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Thank, That's exactly what I am looking for.
--- In amibroker@xxxxxxxxxxxxxxx, "butthabuttha <buttha@xxxx>"
<buttha@xxxx> wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "mmqp <mmqp@xxxx>" <mmqp@xxxx>
> wrote:
>
>
>
>
> > Has anyone writen a AB indicator plotting historical volatility?
Do
>
>
> > you care to share or point to the right direction? TIA
>
>
>
>
> sure; here it is the formula for historical (AKA statistic)
> volatility:
>
>
>
>
> Plot(StDev(log(C/Ref(C,-1)),20) * sqrt(253)*100, "20 days",
colorRed,
> styleLine);
>
>
> Plot(StDev(log(C/Ref(C,-1)),90) * sqrt(253)*100, "90 days",
colorBlue,
> styleLine);
>
>
>
>
> the general form is:
>
>
>
>
> StDev(log(C/Ref(C,-1)),N) * sqrt(253)*100
>
>
>
>
> where N is the number of days you want to consider
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