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Have you tried something along the lines of :
prd:=input("Lookback periods...",1,252,30);
x:=input("Price data: 1-O, 2-H, 3-L, 4-C",1,4,3);
x:=if(x=1,O,if(x=2,H,if(x=3,L,C)));
myVol:=(hhv(x,prd)-llv(x,prd)) / llv(x,prd);
myVol;
This will return low values during periods of low price movement, and
larger numbers when the price is changing. Find a threshold
(programmatic / automatic calculation is possible)
If it isn't quite what you are looking for, then let me know.
Hope this helps.
wabbit :D
P.S. - you should really have posted your work-in-progress code so
that those people who you are asking for help can see what you have
already tried.
> I have been struggling to develope an indictor for low price
> volatility over say a 30 day period. The problem seems to be that
> I want the price to also remain the same as well as end the period
> at the same price. Any help would be appreceiated. I have tossed
> out about 10 formulas!
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