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Re: Volatility Question



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Steven,

If you go the Metastock site and then to the formulas page you will find
formulae for the 10-day and 100-day indicator and the ratio. This might give
you what you need without the need to use Excel.

Steven Russell wrote:

>   I would like to clarify the volatility question which I posted on
> Friday since I got no response.  If I can explain what I'm trying to
> do, then maybe some brave soul will venture a stab at an answer.
>
>   What I am trying to do is to sort via the MS explorer, those stocks
> whose current volatility is low compared to their longer term
> volatility. I can easily plot the "option volatility" built in
> indicator.  If I then take a 60 day moving average of this indicator,
> it is easy to see when the current volatility is low compared to the
> moving average.
>
>   I would like to use this indicator in the MS explorer to sort the
> group of stocks that I follow, by how much the current volatility is
> below a 60 day moving average.  The manual would lead me to believe
> that I should use the volo() function.  It turns out that this
> function is not the same as the "option volatility" built-in
> indicator, however!
>
>   I had planned to use something of the form ...
>
>   mov(volo(),60,s) - volo()
>
>   then just sort the results for the highest values.
>
> This doesn't work, because the volo() function returns a number that
> is completely different than the built-in indicator "option volatility".
>
>   Does anyone know how I can build such a formula that is the same as
> the built-in option volatility indicator?
>
>   If you do, PLEASE HELP!
>
> Thank you,
>
> Steven
>
>
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