YinYang Volatility Bands working with new Paper
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 asHeping 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 wishesPan 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.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!