StockFetcher Forums · Public Filter List · help coding a 10 period MA of historical volatility and then sort<< >>Post Follow-up
smartguy
27 posts
msg #99942
Ignore smartguy
3/27/2011 4:49:25 PM

I have another stupid coding question. I want to use a 100 period historical volatility. I then want to calculate a 10 period moving average of the 100 period historical volatility. I want to add a column that shows on my chart scan this 10 period moving average value. I want to find the value , then show that value as a column on my charts that allows me to sort my findings. I want to use this value as a way to rank my findings, since this is only part of the whole criteria. I.e. all stocks that meet all the criteria of my sort, and then rank them by the highest 10 period moving average historical volatility value- Thanks in advance once again for your help.

Kevin_in_GA
4,548 posts
msg #99944
Ignore Kevin_in_GA
3/27/2011 7:00:12 PM

Fetcher[

set{HVmoving_average, cma(historical volatility(100,1),10)}
add column HVmoving_average
sort on column 5 descending
draw HVmoving_average on plot historical volatility(100,1)
market is S&P 500

]



Here you go - I just used this on the S&P 500 as an example.

smartguy
27 posts
msg #99951
Ignore smartguy
3/28/2011 8:24:23 AM

Many thanks

StockFetcher Forums · Public Filter List · help coding a 10 period MA of historical volatility and then sort<< >>Post Follow-up

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