get_volatility_metrics
Get volatility metrics for cryptocurrency pairs, including ATR, realized volatility, and range-based estimators (Parkinson, Garman-Klass, Rogers-Satchell), with rolling windows and annualization.
Instructions
[Volatility / ATR / RV] ボラティリティ指標(volatility / ATR / realized vol)を算出。RV・ATR・Parkinson・Garman-Klass・Rogers-Satchell。年率換算対応。aggregates.atr は Wilder ATR(RMA ベース、period=14、TradingView・MT4 標準と一致)。ローリングではボラ変化を RV / Parkinson で追跡してください。
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tz | No | Asia/Tokyo | |
| pair | Yes | ||
| type | Yes | ||
| view | No | summary | |
| limit | No | ||
| windows | No | ||
| annualize | No | ||
| cacheTtlMs | No | ||
| useLogReturns | No |