oliver.ward@rocketmail.com [amibroker] wrote on 03/10/2016 02:36 PM:
> Would this work instead?
>
> x = StDev(ROC(C,2),period)/sqrt(1/252)*100;
Hmm, no, that gives unfortunately not the historical volatility.
For example for SPY: 19.69% vs. the result of the above which gives 2686.62%.
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Posted by: "U.Mutlu" <um4711@mutluit.com>
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