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Malcolm,
I prefer to use the ATR() function. I apply it to 1 minute bars on ES
and do 20 min. I scale that result up to 1 day and 1 week reference
arrays with a WMA().
BR,
Dennis
On Jun 5, 2009, at 4:23 PM, Joe wrote:
> You might want to check out the Library:
> http://www.amibroker.com/library/list.php
> I got quite a few hits searching for volatility.
>
> Also, searching this group might yield some info.
>
> Joe
>
> --- In amibroker@xxxxxxxxxxxxxxx, malcolm Crouch
> <malcolm.croucher@xxx> wrote:
>>
>> anyone have an easy to use way to calculate volatility ?
>>
>> ive searched on google and it does not bring back much ....
>>
>> thought i would ask here .
>>
>> Cheers
>>
>>
>> Malcolm
>>
>
>
>
>
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