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Volatility

Rogers-Satchell volatility

Rogers-Satchell volatility is a volatility indicator. This page lists its exact settings and outputs from the live chart's own definition, with a live example below.

Open on live chart All indicators

Adds Rogers-Satchell volatility to a free BTC/USDT chart.

Live example

Settings and defaults

SettingDefaultAllowed range
Length201 to 500
Periods per yearNot set1 to 31,622,400

What it plots

Drawn in its own pane below the price chart, with its own scale.

LineUnitDrawn asFirst value
ValuePercentLineafter 20 candles

Calculation notes

  • NATR is Wilder ATR divided by the current close, in percent. OHLC methods estimate historical volatility from native time bars; incomplete or invalid windows are unavailable. They use different price-process assumptions and do not measure implied volatility or price-hit probabilities. Blank periods per year means per-bar volatility; an explicit observation schedule annualizes the estimate. Opening gaps are not fully represented.

Questions

What are the default settings of Rogers-Satchell volatility?

The defaults are Length: 20, Periods per year: Not set. You can change every setting on the live chart.

Can I use Rogers-Satchell volatility for free on TraderAI?

Yes. Every indicator in the library can be added to the free live chart. The free plan keeps up to 2 indicators active at the same time; Pro lets you combine more on one chart.

Educational content. Indicators describe past prices; they do not predict future prices and are not investment advice.

Category
Volatility
Drawn as
Drawn in its own pane below the price chart, with its own scale.
First value
after 20 candles
Formula version
traderai-ohlc-volatility-v1
Open on live chart

Free plan: up to 2 indicators active at the same time. Pro lets you combine more indicators on one chart.

See plans

Related indicators

  • Average True Range
  • Bollinger Bands (BB)
  • Garman-Klass volatility
  • Parkinson volatility
  • Median ATR Channel
  • Normalized ATR (NATR)
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