Rogers-Satchell Volatility
Rogers-Satchell volatility: an open / high / low / close estimate that stays unbiased when the market drifts, annualised in percent.
How to read it
- Higher values mean larger price swings; lower values a calmer market.
- Rising volatility from low levels often comes with breakouts.
- Suited to trending markets, where simpler range estimates overstate volatility.
Key settings
- Window 20 bars.
- Annualise on (365-day year); off = per bar, in percent.
Good to know
- Drawn in its own pane below the chart.