screamer.js
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    Function EwRogersSatchellVol

    • Vol form of the Rogers-Satchell drift-robust range-based estimator.

      Parameters

      • com: number = NaN

        Center of mass.

      • span: number = NaN

        Span.

      • halflife: number = NaN

        Halflife.

      • alpha: number = NaN

        Smoothing parameter directly.

      Returns ScreamerOp

      https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.

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