- Katılım
- 23 Eki 2020
- Mesajlar
- 1,828
David Landry Historical Volatility Num:=Input("Number Of Periods For Numerator",1,100,4); Den:=Input("Number Of Periods For Denominator",2,1000,100); Std(Log(C/Ref(C,-1)),Num)/Std(Log(C/Ref(C,-1)),Den) |
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David Landry Average Historical Volatility Den:=Input("Number Of Periods For Denominator",2,1000,100); ((Std(Log(C/Ref(C,-1)),4)/Std(Log(C/Ref(C,-1)),Den))+ (Std(Log(C/Ref(C,-1)),6)/Std(Log(C/Ref(C,-1)),Den))+ (Std(Log(C/Ref(C,-1)),10)/Std(Log(C/Ref(C,-1)),Den)))/3 |
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David Landry EMA of Historical Volatility Den:=Input("Number Of Periods For Denominator",2,1000,100); EMA:=Input("Number Of Periods For EMA",2,100,12); Mov(((Std(Log(C/Ref(C,-1)),4)/Std(Log(C/Ref(C,-1)),Den))+ (Std(Log(C/Ref(C,-1)),6)/Std(Log(C/Ref(C,-1)),Den)) + (Std(Log(C/Ref(C,-1)),10)/Std(Log(C/Ref(C,-1)),Den)))/3,LastValue(EMA),E) |
Note: Standard deviation information was not included here because theway these formulasare being used, any standard deviation being used would return an identicalvalue as 1 standard deviation. | |
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