so many different ways to achieve same goal.
For me, usually the standard measure of historical volatility (HV) is a simple 20 or 30 day, annualized percentage volatility equation.
// Historical Volatility
LBperiod = Param("Periods",30,10,500,1);
HV = 100 * StDev(log(C/Ref(C,-1)), LBperiod) * sqrt(252);
Plot(HV, "HV("+LBperiod +")", ParamColor( "Color", colorRed ), ParamStyle("Style") );
Others prefer stock market measures of volatility like ATR or Standard Deviation
Larry
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Posted by: portfoliobuilder99@gmail.com
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