histvol
Historical volatility
Reference/Oscillators/Function
histvol(source, length)
Annualized-style deviation of returns over the window. Default 20. Short form `histvol(20)` uses close.
Parameters
| Name | Type | Description |
|---|---|---|
sourceoptional | series default close | Series to use. Omit it when the first argument is a number — ema(9) means ema(close, 9). |
length | int default 20 | Lookback in bars. Default 20. |
Return value
series
Short form: if the first argument is a number, Dovee uses close as the source.
Example
oscillator plot histvol(20) as "Hist vol"