Good Day Friends! Id like to know if anyone has historic volatility ratio indicator for MT4.

thanks a lot.

We ahve some good thread related to this subject.

Some indicators you may find here and here.

And we have this thread with indicators (for MT3) and this one (MT3 as well).

And we have this e-book.

thanks newdigital

Does anyone know a link where I can find the 6/100 Historical Volatility indicator for metatrader4 ? The 6/100 Historical Volatility indicator is mentioned in 'Steet Smarts' by Linda Bradford Raschke and Connors

Thanks in Advance

This is the closest I have for mt4

Attached Files

HRV-fx sniper.mq4 (2.0 KB, 488 views)

I have found the 6/100 Historical Volatility indicator as spoken about in 'Street Smarts" but it has many errors when I try to compile it in metatrader 4.

Here it is


/*[[
Name := HVR
Author := podval
Link := podval_2002@rambler.ru
Notes := Historical Volatility Ratio 6/100
Notes := (L. Rashke)
Separate Window := Yes
First Color := Blue
First Draw Type := Line
First Symbol := 217
Use Second Data := No
Second Color := Red
Second Draw Type := Line
Second Symbol := 218
]]*/
Variable :
shift(0),
hv6(0),
hv100(0),
len(150),
prevBars(0),
mean6(0),
i(0),
mean100(0);

Arrays:
x6[6](0),
x100[100](0);

If prevBars = Bars Then Exit;
prevBars = Bars;

SetLoopCount(0);

For shift = 0 To Bars-1-len Begin

for i = 0 to 5
{
x6[i] = log(Close[shift+i]/Close[shift+i+1]);
};

for i = 0 to 99
{
x100[i] = log(Close[shift+i]/Close[shift+i+1]);
};

mean6 = 0;
for i = 0 to 5
{
mean6 = mean6 + x6[i];
};
mean6 = mean6/6;

mean100 = 0;
for i = 0 to 99
{
mean100 = mean100 + x100[i];
};
mean100 = mean100/100;

hv6 = 0;
for i = 0 to 5
{
hv6 = hv6 + (x6[i] - mean6)*(x6[i] - mean6);
};
hv6 = sqrt(hv6/5)*7.211102550927978586238442534941;

hv100 = 0;
for i = 0 to 99
{
hv100 = hv100 + (x100[i] - mean100)*(x100[i] - mean100);
};
hv100 = sqrt(hv100/99)*7.211102550927978586238442534941;


SetIndexValue(shift, hv6/hv100);

End;



I was wondering whether someone could fix the errors so that it can be used in metatrader4 and post the indicator so that we all can use it.

Thanks in advance

The "errors" you described were because the code you posted was was MT3 not MT4. I have posted my mt4 conversion, but this indicator seems to use alot of resources. Maybe someone can have a look at it?

Attached Files

	HVR.mql (1.3 KB, 145 views)
	HVR.mq4 (2.5 KB, 449 views)

Thanks treberk

Thanks too, treberk

Hello,
Has anyone come across "Historical Volatility" indicator. I've seen this indicator on MetaStock however never seen discussed for MT4. Can someone please let me know where I can find it.


Thanks
The_One