pa247
143 posts
msg #147450
- Ignore pa247
modified |
4/18/2019 4:47:33 PM
Hi,
If I use this in my filter, is it the correct code for calculating the Historical Vol for 30 days and for one year?
thanks
set {HistVol30,Historical Volatility(30,1) 30 days ago }
set {HistVolYr,Historical Volatility(30,1) one year ago }
add column HistVol30
add column HistVolYr
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KSK8
561 posts
msg #147451
- Ignore KSK8 |
4/18/2019 6:26:29 PM
I believe so, the only change you need is to switch "1 year ago" with 52-weeks ago.
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graftonian
1,089 posts
msg #147455
- Ignore graftonian |
4/19/2019 9:54:53 AM
some good work by TRO here:
http://www.stockfetcher.com/forums2/Filter-Exchange/historical-volatility/56369/-1/56379
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pa247
143 posts
msg #147458
- Ignore pa247 |
4/19/2019 3:05:38 PM
thanks for info. This is what I have so far but I cant get the plots on the chart to go on top of each other instead of seperate. Can someone tell me where its wrong? Thanks
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graftonian
1,089 posts
msg #147460
- Ignore graftonian |
4/19/2019 5:06:02 PM
your variable "hvol" is undefined
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pa247
143 posts
msg #147464
- Ignore pa247 |
4/20/2019 9:07:00 AM
Thank you!
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