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I have a Metastock formula for "6 Day Historical Volitilty" and when
I try to translate this formual into Amibroker, I get a different
answer. Can anyone help me with the translation?
Metastock:
Hist Volitility = Std(Log(C/Ref(C,-1)),6)*Sqrt(256)*100 = 42.3083
Amibroker:
Hist Volitility = StDev(log(C/Ref(C,-1)),6)*sqrt(256)*100 = 37.847
TIA,
Cordell
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