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sauterelle44
Posted : Thursday, June 15, 2017 9:12:32 PM
Registered User
Joined: 3/9/2010
Posts: 10

Hi,

When I copy and paste the formula you give for Historical Volatility (v17+) and change x for 100 , I have this message:

Error in formula Unable to parse number .5 At position 76

 1600 * ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100) ^ .5

Thank you

Bruce_L
Posted : Wednesday, June 21, 2017 11:50:54 AM


Worden Trainer

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

Please try the following Condition Formula instead to get rid of the decimal marker.

1600 * SQR(ABS((SUM(LOG(C / C1) ^ 2, 100) - LOG(C / C100) ^ 2 / 100) / 100))



-Bruce
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