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Historical High-Low Volatility: Parkinson

This object is a Trading Indicator. Historical High-Low Volatility: Parkinson was developed by The trader on October 1, 2009.
The development of this Technical Analysis trading indicator needed 28 lines of code.
The Stock trading indicator name is 'ParkinsonVolatility' and it is coded using JScript.Net programming language.
It contains only one input. The input is:
lookback (Type: Number - Default Value: 30): Lookback period

p = ParkinsonVolatility(30);

To plot the trading indicator on a chart:
Plot(ParkinsonVolatility(30), "Historical High-Low Volatility: Parkinson", colorRed);

Future and Past Bars:
The method does not require future bars. It requires no previous bars.

Click on this link to download Historical High-Low Volatility: Parkinson

Search terms used to find this trading item include parkinson volatility, high low volatility, parkinson formula, parkinson volatility formula, parkinson high low volatility

The trading object is saved under the following categories: Technical Analysis - Stock Market

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.