Product Detail

Historical Volatility


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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
$ 15.00
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Categories

  • General

Resources

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