HistoricalVolatility


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

NameDescription

Example 1

protected override void OnStart()
{
    historicalVolatility = Indicators.HistoricalVolatility
        (MarketSeries.Close, Period, BarHistory);
}
protected override void OnBar()
{
    double hv = historicalVolatility.Result.LastValue;
}