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The bollinger band pretty much measures historical volatility since it
is based on the standard deviation of the last n-days around an n-day
moving average.
Kevin Shin wrote:
>
> Some one on RT told me before that a good way to measure the current
> volatility is to observe the width of Bollinger band.
> So, I tried to put this idea into a .ela format for Tradestation at no
> avail.
> I'm sure it's not so much of work (it's very big job for me thou) and I
> thought there must be some one on the list who could put it into .ela.
> If there's other way of measuring the volality,,,other than historical and
> implied volatility,,,,it's more than welcomed to post or email me.
--
Steven W. Poser, President
Poser Global Market Strategies Inc.
http://www.poserglobal.com
Tel: 201-995-0845
Fax: 201-995-0846
Email: swp@xxxxxxxxxxxxxxx
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