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조회수:
5755
평가:
(21)
게시됨:
2012.12.25 11:31
업데이트됨:
2016.11.22 07:32
i-var95.mq5 (9.89 KB) 조회
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

The real author:

piccioli

The indicator displays the historical volatility value.

It is possible to calculate the volatility using several methods:

  1. Simple Historical Volatility - a simple method of an equally weighed Moving Average;
  2. Exponential Historical Volatility - a method of an exponential weighed Moving Average;
  3. High-Low Historical Volatility - an extreme volatility, Parkinson's volatility.

Also there is possibility to calculate the risk costs with some probability.

This indicator was first implemented in MQL4 and published in Code Base at mql4.com on 19.03.2009.    

Fig.1 The i-VaR95 indicator

Fig.1 The i-VaR95 indicator

 

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/1320

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