chainvectorVolatility
Compute realized volatility (close-to-close, Parkinson, Garman-Klass, EWMA) over any window, plus expected move and 7-day percentile rank to size stops/targets and spot volatility compression.
Instructions
ChainVector realized-volatility battery for a market: close-to-close, Parkinson, Garman-Klass and EWMA vols over a window, optional expected move over a precise horizon (e.g. '37m'), and optional percentile rank vs the trailing 7 days. Use it to size stops/targets and to detect vol-compression setups.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Normalized symbol, e.g. BTC-USDT | BTC-USDT |
| window | No | Any duration 30m-7d, e.g. 45m, 4h, 24h, 3d | 24h |
| horizon | No | Optional TTE for the expected move, e.g. 90s, 37m, 2h | |
| exchange | No | Venue for the bar source | binance |
| percentile | No | true to rank current vol vs the trailing 7d |