historical volotility scan - 6100.afl

来自「一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台」· AFL 代码 · 共 25 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Historical Volotility Scan -  6/100
//  Author/Uploader: Dennis Skoblar 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-06-15 16:30:22
//  Origin:          Dave Landry On Swing Trading
//  Keywords:        Dave Landry,Landry,historical volotility
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=474
//  Details URL:     http://www.amibroker.com/library/detail.php?id=474
//
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//
//  The is the 6/100 Historical Volotality Indicator as described in the book
//  "Dave Landry On Swing Trading". The stock is poised to move when the 6/100
//  Indicator reading is equal to or below .50 (50%)
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("HVSixOneHundred");
HVSixOneHundred = (StDev(log(C/Ref(C,-1)),6)*100*sqrt(256)) / (StDev(log(C/Ref(C,-1)),100)*100*sqrt(256));
Plot(HVSixOneHundred,"HV 6/100",colorOrange,styleLine);
_SECTION_END();