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Yhang-Zhan variation of Garman-Klass

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=66600
Forum: 17 · Topic 66600 · 1 post(s)


Yhang-Zhan variation of Garman-Klass

Apprentice · Sat Aug 25, 2018 6:53 am

EURUSD H1 (08-25-2018 1154).png

Based on request. viewtopic.php?f=27&t=66538

Yang Zhang extension to Garman-Klass Volatility Measure.lua