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