Summary
The Historical Volatility indicator is derived from time series of past market prices.
Syntax
public HistoricalVolatility HistoricalVolatility(DataSeries source, int periods, int barHistory)
Parameters
Name | Description |
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Example 1
protected override void OnStart() { historicalVolatility = Indicators.HistoricalVolatility (MarketSeries.Close, Period, BarHistory); } protected override void OnBar() { double hv = historicalVolatility.Result.LastValue; }