fbpx

YinYang Volatility Bands correct with new Paper

(Last Updated On: April 22, 2015)

YinYang Volatility Bands working with new Paper

Yin-yang_volatility – CFRI Journal

From the author of this indicator:

thanks for your interest in my YinYang Volatility bands.
Your code looks correct.
However, in real applications, your “direct” may have wipsaws, so you could add a moving average on your “d” before calculating “direct”.
For your information, that paper of mine was formally published as
 
 Heping Pan (2012): Yin-Yang Volatility in Scale Space of Price-Time – A Core Structure of Financial Market Risk. China Finance Review International, CFRI 2.4, 377-405.
 
(this is an English journal). This paper is attached.
 
     Best wishes
     Pan Heping
I will post this Matlab source code to my Quant Elite members soon. I also need to thank Dr Ernie Chan for getting me to this point as well. He is an amazing resource to have around.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Subscribe For Latest Updates

Sign up to best of business news, informed analysis and opinions on what matters to you.
Invalid email address
We promise not to spam you. You can unsubscribe at any time.

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top