Join Now or Login or connect with

Trading Software Trading objects Features Blog Search

Rogers-Satchell Volatility Estimator


Rogers-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, volatility estimator, rogers and satchell, volatility rogers satchell, roger and satchell volatility

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

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here to download the trading software


Related objects
Show All
Buy Indicator (by bug man, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 65 Notes Report an item
Yahoo EOD historical quotes (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 459 Notes Report an item
Relative strength index multiple-length (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 22 Notes Report an item
History of dividend payment for stocks in the US stock market (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 12 Notes Report an item
Holding period return - classifying positions (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 10 Notes Report an item
Black-Scholes Option Pricing Model formula (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 10 Notes Report an item
Volatility indexes (by The trader, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 9 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object


contactus
About | Trading Forum | Trading Software Manual
Copyright © 2010 QUANTSHARE.COM