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metastock indicators

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4% Rule

If(PREV = 1,
If(CLOSE < HighestSince(1,PREV <> 1,CLOSE)*.96,
-1,PREV),
If(PREV = -1, If(CLOSE>LowestSince(1,PREV <> -1,CLOSE)*1.04,
+1,PREV),
If(PREV = 0, If(CLOSE>Lowest(CLOSE)*1.04,
+1,
If(CLOSE<Highest(CLOSE)*.96,
-1,
PREV)),PREV)))

 

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$HistVol50Prds_Dly

HistVolPrds:= 50;
CLOSEPctChg:= C / Ref(C,-1);
HistVol:= Stdev(CLOSEPctChg,HistVolPrds) *
16.1245155 {annualize} * 100 {convert to %};
HistVol

 

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