/*******************************************************************
Provided By	: Developed by TS Support, LLC for eSignal. (c) Copyright 2002 
********************************************************************/

function preMain()
{
    setPriceStudy(false);
    setStudyTitle("Hist Volatility");
    setCursorLabelName("HisVol");
}
function main(LookBack, Annual)
{
    if (LookBack == null) LookBack = 20;
    if (Annual == null) Annual = 365;
    var Interval = getInterval();
    var Per = 0;
    if (Interval == "1") Per = 1;
    if (Interval == "5") Per = 1;
    if (Interval == "10") Per = 1;
    if (Interval == "15") Per = 1;
    if (Interval == "D") Per = 1;
    if (Per == 0) Per = 7;
    var Close = getValue("Close", 0, -(LookBack + 1));
    var Price = Math.log(Close[0] / Close[1]);
    if (LookBack <= 0) return;
    var Avg = 0.0;
    var i = 0;
    for (i = 0; i < LookBack; i++)
    {
        Price = Math.log(Close[i] / Close[i + 1]);
        Avg += Price;
    }
    Avg /= LookBack;
    var SumSqr = 0.0;
    for (i = 0; i < LookBack; i++)
    {
        Price = Math.log(Close[i] / Close[i + 1]);
        SumSqr += (Price - Avg) * (Price - Avg);
    }
    var StdDev = Math.sqrt(SumSqr / LookBack);
    var HVol = (StdDev * Math.sqrt(Annual / Per)) * 100;
    return HVol; 
}