HistoricalVolatility

Description

The Historical Volatility study calculates volatility which can be expressed by the following formula:

where c is a coefficient depending on the volatility basis and m is average of logarithmic return xi which, in turn, is calculated as follows:

Input Parameters

Parameter Description
length The number of bars used to calculate Historical Volatility.
basis The volatility basis.

Plots

Plot Description
HV The Historical Volatility plot.

Example*

*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.

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