StockFetcher Forums · General Discussion · historical vol compared to same historical vol X days ago<< >>Post Follow-up
fotchstecker
173 posts
msg #147348
Ignore fotchstecker
modified
4/13/2019 11:21:09 AM

I'm trying to compare current historical vol to a past historical vol of the same length, like:
"compare current HV100 to the 'HV100 150 days ago'"

but my formula isn't working. is it not possible to use "days ago" in a set? If not, what's the right way to do the following? Thank you.
--------------

set{hv100, historical volatility(100}
set{hv100100, historical volatility(100) 100 days ago}
set{hv%, hv100/hv100100}

and HV% > 0

and add column historical volatility(100) {hv100}
and add column historical volatility(100) 100 days ago {hv100100}
and add column hv%



Cheese
432 posts
msg #147349
Ignore Cheese
4/13/2019 11:45:23 AM

Fetcher[

/* https://www.stockfetcher.com/forums/General-Discussion/historical-vol-compared-to-same-historical-vol-X-days-ago/147348 */
/* https://www.stockfetcher.com/forums/Indicators/Historical-Volatility/34499 */

/* for fotchstecker */
/* GLTY */

set{hv100, historical volatility(100,1)}
set{hv100100, historical volatility(100,1) 100 days ago}
set{hv%, hv100/hv100100}

and HV% > 0

and add column historical volatility(100,1) {hv100}
and add column historical volatility(100,1) 100 days ago {hv100100}
and add column hv%

optionable
not otcbb
volume > 5,000,000
close > 1
]



fotchstecker
173 posts
msg #147365
Ignore fotchstecker
4/13/2019 6:49:00 PM

Hello, Cheese! Many kind regards. And GLTY, too. Your help much appreciated.

Cheese
432 posts
msg #147368
Ignore Cheese
modified
4/13/2019 10:20:53 PM

You're welcome

StockFetcher Forums · General Discussion · historical vol compared to same historical vol X days ago<< >>Post Follow-up

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