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Garman-Klass Volatility Estimator


Garman-Klass Volatility Estimator item is a Trading Indicator and it was created by The trader on October 6, 2009.
The implementation of this Technical Analysis trading indicator demanded 36 lines of code.
The Stock function name is 'GarmanKlassVolatility' and it is developed using JScript.
It gets one argument. The variable is:
lookback (Type: Number - Default Value: 30): Lookback period

Example:
p = GarmanKlassVolatility(30);

To display the indicator on a chart:
Plot(GarmanKlassVolatility(30), "Garman-Klass Volatility Estimator", colorRed);

Future and Past Bars:
The method does not use future bars. It necessitates no past bars.

Click on this link to download Garman-Klass Volatility Estimator

Search terms used to find this trading item include garman klass volatility, garman klass, garman-klass volatility, parkinson estimator, garman klass volatility estimator

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

Trading Indicators: (Stock Market)
Historical High-Low Volatility: Parkinson

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