Hi, it's not built in. Below is the function I use. It's a little more flexible than yours and will be quicker because it uses the built-in ROC function instead of looping. You can add in ln yourself to wrap the ROC.
function Volatility_afl(watchListName, sourceArray, measurePeriod, reportPeriod) { //begin Volatility
//Calculates volatility over a measuring period and reports it back scaled to reporting period
dailyChg = ROC(sourceArray, 1, true);
result = StDev(dailyChg, measurePeriod)*sqrt(reportPeriod);
return Nz(result);
} //end Volatility
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Posted by: rosenberggregg@yahoo.com
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