通达信〖波动率价差〗年化历史波动率及其异常区间指标公式源码

N:=20;
M:=4;
LNC:=LN(C/REF(C,1));
HV_STD:=STD(LNC,N);
HV:=HV_STD * SQRT(252)*100;
HV_MA:=MA(HV,N);
vol_SPREAD:=HV - HV_MA;
HV_SD:=STD(HV,N);
MVB_UP:=HV_MA + M*HV_SD;
MVB_DN:=HV_MA - M*HV_SD;
HV_LINE:HV,COLORRED;
HV_MA_LINE:HV_MA,COLORYELLOW;
MVB_UP_LINE:MVB_UP,COLORGREEN,DOTLINE;
MVB_DN_LINE:MVB_DN,COLORGREEN,DOTLINE;
VOL_SPREAD,COLORSTICK;
DRAWICON(HV>MVB_UP, HV*0.95, 2);
DRAWICON(HV< MVB_DN, HV*1.05, 1);
ZERO:0,COLORWHITE,DOTLINE;