波动率

SHORT:=5;
LONG:=20;
隐含波动率:=(HIGH-LOW)/REF(CLOSE,1)*100*SQRT(1);//{}

短期波动率:STD(LN(CLOSE),SHORT)*100*SQRT(256)+隐含波动率;

长期波动率:STD(LN(CLOSE),LONG)*100*SQRT(256)+隐含波动率;

DIFF:短期波动率-长期波动率,COLORSTICK;