Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Garman-Klass volatility estimator for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker, exploration
http://formulapages.com/eq/402
Exploration outputs Garman-Klass volatility
Similar Indicators / Formulas
GapUp and Bearish Close (Reversal) _Daily
Submitted
by indraji2001 over 10 years ago
General Market Exploration by XeL
Submitted
by xel over 12 years ago
Scanning Gap Up and Gap Down
Submitted
by vinodsk about 11 years ago
Deel - Average Dollar Price Volatility
Submitted
by kaiji almost 15 years ago
Vol Peak 5 Day [Scan only]
Submitted
by lusmomoney about 11 years ago
TEMA_Regression Crossover
Submitted
by marcheur about 11 years ago
Indicator / Formula
Copy & Paste Friendly
period = Param("lookback period",30,5,300,1);
TimeFrameSet(inDaily);
GKvol = sqrt(252/period*(0.5 * (ln(H/L))^2 - (2*ln(2)-1) * (ln(O/C))^2 ));
TimeFrameRestore();
Filter=1;
AddColumn(GKvol,"GKvol", 1.0, colorDefault, colorDefault,45);1 comments
Leave Comment
Please login here to leave a comment.
Back
Seems sum function is missing
Change GKvol with this one:
GKvol = sqrt(252/period * Sum((0.5 * (ln(H/L))^2 – (2*ln(2)-1) * (ln(O/C))^2 ), period));