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Multi-Scale Volatility Indicator Across Several Lags

Article MQL5 code base
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Summary

This indicator presents volatility estimates for several lookback lags: 3, 4, 5, 6, 8, 10, and 13. A bold red line summarizes volatility across these periods, while separate colored lines show the estimate for each lag. The indicator includes a smoothing-period setting, with a stated default of 14.

The description says the multi-period view differs visibly from general lag-1 volatility, but it does not define the volatility calculation, explain how the summary line combines the estimates, or show a chart or numerical evidence. It also provides no trading rules, market or asset context, or performance results. Readers would need implementation details before treating the display as a reproducible signal.

Key ideas

  • The indicator displays volatility estimates for lags 3, 4, 5, 6, 8, 10, and 13.
  • A bold red line represents a summary of the multi-period volatility readings.
  • Each lag estimate is shown as its own colored line.
  • The smoothing period defaults to 14.
  • The document does not specify the calculation method or provide performance evidence.

Tags

VolatilityTechnical indicators

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.