OPEN-SOURCE SCRIPT
Atualizado

Realized Volatility

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.
Notas de Lançamento
Added feature allowing a timeframe 'skip' or omitting a certain number of higher timeframes.
Notas de Lançamento
Hotfix

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