Historical IV Calculation

Forums ProRealTime English forum ProBuilder support Historical IV Calculation

Viewing 4 posts - 1 through 4 (of 4 total)
  • #79856

    Hello,

    I am trying to write an Indicator which will give a Historical IV Rank to a particular stock. The calculation is:

    100 x (the current Historical IV level – the 52 week Historical IV low) / (the 52 week Historical IV high – 52 week Historical IV low) = IV Rank

    I have tried the attached but I think that the terms “highest” and “lowest” only work with price. Does anyone know if my calculation can be performed by PRT

    Many thanks

     

    #79858

    This is just the stochastic of the historical volatility or a normalization of its value over the last 365 periods.

    Highest and lowest instructions are working perfectly for any data serie, even if it is not price! 🙂

     

    #79861

    Topic moved from proscreener forum (dedicated to screeners) to probuider forum (dedicated to indicators)

    1 user thanked author for this post.
    #79864

    Nicolas,

    Many thanks for your quick reply. All working now

    Noobywan Sorry about that

Viewing 4 posts - 1 through 4 (of 4 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login