HistoricalVolatility


Summary

The measured price fluctuation over a specified time period.

Remarks

The higher the values of the indicator, the more volatile an instrument is.

Syntax

public interface HistoricalVolatility

Members

NameTypeSummary
Result PropertyThe result of the HistoricalVolatility Indicator

Example 1

private HistoricalVolatility historicalVolatility;
private const int BarHistory = 252;
[Parameter("Period", DefaultValue = 14)]
public int Period { get; set; }
protected override void Initialize()
{
    historicalVolatility = Indicators.HistoricalVolatility
        (MarketSeries.Close, Period, BarHistory);
}