OPEN-SOURCE SCRIPT
Statistical Volatility - Extreme Value Method
This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.
Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
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