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The formula is just a simple measure of the percentage difference of
the highest value of the data in the last defined period compared to
the lowest value of the same data in the same period.
Hope this helps.
wabbit :D
--- In Metastockusers@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx>
wrote:
> Could you translate your formula into English as I am having
difficulty
> following it.
>
> Thanks
> Lionel
>
> -----Original Message-----
> From: bellamy_29m [mailto:bellamy_29m@x...]
> Sent: Sunday, October 31, 2004 6:17 PM
> To: Metastockusers@xxxxxxxxxxxxxxx
> Subject: [Metastockusers] Re: Low volatility
>
>
>
> 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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