Volatility (20) indicator

• 11/29/2025 at 12:48 PM #254071
  segie

  Hi,

  ProReal has the above indicator. Please help me with a screener for screening the “High-Low” percentage of a period (%) when it closes for example, above 10% from the previous close.

  Regards,
  Segie

  

  segie

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  12/01/2025 at 8:45 AM #254114
  Iván

  Do you mean this?

  // Parameters definition volatilityPeriod = 20 minPercentage = 10 // The 10% threshold mentioned // 1. Historic Volatility Calculation (The specific indicator requested) myVolatility = HistoricVolatility[volatilityPeriod](close) // 2. "High-Low" Percentage Calculation for the current period // We calculate the range (High-Low) relative to the closing price percentRange = ((high - low) / close) * 100 // 3. Filter Condition: Close is 10% higher than previous close priceVariation = ((close - close[1]) / close[1]) * 100 filterCondition = priceVariation > minPercentage // Screener Execution // Filters only assets meeting the 10% rise condition // Displays Historic Volatility and High-Low % in the result columns SCREENER[filterCondition](myVolatility AS "Historic Vol", percentRange AS "HighLow %")

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  // Parameters definition volatilityPeriod = 20 minPercentage = 10 // The 10% threshold mentioned   // 1. Historic Volatility Calculation (The specific indicator requested) myVolatility = HistoricVolatility[volatilityPeriod](close)   // 2. "High-Low" Percentage Calculation for the current period // We calculate the range (High-Low) relative to the closing price percentRange = ((high - low) / close) * 100   // 3. Filter Condition: Close is 10% higher than previous close priceVariation = ((close - close[1]) / close[1]) * 100 filterCondition = priceVariation > minPercentage   // Screener Execution // Filters only assets meeting the 10% rise condition // Displays Historic Volatility and High-Low % in the result columns SCREENER[filterCondition](myVolatility AS "Historic Vol", percentRange AS "HighLow %")

  

  Iván

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