Historical Volotility Scan - 50 Day.afl
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  1. //------------------------------------------------------------------------------
  2. //
  3. //  Formula Name:    Historical Volotility Scan - 50 Day
  4. //  Author/Uploader: Dennis Skoblar 
  5. //  E-mail:          DennisAndLisa@sbcglobal.net
  6. //  Date/Time Added: 2005-06-14 04:02:32
  7. //  Origin:          Dave Landry On Swing Trading by Dave Landry
  8. //  Keywords:        Dave Landry,Landry,historical volotility,50 day hv
  9. //  Level:           basic
  10. //  Flags:           indicator
  11. //  Formula URL:     http://www.amibroker.com/library/formula.php?id=470
  12. //  Details URL:     http://www.amibroker.com/library/detail.php?id=470
  13. //
  14. //------------------------------------------------------------------------------
  15. //
  16. //  Shows how volotile the stock is over a a 1 year period. A reading of 40 or
  17. //  above is ideal for "where the action is."
  18. //
  19. //------------------------------------------------------------------------------
  20. _SECTION_BEGIN("HV50");
  21. HV50 = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));
  22. Plot(HV50,"HV50",colorYellow,styleLine);
  23. _SECTION_END();