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 |
|---|
Example 1
protected override void OnStart()
{
historicalVolatility = Indicators.HistoricalVolatility
(MarketSeries.Close, Period, BarHistory);
}
protected override void OnBar()
{
double hv = historicalVolatility.Result.LastValue;
}