Malcolm, I prefer to use the ATR() function. I apply it to 1 minute bars on ES and do 20 min. I scale that result up to 1 day and 1 week reference arrays with a WMA().
BR, Dennis On Jun 5, 2009, at 4:23 PM, Joe wrote: > You might want to check out the Library: > http://www.amibroker.com/library/list.php > I got quite a few hits searching for volatility. > > Also, searching this group might yield some info. > > Joe > > --- In [email protected], malcolm Crouch > <malcolm.crouc...@...> wrote: >> >> anyone have an easy to use way to calculate volatility ? >> >> ive searched on google and it does not bring back much .... >> >> thought i would ask here . >> >> Cheers >> >> >> Malcolm >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
