Nse stock historical volatility afl

AFL Programming
#1

Hi friends
i am new to amibroker community forum i need you experts help for preparing afl for historical volatility as per NSE calculations for all stocks
NSE Calculates historical volatility as follows

1:- Close price
2:- Yesterdays close price
3:- Underlying Log Returns (C) = LN(1/2)
LN(todays close(1)/Yesterdays Close(2) {excel comand}
4:- Previous Day Daily Volatility ( i want Afl which calculates )
5:- Current Day Daily Volatility
Sqrt(0.94Previous Day Daily VolatilityPrevious Day Daily Volatility +
0.06Current Day Daily VolatilityCurrent Day Daily Volatility)
{ sqrt(0.94 * 4 * 4 + 0.06 * 3 * 3 }
6:- Annualised Volatility = Current Day Daily Volatility * Sqrt( 365 )

please friends i want afl for above mention calculations

hope positive reply

#2

If you can produce it Excel, using the same logic you can definitely produce it using AFL. Please share what you have tried so far.

#3

thanks its done by my friend