Prorealtime Volatility Screener

I have been trying to write a volatility screener for use with Prorealtime. I have written 2 versions, 1 based on ATR, the other based on Standard Deviation.

If someone with programming experience/mathmo, could check that what I have done makes sense, I would much appreciate it - just in case I completely screwed this up!

ATR 20 day period version:

timeframe (1 Day)
atr = 0
atr = AverageTrueRange[20]

price = close[20]

VOL = 100*(atr/price)

sp = close
c1 = (sp >= 1000)
c2 = (sp <= 2000)

SCREENER[VOL and c1 and c2] sort by VOL as "VOL %"


Standard Deviation - 20 day period version:

timeframe (1 day)

price = close[20]

dev = STD[20](price)

sp = close
c1 = (sp >= 1000)
c2 = (sp <= 2000)

SCREENER[dev and c1 and c2] sort by dev as "DEV"


If my programming/method is correct, the results should show the most volatile instruments over a 20 day period, between a price range of 1000-2000 points.

I’m fairly confident about the ATR screener, but nowhere near so sure about the STD version!

Any help much appreciated.

Ollie