Construct a Historical Volatility indicator.

Namespace: RightEdge.Indicators
Assembly: Indicators (in Indicators.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public HistoricalVolatility(
	int period,
	int span
)
Visual Basic
Public Sub New ( 
	period As Integer,
	span As Integer
)
Visual C++
public:
HistoricalVolatility(
	int period, 
	int span
)
F#
new : 
        period : int * 
        span : int -> HistoricalVolatility

Parameters

period
Type: System..::..Int32
The number of periods.
span
Type: System..::..Int32
The number of spans.

Remarks

The span is used to convert the reading to a different time scale. For example, to find the historical period over the last 10 days, consider using 250 as the span as this is approximately the number of bars per year. Over the last 10 weeks, a span of 52 is appropriate.

See Also