Hvr

[jerrymar]

Good Day Friends! Id like to know if anyone has historic volatility ratio indicator for MT4.

thanks a lot.

[Sergey Golubev]

jerrymar:
Good Day Friends! Id like to know if anyone has historic volatility ratio indicator for MT4. thanks a lot.

We ahve some good thread related to this subject.

Some indicators you may find here and here.

And we have this thread with indicators (for MT3) and this one (MT3 as well).

And we have this e-book.

[jerrymar]

thanks newdigital

[Foreverold]

This is the closest I have for mt4

[eshelle]

I have found the 6/100 Historical Volatility indicator as spoken about in 'Street Smarts" but it has many errors when I try to compile it in metatrader 4.

Here it is

/*[[

Name := HVR

Author := podval

Link := [e-mail]

Notes := Historical Volatility Ratio 6/100

Notes := (L. Rashke)

Separate Window := Yes

First Color := Blue

First Draw Type := Line

First Symbol := 217

Use Second Data := No

Second Color := Red

Second Draw Type := Line

Second Symbol := 218

]]*/

Variable :

shift(0),

hv6(0),

hv100(0),

len(150),

prevBars(0),

mean6(0),

i(0),

mean100(0);

Arrays:

x6[6](0),

x100[100](0);

If prevBars = Bars Then Exit;

prevBars = Bars;

SetLoopCount(0);

For shift = 0 To Bars-1-len Begin

for i = 0 to 5

{

x6 = log(Close[shift+i]/Close[shift+i+1]);

};

for i = 0 to 99

{

x100 = log(Close[shift+i]/Close[shift+i+1]);

};

mean6 = 0;

for i = 0 to 5

{

mean6 = mean6 + x6;

};

mean6 = mean6/6;

mean100 = 0;

for i = 0 to 99

{

mean100 = mean100 + x100;

};

mean100 = mean100/100;

hv6 = 0;

for i = 0 to 5

{

hv6 = hv6 + (x6 - mean6)*(x6 - mean6);

};

hv6 = sqrt(hv6/5)*7.211102550927978586238442534941;

hv100 = 0;

for i = 0 to 99

{

hv100 = hv100 + (x100 - mean100)*(x100 - mean100);

};

hv100 = sqrt(hv100/99)*7.211102550927978586238442534941;

SetIndexValue(shift, hv6/hv100);

End;

I was wondering whether someone could fix the errors so that it can be used in metatrader4 and post the indicator so that we all can use it.

Thanks in advance

[eshelle]

Does anyone know a link where I can find the 6/100 Historical Volatility indicator for metatrader4 ? The 6/100 Historical Volatility indicator is mentioned in 'Steet Smarts' by Linda Bradford Raschke and Connors

Thanks in Advance

[treberk]

The "errors" you described were because the code you posted was was MT3 not MT4. I have posted my mt4 conversion, but this indicator seems to use alot of resources. Maybe someone can have a look at it?

[eshelle]

Thanks treberk

[jerrymar]

Thanks too, treberk

[[Deleted]]

Historical Volatility indicator!!!

Hello,

Has anyone come across "Historical Volatility" indicator. I've seen this indicator on MetaStock however never seen discussed for MT4. Can someone please let me know where I can find it.

Thanks

The_One

[Sergey Golubev]

Just moved your post to this thread and hope that you will find something.

Aso I looked at elite section and Igorad coded two indicators:

VolumeAverage indicator (remake from TS version) and VolumeRSI indicator (with Volumes instead Prices).

I can not post it from elite section but just for information.