Historical Volatility System

Historical Volatility System, Connors and Raschke is
In the August 1996 issue of stocks and commodities, traders Tips, Allan McNichol explains how to use the MetaStock Explorer to search for securities based on historical volatility Connors and Raschke system. This is from his article.
To do this go to Explorer and select the New button. Enter the next column and filter formulas.

Col A: Volume Ratio Std (Log (C / Ref (C, -1)), 5) / Std (Log (C / Ref (C, -1)), 99)
Col B: NR4 Day High - Low <Ref (LLV (HL, 3), -1)
Col C: Inside Higher <Ref (High, -1) and low> Ref (Low, -1)
Col D: high high
Col E: Low Low
Filter Cola <0.5 and (ColB = 1 or ColC = 1)
Start exploring the desired securities and preview the report. Column A shows the ratio between six days and 100-day volatility. Column B shows 1 if today is NR4 day and a zero on all other days. Similarly, column C is shown at 1, if it is inside day. The high and low are shown in columns D and E to determine entry points.