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Historical volatility

How wildly price moved, annualised, in percent.

The spread of the log returns over n candles, scaled to a year. It is the same number options traders compare against implied volatility.

In TradeXtool

Gate: Historical volatility(20) is above 40.

Watch out

It says how big the moves were, never in which direction. Rising volatility accompanies both crashes and rallies.

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