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Description |
This formula approximates volatility using the following expression:
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Formula |
VolatilityEx(instrument)=begin targetBar = 0 thisHigh = GetPrice(instrument, BATE_HIGH, targetBar, 0) thisLow = GetPrice(instrument, BATE_LOW, targetBar, 0) retval = Percentage((Diff(thisHigh, thisLow)), thisLow) retval end |
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Parameters |
instrument An instrument. |
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Return Value |
A volatility value. |
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Examples |
SimpleVolatility(SERIES)=begin retval = VolatilityEx($1) end |
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Comments |
NA |
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