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2012.11.20 15:45

ParkinsonHistVolatility - indicator for MetaTrader 5

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votes: 12


This indicator represents an implementation of the Parkinson's historical volatility of a financial asset. It is very similar to the Average True Range technical indicator.

This indicator was first implemented in MQL4 and published in Code Base at 23.09.2010.   


Fig.1 The ParkinsonHistVolatility Indicator

Fig.1 The ParkinsonHistVolatility Indicator 

Translated from Russian by MetaQuotes Software Corp.
Original code:

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