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hello,
i want to check whether a stock is volatile or not in a 5 minute time
frame. will the following give 10 period volatility in 5 min bars
timeframeset(in5minute);
hv10 = StDev(ln(C / Ref(C, -1), 10));
timeframerestore();
or this one is mor appropriate?
timeframeset(in5minute);
hv10 = StDev(ln(C / Ref(C, -1), period) * sqrt(265*60*12) * 100
timeframerestore();
thanks
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