Realized Volatility, using the 21 period Average True Range formula with a log scaling of source input values.
Designed to match the CBOE's Volatility indexes across all timeframes and instruments.
Designed to match the CBOE's Volatility indexes across all timeframes and instruments.
Release Notes:
Added feature allowing a timeframe 'skip' or omitting a certain number of higher timeframes.
Release Notes:
Hotfix