Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Historical Volatility and HV Ratio Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
Bruce_L
Posted : Tuesday, March 7, 2017 3:21:00 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

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
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.