HVOL()

Syntax

Formula Standard Deviation, or Historical Volatility:

Where:
= standard deviation, or historical volatility
n = number of occurrences (bars)
m = mean
xi = price changes
And:
Mean:

Where:
m = mean
n = number of occurrences
xi = price changes
And:
xi can equal percent of price change:

Or:
xi can equal natural logarithmic price change:

Parameters SERIES
Required if the formula name declares the SERIES parameter.

INPUT
Required if the formula name declares the INPUT parameter.

PERIOD
Optional parameter. If omitted, the function uses 10 as the number of periods. Required if the formula name declares the PERIOD parameter.

<deviations>
Optional parameter. If omitted, the function uses 1 as the deviation.

<tperiods>
Optional parameter. If omitted, the function uses 0.

<tbase>
Optional parameter. If omitted, the function uses 0.

Examples HVOL_EX1(SERIES)=HVOL(SERIES)

HVOL_EX2(INPUT,PERIOD=14,DEV=2,Tper=9,Tbase=1)=
HVOL(INPUT,PERIOD,DEV,Tper,Tbase)