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);
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