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Profile: qsw
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User Name: qsw
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Joined: Monday, October 9, 2017
Last Visit: Thursday, November 8, 2018 7:58:02 AM
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Topic: Historical Volatility (HV)
Posted: Saturday, November 3, 2018 3:36:06 AM

Hi Bruce

I'm new and wonder whether you could assist me with an indicator for 21 day Historical volatility similar to that in Stockfetcher. I attempted to modify your code for the 50 HV above but don't get the same numbers as in Stockfetcher.

Stockfetcher defines historical volatility as :-

   
Usage Historical Volatility(period,trading period)
Description Historical volatility uses the standard deviation of a stock's price to measure the volatility of the stock. Additionally, historical volatility is often expressed in daily, weekly or monthly terms.

Thank you for your help.