Volatility (20) indicator

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

    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

    12/01/2025 at 8:45 AM #254114 quote
    Iván González
    Moderator
    Master

    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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Volatility (20) indicator


ProScreener support

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segie @segie Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
1 month, 3 weeks ago.

Topic Details
Forum: ProScreener support
Language: English
Started: 11/29/2025
Status: Active
Attachments: No files
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