Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Historical Volatility and HV Ratio
Template (v17+)
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.
Related Topics
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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