NV (Natenberg’s Volatility) – Sheldon Natenberg’s historical volatility indicator.
Historical volatility described by Sheldon Natenberg is defined as the standard deviation of logarithmic price changes measured at equal time intervals.
The indicator has one input parameter:
- Period – indicator calculation period.
Calculation:
NV = StdDev(R, Period)
where:
R = Log(Close / PrevClose)
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