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I have the following as an exploration of 6d and 10d Historical
Volatility:
ColA: (Std(Log(C / Ref(C,-1)),6)*Sqr(256)) /(Std(Log(C / Ref(C,-
1)),100)*Sqr(256)) ; (Std(Log(C / Ref(C,-1)),10)*Sqr(256)) /(Std(Log
(C / Ref(C,-1)),100)*Sqr(256))
Filter: ColA < .5
I would also like to filter further so the reading has been below .5
for at least the 3 past days. How would I do that?
Thanks,
Harold
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