freely203
19 posts
msg #38784
- Ignore freely203 |
11/9/2005 6:25:30 AM
Hi Everyone
Can someone advise me on this -
Historic Volatility Ratio
The standard settings used are both a 10/100 and 6/100 HVR with a 50% ratio.
Thx very much
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freely203
19 posts
msg #38889
- Ignore freely203 |
11/15/2005 3:18:08 AM
Hi anyone know how to read this in ST.
HVR Code for TradeStation-------------------------------
********************************************************
{User function reaHistVol2
Traditional volatility calculation:
StdDev(ln(C/C[1]))}
inputs:VolLen(numericsimple);
Variables: var1(1);
Var1 = Log(close/close[1]);
reaHistVol2 = stddev(Var1,VolLen);
********************************************************
{Indicator reaHistVol2
Plots volatility as above}
inputs: VolLen(18);
plot1(reaHistVol2(VolLen),"Hist Vol");
********************************************************
{User function reaHistVol
Computes the ratio of short term/long term volatility}
inputs:ShrtVolL(numericsimple),LongVolL(numericsimple);
Variables: var1(1),var2(.00001);
Var1 = Log(close/close[1]);
if Var1 <> 0 then Var2 = Var1 else Var2 = .00001;
reaHistVol = stddev(Var2,ShrtVolL)/stddev(Var2,LongVolL);
********************************************************
{Indicator reaHistVol
Plots the user function above}
inputs: ShrtVolL(6),LongVolL(100);
plot1(reaHistVol(ShrtVolL,LongVolL),"HistVol");
********************************************************
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TheRumpledOne
6,411 posts
msg #38907
- Ignore TheRumpledOne |
11/16/2005 11:26:22 AM
I can read it.
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freely203
19 posts
msg #38946
- Ignore freely203 |
11/17/2005 4:27:55 AM
Dear TheRumpledOne
Are you able to design it in Stockfetcher?
THx
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