Volatility Slow Indicator

[4blue]

Hi all,

I have been searching for the equations that would be used for the indicator 'Volatility Slow', usually used with 21 days, but have been unable to find them anywhere on the net.

I am sure t will be somehwhere but, I was just wondering if anyone new of the equation so i can implement it in NT.

Many Thanks for any help
4blue

[NinjaTrader_Bertrand]

4blue, I'm not sure which volatility formula you're exactly for, but for a start please check into those from the sharing section -

http://www.ninjatrader-support2.com/vb/local_links_search.php?action=show&literal=1&search=volatility&desc=1

[4blue]

Hi Bertrand,

It is used in E-trade and also in BigCharts. In these applications it is called Volatility Slow (21). Outwith that, i dont have any other information to be able to provide.

I have checked all over the web, including the area you pointed too but, for some reason, i have been unable to track an actual formula down.

4blue

[NinjaTrader_Bertrand]

4blue, for comparison I would suggest starting out with the standard deviation indicator or for example the Historical Volatility 6 / 100 posted on the sharing...if you came acress the actual formula just post it here and hopefully someone takes it up for conversion then.

[cclsys]

4 blue: if you are using non-minute bars like tick or range, the RPM indicator we worked on here a while back instantly shows when range per minute (expressed in ticks) is expanding or contracting.

The thread was at:

http://www.ninjatrader-support2.com/vb/showthread.php?p=105328#post105328

make sure to get the last version at the end.

[4blue]

Hi Bertrand,

That was the other alternative. Thank you.

I e-mailed Big Charts and they are looking into it. I just like to maintain continuity between the different applications.

It should be a simple indicator to code if i can only find the equation.

Many Thanks
4blue

[4blue]

Hi cclsys,

Thank you for that. I will have a look at it.

4blue

[greentea1219]

Were you able to find the equation for Volatility (Fast)

Hi 4blue:
I too am looking for the formula for Volatility (Fast)/Volatility (slow). Although the web provides a good definition of these indicators, I cannot seem to find the formula. Did you have any luck? Did BigCharts respond? If so, can you please share?