Daily Historical Volatility Levels Indicator calculates and displays daily historic volatility (via standard deviation) with 3 methods availabie. The most common is Log Returns, then Delta Close (close close distances) and High-Low Ranges. You may choose to base the stdev off all days in the chart history or only the last x days, ie, every day in the history or only the last 20 days.
Features: calculate standard deviation based on all the days in the chart history, or only the last x days, 3 options for type of volatility: the log returns (normal HV, Ln(C[i]/C[i-1]), close to close (C[i]-C[i-1]) and ranges (H[i-1] – L[i-1]),
Levels are displayed as lines or rectangle boxes, both with prices and the current stdev in pips displayed in the info panel too etc.
Setting: standard deviation based on, output data to excel file? daily open line, daily open price, volatility price level, volatility level etc.
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