Historical Volatility

[sergeysamsonov]

Hello

I noticed in the market analyser there is an option for historical volatility, I am wondering how can I access this value from indicator or strategy. I am interested in daily values and not in intra-day changes, is there a way to get values of implied volatility for a stock (if my provider supports it)?

Thank you,
Sergey.

[NinjaTrader_PatrickH]

Hello Sergey,

Thank you for your post.

This is access by overriding the OnFundamentalData() method in your code.

For information on OnFundamentalData() please visit the following link: http://www.ninjatrader.com/support/h...mentaldata.htm

For information on the parameters that can be accessed such as Historical Volatility please visit the following link: http://www.ninjatrader.com/support/h...aeventargs.htm

Please let me know if I may be of further assistance.

[sergeysamsonov]

Thank you Patrick.

Is there a possibility to get the last available value without waiting for an update of that value. (on real-time startup of indicator for example)?

[NinjaTrader_PatrickH]

Hello Sergey,

Thank you for your response.

The OnFundamentalData() method is only called when there is an update to Fundamental data and then it must be the value you are requesting to see the value update.

Please let me know if I may be of further assistance.