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HELP ...
I have been speaking to a couple of you guys and they suggested I post this question here...
I really need the EFS file for the HVR in the following way...
The standard settings needed are both a 10/100 and 6/100 HVR with a 50% ratio.
After exhaustive searching around I have managed to find the HVR Code for Trade Station which is detailed below.
I would be VERY VERY gratefull if someone could help me with an EFS Formula for this study.
Thank You in advance Guys/Ladies...
NEIL...
HVR Code for TradeStation
{User function reaHistVol2
Traditional volatility calculation:
StdDev(ln(C/C[1]))}
inputs:VolLen(numericsimple);
Variables: var1(1);
Var1 = Log(close/close[1]);
reaHistVol2 = stddev(Var1,VolLen);
I have been speaking to a couple of you guys and they suggested I post this question here...
I really need the EFS file for the HVR in the following way...
The standard settings needed are both a 10/100 and 6/100 HVR with a 50% ratio.
After exhaustive searching around I have managed to find the HVR Code for Trade Station which is detailed below.
I would be VERY VERY gratefull if someone could help me with an EFS Formula for this study.
Thank You in advance Guys/Ladies...
NEIL...
HVR Code for TradeStation
{User function reaHistVol2
Traditional volatility calculation:
StdDev(ln(C/C[1]))}
inputs:VolLen(numericsimple);
Variables: var1(1);
Var1 = Log(close/close[1]);
reaHistVol2 = stddev(Var1,VolLen);
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