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;
 

 

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