The Volatility indicator compares the spread between a security's prices. This is done by first calculating a moving average of the difference between the daily prices and then calculating the percent rate-of-change of that moving average.
{Volatility 1.0 (custom)}
{Not for Distriburtion}
{For personal use only by FP}
pds1:=Input("periods",1,252,10);
pds2:=Input("smoothing periods",1,252,10);
WC1:=((C-O * 2) + HIGH + LOW ) / 4;
ROC( Mov(WC1, pds1, E), pds2, %) *10;
