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
| Name | Type | Summary |
|---|---|---|
| Result | Property | The 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);
}