Calculates the Annualized Return Volatiltiy of the Series. Takes 2 par 0

Posted on 17, June 2013

in Category SID

Description for ReturnVolatilit SID 454

Calculates the Annualized Return Volatiltiy of the Series. Takes 2 parameters: 1. Column (Open, High, Low or Close) 2. Period

The logic for this technical analysis indicator:

my ($column,$period)=@_;
ValidateColumns($column);
ValidatePeriods($period);
my $n = $period;
my $prc = $column;
#Calculate the Aroon up line
my $ReturnVolatility = StaDev((Percent($prc)),$n);
SetColumnName($ReturnVolatility ,"ReturnVolatility");
return ($ReturnVolatility);