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Another Volatility Study

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  • Another Volatility Study

    Gents:

    I am searching for a *.efs study that will calculate and display in real time the annualized volatility for a 12-period moving average of the selected time-bar, and enable me to select the O,H,L,or C wherein to calculate the MA. I have generated an EXCEL file of the annualized volatility of a 12-period MA based upon the open of the 5-minute bars.

    Does such a study exist?

    If not, has someone posted the code with compiling and download instructions?

    My email address = [email protected]

    Thanks guys.
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