Constructs a Historical Volatility indicator instance with the specified input series.

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

Syntax

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

Parameters

periods
Type: System..::..Int32
The number of periods or bars to analyze
span
Type: System..::..Int32
The number of spans.
input
Type: RightEdge.Common..::..ISeries
The series perform the calculation against.

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