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Discover: Metatrader 4 Indicators | Indicator of Volatility Change | MetaTrader Tool

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Vol_short and a long volatility Vol_long.

Vol_change=Vol_short/Vol_long


Standard deviation here is not that from a difference of closing prices, but from logarithms of the correlation of the current day closing price and closing price of a previous day: Mom[i]=Close[i]/Close[i+1].

Vol_k=Std(Mom,k),
where k is the period of volatility change.



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