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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

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, rogers satchell, rogers and satchell, roger satchell volatility, Rogers 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

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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.