A Volatility gold trading

A Volatility gold trading
"The Volatility Trade in Gold" by David S.. Landry, CTA, Technical analysis of stocks and commodities, page 87th
In this article the author gives the formulas for three indicators MetaStock. The formulas as given will work in all versions of MetaStock. However, there is a formula error in the author names Volatility 12 EMA. The formula should be: Mov ((Fml ("CONHV4") + Fml ("CONHV6") + Fml ("CONHV10")) / 3,12, e)
Here are formulas for version 6.5 on MetaStock for Windows. These formulas use inputs that allow you to select the time periods when you plan formulas.
David Landry Historical Volatility
No: = Input ("Number of periods for the numerator, 1,100,4);
Day: = Input ("Number of periods for the denominator", 2,1000,100);
Std (Log (C / Ref (C, -1)), Num) / Std (Log (C / Ref (C, -1)), Den)
David Landry Average Historical Volatility
Day: = Input ("Number of periods for the denominator", 2,1000,100);
((Std (Log (C / Ref (C, -1)), 4) / Std (Log (C / Ref (C, -1)), Den)) + (STD (Log (C / Ref (C, -1)), 6) / Std (Log (C / Ref (C, -1)), Den)) + (STD (Log (C / Ref (C, -1)), 10) / Std (Log ( C / Ref (C, -1)), Den))) / 3
David Landry EMA of Historical Volatility
Day: = Input ("Number of periods for the denominator", 2,1000,100);
EMA: = Input ("Number of periods for EMA, 2,100,12);
Mov (((Std (Log (C / Ref (C, -1)), 4) / Std (Log (C / Ref (C, -1)), Den)) + (STD (Log (C / Ref ( C, -1)), 6) / Std (Log (C / Ref (C, -1)), Den)) + (STD (Log (C / Ref (C, -1)), 10) / Std ( Log (C / Ref (C, -1)), Den))) / 3, LastValue (EMA), D)
Note: Standard deviation information was not included here because the way in which these formulas are used, standard deviation was used to return the identical value as 1 standard deviation.