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Historical volatility is generally a measure of
standard deviation. Look in the help files for formulas
STDEV (AFL 1.4)
SYNTAX
StDev( ARRAY, periods )
RETURNS
ARRAY
FUNCTION
Calculates moving standard deviation of the ARRAY over
periods bars
EXAMPLE
stdev( close, 10 );
Ara
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mmqp
<mmqp@xxxxxxxxx>
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, February 09, 2003 11:03
PM
Subject: [amibroker] Option Traders
Has anyone writen a AB indicator plotting historical
volatility? Do you care to share or point to the right direction?
TIAPost
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