Short to Long-Term Volatility Indicator based on High/Low Trading Data

This indicator measures the volatility by subtracting the highest high over a specific period by the lowest low over the same period. In other words, the volatility here represents the distance between the highest and lowest value over a specific lookback period. You can of course modify the function and implement you own volatility definition.

The Short to Long volatility indicator divides the short term volatility (default lookback period is 10) by the long term volatility (default lookback period is 30). The resulting line trends up when the volatility increases and it trends down the volatility decreases. A value higher than 1 indicates that the short term volatility is greater than the long term volatility.

The long and short term periods should be specified in the first and second parameters of the "LSTVol" function. For example, "LSTVol(30, 90)", compares the 30-Bar volatility (short-term) to the 90-Bar volatility (long-term).

Some volatility-based technical analysis indicators you can find in the sharing server:
Chaikin Volatility Indicator
Volatility Channels Indicator
Volatility Ratio - Technical Indicator
Percent High Low Range as a measure of stock volatility

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