historical volotility scan - 50 day.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 24 行

//------------------------------------------------------------------------------
//
//  Formula Name:    Historical Volotility Scan - 50 Day
//  Author/Uploader: Dennis Skoblar 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-06-14 04:02:32
//  Origin:          Dave Landry On Swing Trading by Dave Landry
//  Keywords:        Dave Landry,Landry,historical volotility,50 day hv
//  Level:           basic
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=470
//  Details URL:     http://www.amibroker.com/library/detail.php?id=470
//
//------------------------------------------------------------------------------
//
//  Shows how volotile the stock is over a a 1 year period. A reading of 40 or
//  above is ideal for "where the action is."
//
//------------------------------------------------------------------------------

_SECTION_BEGIN("HV50");
HV50 = round(StDev(log(C/Ref(C,-1)),50)*100*sqrt(256));
Plot(HV50,"HV50",colorYellow,styleLine);
_SECTION_END();