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PureBytes Links
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Do you want just the formula or must it be MSFL?
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxxx> wrote:
> Does anyone know how to customize historical volatility? such as
> following conditions
>
> Historical volatility (HV) for 30 days
> Std(Log(C/Ref(C,-1)),30)*Sqrt(365)*100
>
> I would like to forecast tomorrow's HV by setting tomorrow's close
> price within a certain range, but I am not actually adding any stock
> data for tomorrow's price. I just want to add the additional data into
> the HV formula and shift backward by one day, so the most recent result
> for HV indicator will be the forecast tomorrow's HV.
> I think it will look like
> [Std(Log(C/Ref(C,-1)),29)+tomorrow close price]*Sqrt(365)*100 and shift
> one day backward.
> Does anyone know how to figure out the formula please?
> Thank you for any suggestion
> Eric :>
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