CJ Historical Volatility Percent Indicator
ThinkScript code for the CJ Historical Volatility custom indicator. This is based upon ATR, but is plotted as a percentage value so that long term market comparisons can be made. Default ATR periods are 1 and 14 and price averaging period is 14, but these can be changed to any desired value. Instructions for loading custom ThinkScript indicators can be found at the Think Or Swim support web site.
CJ_2HistVol.txt
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