[RT] MKT:OEX

["John Manasco" <john@xxxxxxxxxxx>]

Here's Gitanshu's indicator for Tradestation if anyone's interested. I made
a couple of modifications to test different input lengths.

{*****************************************************
Volatility Indicator from Gitanshu Buch
Modified by John Manasco
Compares ShortLen volatility to LongLen volatility
Gitanshu used 6 and 100 as default values. I changed
them to inputs so I could play with different lengths.
*****************************************************}

Input: Shortlen(6), LongLen(100);

Vars: HistVol(0);

HistVol =
StdDev(Log(Close/Close[1]),ShortLen)/StdDev(Log(Close/Close[1]),LongLen);

Plot1(HistVol,"HistVol");

Plot2(0.5,"LowerBnd",Yellow);

Plot3(1.6,"UpperBnd",Yellow);




John Manasco