Optuma Forums › Optuma Scripting › HVR formula › Reply To: HVR formula
April 29, 2021 at 12:16 am
#63681
- Topics: 70
- Replies: 832
- Posts: 902
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:
1 2 3 4 5 6 |
HV5 = HV(BARS=5); HV100 = HV(BARS=100); HVR = HV5 / HV100; HVR CrossesAbove 0.5 |