Historical Volatility Close to Close VS High to Low

Close to Close Volatility VS high to low, to evaluate volatility regimes.
Both are Volatilities of 40 periods (Modifiable), calculated on 252 days (Average trading days in the American market) (Also modifiable in the case of cryptocurrency analysis).
The Moving Average is a 20 periods (Modifiable) Simple Moving Average of the average of both volatilities.

Blue = Close to Close Volatility
Green = High to Low Volatility
Orange = Moving Average

Volatilidad Close to Close VS High to Low, para evaluar regimenes de volatilidad historica.
Ambas son Volatilidades de 40 periodos (Modificable), calculadas sobre 252 dias (Promedio de dias operables en el mercado americano)(Tambien modificable para el caso de analisis de criptomonedas).
La Media movil, es una media movil Simple de 20 periodos del promedio de ambas volatilidades.

Azul = Volatilidad Close to Close
Verde = Volatilidad High to low
Naranja = Media Movil

版本注释

Days/Dias= 252-->262
Length/Periodos= 40-->20
Moving Average/Media Movil = X

版本注释

Chart

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受保护脚本

此脚本以闭源形式发布。但是，您可以自由使用，没有任何限制 — 了解更多信息这里。

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