kestrel-chartkitv0.33.0

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historical_volatility

Annualized Historical Volatility

historical_volatility

examples/site_showcase.rs
// Annualized Historical Volatility
// Defaults of "historical_volatility" (see the indicator reference)
let params = HashMap::from([
    ("period".to_string(), 20.0),
]);
let mut indicator = build_checked("historical_volatility", &params)?;

for bar in &bars {
    if let Some(output) = indicator.on_bar(bar) {
        // output.value, output.extra[...], indicator.alerts()
    }
}
Annualized Historical Volatility. Default parameters on synthetic 4-hour bars of a fictitious CASOON share (invented prices), the last 150 bars; 0 alerts in view, the latest as markers.Annualized Historical Volatility. Default parameters on synthetic 4-hour bars of a fictitious CASOON share (invented prices), the last 150 bars; 0 alerts in view, the latest as markers.
  • Volatility and trend strength
  • unit: Ratio