RealizedVolatility
This script plots time series of realized volaitlity.
study(shorttitle="RVOL", title="Realized Volatility") RVPeriod1 = input( 5, minval=1) RVPeriod2 = input(15, minval=1) RVPeriod3 = input(30, minval=1) RVPeriod4 = input(60, minval=1) mul = 260 * 1440 / interval ch = log(close) - log(close[1]) plot(sqrt(sum(ch * ch, RVPeriod1) * mul / RVPeriod1) * 100, color=#cccccc) plot(sqrt(sum(ch * ch, RVPeriod2) * mul / RVPeriod2) * 100, color=#ffcccc) plot(sqrt(sum(ch * ch, RVPeriod3) * mul / RVPeriod3) * 100, color=#ff9999) plot(sqrt(sum(ch * ch, RVPeriod4) * mul / RVPeriod4) * 100, color=#ff0000)