IIndicatorsAccessor.HistoricalVolatility

method · IIndicatorsAccessor · cAlgo.API.Internals

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The Historical Volatility indicator is derived from time series of past market prices.

Definition

C#Python

HistoricalVolatility HistoricalVolatility(DataSeries source, int periods, int barHistory)

api.Indicators.HistoricalVolatility(source: DataSeries, periods: int, barHistory: int) -> HistoricalVolatility

Parameters

Name	C# type	Python type	Description
`source`	`DataSeries`	`DataSeries`	The source data used for calculation.
`periods`	`int`	`int`	The value of the periods used for calculation.
`barHistory`	`int`	`int`	The value of the bar history used for calculation.

Returns HistoricalVolatility — Historical Volatility indicator instance

Examples

C#Python

var historicalVolatility = Indicators.HistoricalVolatility(Bars.ClosePrices, 20, 252);
Print("Historical volatility: {0}", historicalVolatility.Result.LastValue);

historicalVolatility = api.Indicators.HistoricalVolatility(api.Bars.ClosePrices, 20, 252)
api.Print(f"Historical volatility: {historicalVolatility.Result.LastValue}")