Historical Volotility Scan - 50 Day.afl
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上传日期:2009-06-12
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金融证券系统
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Others
- //------------------------------------------------------------------------------
- //
- // Formula Name: Historical Volotility Scan - 50 Day
- // Author/Uploader: Dennis Skoblar
- // E-mail: DennisAndLisa@sbcglobal.net
- // Date/Time Added: 2005-06-14 04:02:32
- // Origin: Dave Landry On Swing Trading by Dave Landry
- // Keywords: Dave Landry,Landry,historical volotility,50 day hv
- // Level: basic
- // Flags: indicator
- // Formula URL: http://www.amibroker.com/library/formula.php?id=470
- // Details URL: http://www.amibroker.com/library/detail.php?id=470
- //
- //------------------------------------------------------------------------------
- //
- // Shows how volotile the stock is over a a 1 year period. A reading of 40 or
- // above is ideal for "where the action is."
- //
- //------------------------------------------------------------------------------
- _SECTION_BEGIN("HV50");
- HV50 = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));
- Plot(HV50,"HV50",colorYellow,styleLine);
- _SECTION_END();