HistoricalVolatility Method¶
HistoricalVolatility¶
Summary¶
The Historical Volatility indicator is derived from time series of past market prices.
Signature¶
1 | |
Parameters¶
| Name | Type | Description |
|---|---|---|
| source | DataSeries | The source data used for calculation. |
| periods | int | The value of the periods used for calculation. |
| barHistory | int | The value of the bar history used for calculation. |
Return Value¶
HistoricalVolatility
Declaring Type¶
cAlgo.API.Internals.IIndicatorsAccessor
Last update: March 23, 2023