Historical Volatility

[mikexny]

Can someone help me convert this formula...

This is my metastock formula: Std(Log(C/Ref(C,-1)),50)*Sqrt(256)*100

I am trying to plot a 100 day Historical Volatility into an indicator like fashion.


--MIKE

[eSignal_JasonK]

Hello Mike,

I found a Historical Volatility formula developed by TS Support that may be what you are looking for. Compare this formula to your metastock formula. Let us know if this works for you.

HistVolatility.efs

There are two input parameters that can be adjusted through the "Edit Studies" option on the advanced chart's right-click menu.
You may need to change these to match your metastock formula.

LookBack: Default is 20
Annual: Default is 365