HVOL()

See Also  

Related Topics

 

 

Description

This function returns an historical volatility value.

 

 

Syntax

 

 

Parameters

SERIES

Use the SERIES parameter when you are referencing a study value. In chart windows, values are displayed in decimals. In quote windows, values are displayed in the units of the underlying instrument.

 

INPUT

Use the INPUT parameter when you are referencing an overlay value.

 

periods

The period parameter defines the number of bars to use in the calculation.

 

deviations

Optional. If omitted, Hvol() uses 1.

 

tPeriods

Optional. If omitted, Hvol() uses 0.

 

tBase

Optional. If omitted, Hvol() uses 0.

 

method

Optional. Identifies the drawing method. Possible values are:

 

Value

Drawing Method

0

Percent change.

1

Natural logarithm.

 

If omitted, Hvol() uses 0.

 

<shift>

Optional. A number, positive or negative, enclosed in brackets defining the number of bars (periods) to shift the formula line. Typically used only in formulas that will be displayed in chart windows.

 

 

Return Value

An Historical Volatility value.

 

 

Examples

HVOL_EX1(SERIES)=HVOL(SERIES)

 

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

retval = HVOL(INPUT,PERIOD,DEV,Tper,Tbase,method)

end

 

 

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