Reply To: HVR formula

[Darren]

Hi Deepak,

Is HVR the Historical Volatility Ratio?

If so then you can create it in scripting using the HV() function, so for when the HVR crosses 0.5:

HV5 = HV(BARS=5); HV100 = HV(BARS=100); HVR = HV5 / HV100; HVR CrossesAbove 0.5

1 2 3 4 5 6

HV5 = HV(BARS=5); HV100 = HV(BARS=100); HVR = HV5 / HV100; HVR CrossesAbove 0.5

1 user thanked author for this post.

Deepak Gharpure