Cheers for coding this HV Indicator @Vonasi. Surprisingly there wasn’t as much difference as I expected between this and the simpler formula here:
https://www.prorealcode.com/topic/historical-iv-calculation/#post-79858

I would be able to give more feedback on these indicators that I’ve added to PRT but for the fact that a couple of hours of work on them was lost this weekend because when I logged into PRT this morning the Vix Fix, HV, Implied Volatility Rank and Percentile indicators have disappeared from my indicators list… even indicators I know were definitely saved — because I closed them and re-opened them to add them to a different chart — have gone? This isn’t the first time this has happened! I am re-adding them now and playing around with them.

One thing I couldn’t figure and wondered if you could, is what would be the correct way to write the opposite of the high volatility market bottoms code for the IV? In other words if the Vix Fix for high volatility market bottoms is:

What would be the opposite of this equation to denote low volatility market tops? I tried with replacing the highest with lowest and the low with high but can’ t show screenshots as the indicator vanished, it also wouldn’t highlight the specific bars in green even though I thought I’d mirrored/reversed the code correctly. 

Were you able to access the C# code from Ninza that I dropboxed? Ultimately it would be great to have a version of that high and low volatility bar graph indicator and have a percentile rank.

I use this chart, screen attached, which is what I would like to see in PRC arsenal of indicators, it’s from ivolatility via  the Options Council website
https://www.optionseducation.org/toolsoptionquotes/historical-and-implied-volatility, it’s a line graph of the HV v’s the IV. Other vendors like Barchart also supply IV 30, IV 60 and IV 90 comparisons.

I found Fidelity’s definition of HV: https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/historical-volatility

“An annualized one standard deviation of stock prices that measures how much past stock prices deviated from their average over a period of time.” Formula attached in the screenshot. I’m not sure this is what we have with these two HV codes (the one above and the one at post-79858)?

I’ll stop now in case your brain is getting an “information overload” warning again! 😃