/** * Historical Volatility (HV) Indicator * * Measures the annualized standard deviation of log returns. * HV = 100 * stdev(ln(close/close[1]), length) * sqrt(annual/per) */ import { type IndicatorResult, type InputConfig, type PlotConfig, type Bar } from 'oakscriptjs'; export interface HistoricalVolatilityInputs { /** Period length */ length: number; /** Annual trading days */ annual: number; /** Period multiplier (1 for daily, 7 for weekly) */ per: number; } export declare const defaultInputs: HistoricalVolatilityInputs; export declare const inputConfig: InputConfig[]; export declare const plotConfig: PlotConfig[]; export declare const metadata: { title: string; shortTitle: string; overlay: boolean; }; export declare function calculate(bars: Bar[], inputs?: Partial): IndicatorResult; export declare const HistoricalVolatility: { calculate: typeof calculate; metadata: { title: string; shortTitle: string; overlay: boolean; }; defaultInputs: HistoricalVolatilityInputs; inputConfig: InputConfig[]; plotConfig: PlotConfig[]; }; //# sourceMappingURL=historical-volatility.d.ts.map