Registered User
Joined: 11/19/2015
Posts: 459
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Hello.
How does one write the following historical vol calc for "7 days back"? That is, how do I output the 23-day historical vol reading from 7 days ago?
(1600 * ABS((SUM(LOG(C / C1) ^ 2, 23) - LOG(C / C23) ^ 2 / 23) / 23) ^ .5)
Thank you very much.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You would add 7 to all of the bars ago parameters.
1600 * ABS((SUM(LOG(C7 / C8) ^ 2, 23) - LOG(C7 / C30) ^ 2 / 23) / 23) ^ .5
-Bruce
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Registered User
Joined: 11/19/2015
Posts: 459
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I know what you're thinking to yourself. Well, the answer is: I'm never really sure. That's why.
Thank you, Bruce. I really appreciate it. Have an enjoyable weekend.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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