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Direct MessagesDate/Time: Wed, 24 Apr 2024 04:24:38 +0000
Historical volatility
View Count: 1690
| [2017-03-01 10:59:08] |
| User850017 - Posts: 41 |
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How is formula for calculated historical volatility with Historical volatility studies? Thank you
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| [2017-03-01 18:09:29] |
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We need to document this. Just give us about a day. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-03-16 09:41:16] |
| User850017 - Posts: 41 |
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I will waiting for this. Thank you
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| [2017-03-16 18:49:56] |
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It is now documented here: https://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.php#s96 (Historical Volatility Ratio) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-03-16 18:50:19
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| [2018-07-18 04:05:35] |
| chart_warrior - Posts: 96 |
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Are you aware of how Thinkorswim calculates historical volatility? I know that many people use their 20 day historical volatility number which is different from what I get in Sierra using Volatility - Historical study. If you look at the attached screenshot you will see that as of yesterday close the ES futures 20 day historical volatility on TOS is 0.08759 and Sierra based on daily chart and 20 period I get about 10.74. Any idea why? Date Time Of Last Edit: 2018-07-18 04:06:18
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