I am trying to produce daily sigma levels of volatlity in Sierra for the ES. I thought taking the standard deviation of the 20 day historical volatility study in Sierra and using the addition/subtraction subgraphs from previous settlement price would work but to no avail. If anyone has additional thoughts or has successfully solved the problems, your suggestions would be welcomed.
Thanks

ballybunion 

I am trying to produce daily sigma levels of volatlity in Sierra for the ES. I thought taking the standard deviation of the 20 day historical volatility study in Sierra and using the addition/subtraction subgraphs from previous settlement price would work but to no avail. If anyone has additional thoughts or has successfully solved the problems, your suggestions would be welcomed. Thanks

Hey Bally,

Sigma levels can be computed for all kinds of things. At CT, I'm computing close to close sigma. Is this what you are after?

Thank you for your response. I was able to figure it out!