Category Volatility Published on 02/08/2012

Historical Volatility

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.

Historical Volatility chartshot

Source Code

hobaho

Joined on 02.08.2012

Distribution: Free
Language: C#
Trading platform: cTrader Automate
File name: HistoricalVolatility.algo
Rating: 5
Installs: 3107

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Comments

Nego · 10 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.

susantasaren · 10 years ago

Can anyone provide "Historical Volatiliy" MT4 indicator?

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