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Views:: 6169
Rating:: (17)
Published:: 2012.11.20 15:45
Updated:: 2016.11.22 07:32

parkinsonhistvolatility.mq5 (6.52 KB) view

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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 mql4.com 23.09.2010.

Fig.1 The ParkinsonHistVolatility Indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/1060

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ParkinsonHistVolatility - indicator for MetaTrader 5