Rogers-Satchell Volatility EstimatorRogers-Satchell Volatility Estimator tool is a Trading Indicator and it was developed by The trader on October 7, 2009. The development of this Technical Analysis indicator needed 31 lines of code. The Stock trading indicator is named 'RogersSatchellVolatility' and it is developed using JScript. It allows only one parameter. The input is: lookback (Type: Number - Default Value: 30): Lookback period Example: p = RogersSatchellVolatility(30); To plot the function on a chart: Plot(RogersSatchellVolatility(30), "Rogers-Satchell Volatility Estimator", colorRed); Future and Past Bars: The trading indicator do not access future bars. It necessitates no old bars. Click on this link to download Rogers-Satchell Volatility Estimator Search terms used to find this trading item include rogers satchell, rogers satchell volatility, rogers and satchell, roger and satchell volatility, volatility estimator The trading object is saved under the following categories: Technical Analysis - Stock Market Trading Indicators: (Stock Market) Garman-Klass Volatility Estimator Historical High-Low Volatility: Parkinson |
|
|
|
|
