Historical Volotility Scan
Historical Volatility Scan involves analyzing past market volatility levels to gauge potential future price movements. This scan helps traders identify periods of high or low volatility. Integrating Amibroker data feed enhances Historical Volatility Scan by providing historical market data, allowing traders to assess volatility patterns and make informed decisions considering potential future market movements.
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//
// 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%)
//
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_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();