"VolatilitySystem" (Financial Indicator)

Is a volatility indicator.

Was developed by Welles Wilder.

Is computed using high, low, and close prices.

Returns one time series. The value is the stop and reversal value for the next time period using seven periods and three times the average true range.

FinancialIndicator["VolatilitySystem",n1,n2] uses n1 periods and factor n2. The first value in the time series is computed for the second time period.

Examples