Volatility indicator Natenberg

Volatility indicator Natenberg
Historical volatility is defined by Sheldon Natenberg, as the standard deviation of logarithmic price changes measured at regular intervals of time. In the book of Mr. Natenberg's Option Volatility and prices, he covers the instability in detail and gives the formula for computing historical volatility. In MetaStock ™ formula will be equivalent:
Std (Log (C / Ref (C, -1)), 10) * sqrt (365 / 7)
This assumes weekly data. To use this with daily data, the formula would be:
Std (Log (C / Ref (C, -1)), 10) * sqrt (365)