I'm trying to plot the 30 day historical volatility of the S&P 500, using the
following AFL on a daily chart with around 2 years of end of day prices for the
S&P 500:
Plot(StDev(Close, 30),"Historical Volatility", colorOrange,styleLine);
However when I look at the values, they appear to be a bi
to Soup
Sent: Friday, November 13, 2009 9:27 PM
To: amibroker@yahoogroups.com
Subject: [amibroker] Trying to plot historical volatility with AFL
I'm trying to plot the 30 day historical volatility of the S&P 500, using
the following AFL on a daily chart with around 2 years of
, 2009 10:27 PM
Subject: [amibroker] Trying to plot historical volatility with AFL
I'm trying to plot the 30 day historical volatility of the S&P 500, using the
following AFL on a daily chart with around 2 years of end of day prices for the
S&P 500:
Plot(StDev(Close, 30