Volatility (20) indicator

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11/29/2025 at 12:48 PM #254071 quote

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

Legend

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 %")