000) instead of the correct $300.
For all other futures I used the default syminfo.pointvalue.
Feel free to correct me, if I am wrong regarding the syminfo.pointvalue error.
Dollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (with ATR = 6) volatility of $30,000 (6 * 5000) instead of the correct $300.
For all other futures I used the default syminfo.pointvalue.
Feel free to correct me, if I am wrong regarding the syminfo.pointvalue error.
Script de código aberto
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