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HLVolatiltiy indicator

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    HLVolatiltiy indicator

    Thinkorswim has an indicator called HLVolatility, The only documentation I can find is from Thinkorswim:


    The HL Volatility is calculated as percentage ratio of exponential moving averages of two values:
    • difference between the highest high and the lowest low on the specified period;
    • current close.
    Input Parameters
    length Defines the period on which the highest and the lowest prices are registered.
    Has anyone coded this indicator?

    #2
    Hello chartish,

    Thanks for your post.

    I am not aware if anyone has coded that indicator. You are welcome to search through the free NT user apps here: https://ninjatraderecosystem.com/user-app-share/ The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

    Alternatively, if you would like it coded for you we can provide reference links to 3rd party coders who would be glad to code that for you.
    Paul H.NinjaTrader Customer Service

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