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.