Notification Publishing copyrighted material is strictly prohibited. If you believe there is copyrighted material in this section you may use the Copyright Infringement Notification form to submit a claim.
Historical volatility, as the name implies, measures the volatility of a market in the past, i.e. the historical fluctuation of price. As such it uses historical price data for the calculation. The calculation of volatility is the standard deviation of the natural logarithmic price change.
Bollinger Bands contain three lines: a moving average, an upper band and a lower band.
The upper band equals K times a standard deviation above the moving average and the lower band K times a standard deviation below the moving average. The standard deviation uses the same period as the moving average.
IFRAMA stands for Fractal Adaptive Moving Average and is another stroke of genius from John F Ehlers. It utilizes Fractal Geometry in an attempt to dynamically adjust its smoothing period to suit the changing price action over time.