Description
Historical volatility, as the name implies, measures the volatility of a market in the past, i.e. the historical fluctuation of price. As such it uses historical price data for the calculation. The calculation of volatility is the standard deviation of the natural logarithmic price change.
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HO
hobaho
Joined on 02.08.2012
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: HistoricalVolatility.algo
- Rating: 5
- Installs: 3305
- Modified: 13/10/2021 09:54
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Comments
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NE
Nego
·
11 years ago
Hi, this sample can't be the original code. There are less parameters then in the standard cTraders Historic Volatility. Also, the values do look slightly different.
Can anyone provide "Historical Volatiliy" MT4 indicator?