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The Code I have for Historical Volatility includes a parameter for
annualization of the function. In the examples I can recall having seen, the
indicator was always applied to daily charts and the annualization factor
was variously set to 254, 260, or 365.
Question: is it necessary to modify the code or enter some huge annualizing
factor like 20280 in order to properly apply it to, say, a 5 min intraday
chart?
Clint
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