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Volatility Trade In Gold by David Landry
"A Volatility Trade In Gold" by David S. Landry, CTA, Technical Analysisof Stocks & Commodities, page 87.

In this article the author gives formulas for three indicators MetaStock. The formulas as given will work in all versions of MetaStock.However, there is an error in the formula the author names Volatility12 EMA.

The formula should be: Mov((Fml("CONHV4") + Fml("CONHV6") + Fml("CONHV10"))/3,12,e)

Here are formulas for version 6.5 of MetaStock for Windows. These formulas use Inputs which allow you to select the time periodswhen you plot the formulas.

David Landry Historical Volatility

Num:=Input("Number Of Periods For Numerator",1,100,4);
Den:=Input("Number Of Periods For Denominator",2,1000,100);


David Landry Average Historical Volatility

Den:=Input("Number Of Periods For Denominator",2,1000,100);



David Landry EMA of Historical Volatility

Den:=Input("Number Of Periods For Denominator",2,1000,100);
EMA:=Input("Number Of Periods For EMA",2,100,12);
(Std(Log(C/Ref(C,-1)),6)/Std(Log(C/Ref(C,-1)),Den)) +


Note: Standard deviation information was not included here because theway these formulasare being used, any standard deviation being used would return an identicalvalue as 1 standard deviation.
Source / From: TOP

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