StockFetcher Forums · General Discussion · Help with Historic Volatility please<< >>Post Follow-up
BZ1983
7 posts
msg #88734
Ignore BZ1983
2/25/2010 2:53:00 PM

I need a little help with a Volatility screener I'm creating.

I know how to put the Historic Volatility graph on a chart as in the following:
show stocks where the Historical Volatility(100,1) is above 10

But I want to display the moving average of Historic Volatility as well. Is this possible? I tried:
and draw Average Historical Volatility(100,1)

but that didn't show anything.

Thanks for your help,
Brad.

chetron
2,817 posts
msg #88735
Ignore chetron
2/25/2010 3:07:59 PM

MAYBE...

Fetcher[
show stocks where the Historical Volatility(100,1) is above 10

draw CMA(Historical Volatility(100,1),13)

]





BZ1983
7 posts
msg #88736
Ignore BZ1983
2/25/2010 3:17:43 PM

Yea that helps. Quick question, what is the 13? I'm guessing 13 period Moving average?

Also, in the historic volatility there are two number (100,1)

100 is for 100 days, what is 1? Does that mean it goes day by day?

StockFetcher Forums · General Discussion · Help with Historic Volatility please<< >>Post Follow-up

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