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Historical volatility is defined by Sheldon Natenberg, as
the standard deviation of the logarithmic price changes measured
at regular intervals of time. In Mr. Natenberg's book, "Option
Volatility & Pricing," he covers volatility in detail
and gives the formula for computing historical volatility.
In MetaStock, the equivalent formula would be:
Std( Log( C / Ref( C ,-1 ) ) ,10 ) * Sqrt( 365 / 7 )
The above assumes Weekly Data. To utilise this with Daily
Data, the MetaStock formula would be:
Std( Log( C / Ref( C,-1) ),10 ) * Sqrt( 365 )
For further interpretation refer to the book "Option Volatility
& Pricing," by Sheldon Natenberg.
Formula from Trading Tactics page 100
colA<.5 AND (colB= 1 OR colC= 1)
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