Volatility

[Marius Ovidiu Sunzuiana]

 Dear sirs,

   Do you know how to calculate the volatility of any instrument?

[Sergey Golubev]

I found one in MT4 (you can use it as an example) -

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Volatility.mq4 - indicator for MetaTrader 4

A simple indicator that calculates the volatility of a certain currency pair (or of another security available in the terminal). Volatility is calculated in points for High and Low prices (not for Open or Close ones).

[Sergey Golubev]

The other one -

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Historical Volatility - High/Low - indicator for MetaTrader 5 

Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, but not the only, way to calculate Historical Volatility.

and more here.

[Marius Ovidiu Sunzuiana]

Thanks :)

[Jean Francois Le Bas]

Marius Ovidiu Sunzuiana:
Thanks :)

you can also use simply ATR