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Re: Volatility Indicators for MT4

yoake, Tue Jan 17, 2023 7:43 pm

Rogers-Satchell Estimator/ Multi Symbol

I converted this based on this page .
Historical-Volatility-Estimators by Balipour
https://www.tradingview.com/script/nT8O ... ators-pig/

The Rogers Satchell Estimator calculates based on open, close, high, and low. And it can also handle drift in the financial series.
Rogers-Satchell HV is more efficient than Garman-Klass HV when there’s drift in the data.
However, it is a little bit less efficient when drift is zero.
The estimator doesn’t handle jumps, therefore it still underestimates volatility .

[Notes]
Percentile Rank is a heavy processing.
So please select it when necessary, and limit the number of bars to calculate.


2023/01/17
The file name was changed because the name was not unified.
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