Stocks&Commodities Magazine, Traders Tips, 08/1996
Download: FUNCTION-HISVOL.ELA
File Includes: Function - HisVol
Category: Function > HisVol
Description:
Inputs:
LOOKBCK
ANNUAL
EasyLanguage Code:
INPUTS: LOOKBCK(NUMERICSIMPLE), ANNUAL(NUMERICSIMPLE);
VARS: HVOL(0), PER(0);
IF DATACOMPRESSION<=2 THEN PER=1;
IF DATACOMPRESSION=3 THEN PER=7;
HVOL=STDDEV(LOG(CLOSE/CLOSE[1]),LOOKBCK)*SQUAREROOT(ANNUAL/PER);
HISVOL= HVOL*100;
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