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Yang Zhang extension of the Garman-Klass Volatility Estimator


This object was developed by The trader on October 10, 2009. Yang Zhang extension of the Garman-Klass Volatility Estimator is a Trading Indicator.
The development of this Technical Analysis function needed 41 lines.
The Stock indicator name is 'GarmanKlassYangZhangVolatility' and it is implemented using JScript language.
It gets only one argument. The argument is:
lookback (Type: Number - Default Value: 30): Lookback period

Example:
p = GarmanKlassYangZhangVolatility(30);

Here is how to plot the function on a chart:
Plot(GarmanKlassYangZhangVolatility(30), "Yang Zhang extension of the Garman-Klass Volatility Estimator", colorRed);

Future and Past Bars:
The function has no look-ahead bias. It uses no past bars.

Click on this link to download Yang Zhang extension of the Garman-Klass Volatility Estimator

Search terms used to find this trading item include yang zhang volatility, yang zhang estimator, Garman kLass, garman klass volatility, yang and zhang volatility

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

Trading Indicators: (Stock Market)
Rogers-Satchell Volatility Estimator
Garman-Klass Volatility Estimator
Historical High-Low Volatility: Parkinson

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