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Volatilidad Riesgo

The document is a TradingView Pine Script that creates a price range indicator with standard deviations. It calculates log returns and rolling standard deviations over a specified number of days, displaying upper and lower bounds for 68%, 95%, and 99.7% confidence levels. Optional labels can be shown on the most recent bar to indicate these confidence levels.

Uploaded by

Leonel Javier Mendez
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7 views3 pages

Volatilidad Riesgo

The document is a TradingView Pine Script that creates a price range indicator with standard deviations. It calculates log returns and rolling standard deviations over a specified number of days, displaying upper and lower bounds for 68%, 95%, and 99.7% confidence levels. Optional labels can be shown on the most recent bar to indicate these confidence levels.

Uploaded by

Leonel Javier Mendez
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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//@version=6

indicator("Rango de Precios con Desviaciones", overlay=true)

// --- Inputs ---


length = input.int(40, minval=1, title="Número de Ruedas (Días)")
show_labels = input.bool(true, title="Mostrar Valores en la Barra Más Reciente")

// --- Cálculos ---


log_returns = math.log(close / close[1]) // Logaritmo de los retornos
rolling_std_dev = ta.stdev(log_returns, length) // Desviación estándar móvil
last_close = close

// Niveles de confianza (1, 2 y 3 desviaciones estándar)


upper_1 = last_close * math.exp(rolling_std_dev)
lower_1 = last_close * math.exp(-rolling_std_dev)

upper_2 = last_close * math.exp(2 * rolling_std_dev)


lower_2 = last_close * math.exp(-2 * rolling_std_dev)

upper_3 = last_close * math.exp(3 * rolling_std_dev)


lower_3 = last_close * math.exp(-3 * rolling_std_dev)

// --- Líneas horizontales dinámicas ---


var line upper_1_line = na
var line lower_1_line = na

var line upper_2_line = na


var line lower_2_line = na

var line upper_3_line = na


var line lower_3_line = na

if na(upper_1_line)
// Crear líneas al iniciar
upper_1_line := line.new(x1=bar_index, y1=upper_1, x2=bar_index + 1, y2=upper_1, color=color.new(color.green, 0),
width=1, extend=extend.right)
lower_1_line := line.new(x1=bar_index, y1=lower_1, x2=bar_index + 1, y2=lower_1, color=color.new(color.green, 0),
width=1, extend=extend.right)

upper_2_line := line.new(x1=bar_index, y1=upper_2, x2=bar_index + 1, y2=upper_2, color=color.new(color.blue, 0),


width=1, extend=extend.right)
lower_2_line := line.new(x1=bar_index, y1=lower_2, x2=bar_index + 1, y2=lower_2, color=color.new(color.blue, 0),
width=1, extend=extend.right)

upper_3_line := line.new(x1=bar_index, y1=upper_3, x2=bar_index + 1, y2=upper_3, color=color.new(color.red, 0),


width=1, extend=extend.right)
lower_3_line := line.new(x1=bar_index, y1=lower_3, x2=bar_index + 1, y2=lower_3, color=color.new(color.red, 0),
width=1, extend=extend.right)
else
// Actualizar líneas en cada barra nueva
line.set_y1(upper_1_line, upper_1)
line.set_y2(upper_1_line, upper_1)
line.set_y1(lower_1_line, lower_1)
line.set_y2(lower_1_line, lower_1)

line.set_y1(upper_2_line, upper_2)
line.set_y2(upper_2_line, upper_2)
line.set_y1(lower_2_line, lower_2)
line.set_y2(lower_2_line, lower_2)
line.set_y1(upper_3_line, upper_3)
line.set_y2(upper_3_line, upper_3)
line.set_y1(lower_3_line, lower_3)
line.set_y2(lower_3_line, lower_3)

// --- Etiquetas opcionales en la última barra ---


if show_labels and bar_index == last_bar_index
label.new(x=bar_index, y=upper_1, text="68%: " + str.tostring(upper_1), color=color.new(color.green, 80),
textcolor=color.white, style=label.style_label_down, yloc=yloc.price)
label.new(x=bar_index, y=lower_1, text="68%: " + str.tostring(lower_1), color=color.new(color.green, 80),
textcolor=color.white, style=label.style_label_up, yloc=yloc.price)

label.new(x=bar_index, y=upper_2, text="95%: " + str.tostring(upper_2), color=color.new(color.blue, 80),


textcolor=color.white, style=label.style_label_down, yloc=yloc.price)
label.new(x=bar_index, y=lower_2, text="95%: " + str.tostring(lower_2), color=color.new(color.blue, 80),
textcolor=color.white, style=label.style_label_up, yloc=yloc.price)

label.new(x=bar_index, y=upper_3, text="99.7%: " + str.tostring(upper_3), color=color.new(color.red, 80),


textcolor=color.white, style=label.style_label_down, yloc=yloc.price)
label.new(x=bar_index, y=lower_3, text="99.7%: " + str.tostring(lower_3), color=color.new(color.red, 80),
textcolor=color.white, style=label.style_label_up, yloc=yloc.price)

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