Click here to Login








Forex Daily Volatility

by Brian Brown, 5044 days ago
Share |






This item downloads daily volatility data for several currency pairs including the majors and popular crosses.
The volatility in measured in pips and it corresponds to the daily movement of a $100.000 Forex pair contract. It is calculated by taking the average of the high and low prices of the currency pair.

The data is available starting from 2007 and it is stored in a database called "volatility" and under the column "pips". It can be accessed and plotted on a chart or used as a trading rule with the function "GetData".

Example: GetData("volatility", "pips") > 100

When applied to EURUSD currency pair, the above rule returns a signal when the EURUSD daily volatility exceeds 100 pips.

Forex Related Trading Items:
Futures and Forex historical data retrieves EOD data for 15 Forex pairs.
Forex Long to Short Position Ratios gets the number of long positions divided by the number of short positions for several currency pairs
Forex Intraday Data downloads one minute intraday data for the last 10 years
Forex Tweets gets tweets for different currency pairs

Here are the currency pairs whose daily volatility data is available: EURUSD, GBPUSD, USDCHF, USDJPY, EURGBP, EURCHF, EURJPY, GBPCHF, GBPJPY, CHFJPY, USDCAD, EURCAD, GBPCAD, CADCHF, CADJPY, AUDCAD, AUDUSD, EURAUD, AUDGBP, AUDCHF, AUDJPY, EURNZD, NZDUSD, GBPNZD, NZDCHF, NZDJPY, AUDNZD, NZDCAD, XAUUSDOZ, XAGUSDOZ.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 897


Country:
All

Market: Forex Market

Style:
All

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

Download Trading Data using the URL-Script

Trading Items: Data Download using .Net Scripts

Adding Trading Indicators and Formulas to a Chart

How to Download and Use Fundamental Data

QuantShare Version 2.1.2 - Trading Software

Automated Parsing in QS Trading Software

How to Create a List of Ticker Symbols

QuantShare Version 2.1.0 - Trading Software

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.