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HistoricalVolatility Method

HistoricalVolatility

Summary

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

Signature

1
public abstract HistoricalVolatility HistoricalVolatility(DataSeries source, int periods, int barHistory)

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: November 25, 2022

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