divergence software, inc.
Development & Consulting Services
Product Detail
Historical Volatility
TradingView indicators will be activated for your TradingView account and no installation is required. eSignal indicators will be delivered to you via email in zip files. Some of the more complex indicators have installer programs. In most cases we will require your eSignal username so that we can set up the entitlement for the indicator(s) you have purchased.
The majority of our indicators are licensed for a one-time fee (i.e., non-recurring). However, we do have some subscription-based products, including marketDirection Monitor, Harmonic Pattern Collection, and S/R Analyst Pro.
Description
This script calculates the Historical Volatility Ratio using a long-term volatility calculation ( default 100 bars) and a short-term volatility calculation (default 6-bars). This is a 'true' historical volatility calculation in that the periods-per-year are adjusted according to the time interval of your chart. This study will not work on tick charts but will work for any other interval. There are two display options: default is to display the HV Ratio, the alternate is to display the short-term and the long-term volatility values. Source code is provided so the calculations can be modified and integrated into other studies.
Specifications
- Product ID: GEN3
- Requires eSignal 12.x or newer