Historic Vol 6/100 day ratio

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  • #206868 quote
    AlfyAlfy
    Participant
    Average

    Good morning guys, i am looking to create a ratio of the 6 day Historical vol/100 day historical vol. On PRT historical vol exists but doesnt allow a ratio. Can anyone help with the code? Thanks in advance

    Best regards

    #206877 quote
    JSJS
    Participant
    Master

    Hi @Alfy

    Do you mean something like this…

     

     

    xHV6=HistoricVolatility[6](close)
    xHV100=HistoricVolatility[100](close)
    xHVRatio=xHV6/xHV100
    Return xHVRatio
    
    Alfy and robertogozzi thanked this post
    Scherm­afbeelding-2023-01-06-om-10.45.51.png Scherm­afbeelding-2023-01-06-om-10.45.51.png
    #206884 quote
    AlfyAlfy
    Participant
    Average

    Thats exactly what i was looking for! Thanks so much for your help

    JS thanked this post
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Historic Vol 6/100 day ratio


ProBuilder: Indicators & Custom Tools

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Alfy @alfy Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by AlfyAlfy
3 years, 9 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 01/06/2023
Status: Active
Attachments: 1 files
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