Historical Volotility Scan - 6100.afl
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  1. //------------------------------------------------------------------------------
  2. //
  3. //  Formula Name:    Historical Volotility Scan -  6/100
  4. //  Author/Uploader: Dennis Skoblar 
  5. //  E-mail:          DennisAndLisa@sbcglobal.net
  6. //  Date/Time Added: 2005-06-15 16:30:22
  7. //  Origin:          Dave Landry On Swing Trading
  8. //  Keywords:        Dave Landry,Landry,historical volotility
  9. //  Level:           basic
  10. //  Flags:           indicator
  11. //  Formula URL:     http://www.amibroker.com/library/formula.php?id=474
  12. //  Details URL:     http://www.amibroker.com/library/detail.php?id=474
  13. //
  14. //------------------------------------------------------------------------------
  15. //
  16. //  The is the 6/100 Historical Volotality Indicator as described in the book
  17. //  "Dave Landry On Swing Trading". The stock is poised to move when the 6/100
  18. //  Indicator reading is equal to or below .50 (50%)
  19. //
  20. //------------------------------------------------------------------------------
  21. _SECTION_BEGIN("HVSixOneHundred");
  22. HVSixOneHundred = (StDev(log(C/Ref(C,-1)),6)*100*sqrt(256)) / (StDev(log(C/Ref(C,-1)),100)*100*sqrt(256));
  23. Plot(HVSixOneHundred,"HV 6/100",colorOrange,styleLine);
  24. _SECTION_END();