Registered User Joined: 11/11/2014 Posts: 1
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Sorry if this has been repeated but I've looked back a few pages to no luck. I'll make this quick. Would it be possible to get Implied Volume and Historical Volume indicators or is that out of the quuestion?
Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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It is not possible to add Implied Volatility to your chart, but it is possible to plot Historical Volatility.
Historical Volatility (HV)
The formulas can be quite a bit shorter in TC2000 v17 than the formulas explored in the above topic for previous versions of TC2000.
Historical Volatility
1600 * ABS((SUM(LOG(C / C1) ^ 2, x) - LOG(C / Cx) ^ 2 / x) / x) ^ .5
Where x is the period of the Historical Volatility indicator.
HV Ratio
SQR(ABS((SUM(LOG(C / C1) ^ 2, n) - LOG(C / Cn) ^ 2 / n) / n)) / SQR(ABS((SUM(LOG(C / C1) ^ 2, d) - LOG(C / Cd) ^ 2 / d) / d))
Where n is the first period specified which is used for the historical volatility in the numerator.
Where d is the second period specified which is used for the historical volatility in the denominator.
So a 100 period Historical Volatility can be written as follows.
1600 * ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100) ^ .5
And an HV Ratio 6/100 can be written as follows.
SQR(ABS((SUM(LOG(C / C1) ^ 2, 6) - LOG(C / C6) ^ 2 / 6) / 6)) / SQR(ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100))
-Bruce Personal Criteria Formulas TC2000 Support Articles
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