Volatility calculation for normalised price rules

[MarkSurfNZ]

Both the normmom and assettrend rules utilise the ewmac rule running on a normalised price series. I note that in older versions of Pysys the volatility value used as the denominator in the ewmac rule is calculated by taking the daily differences of the normalised price series and calculating the volatility of those. However, in newer versions, as a result of a change in the functions used, the volatility is calculated using the normalised price series itself, not the daily differences.
My questions are: is this change intentional or inadvertent? If inadvertent, does it actually matter?

[tgibson11]

See #102

[MarkSurfNZ]

Issue #102 covers the change in function that I mention: Rob changes to using the ewmac_calc_vol function when defining the normmom and assetttrend trading rules.
However, it is the volatility calculation in this function that is the subject of my questions. Normally we take the difference in price each day (the raw return when looking at a plain vanilla price series) and calculate the volatility of that series, not of the price itself. However, the ewmac_calc_vol function uses the price itself when calculating the volatility. I can't figure out whether this is a deliberate change or an inadvertent error: has Rob simply used price rather than price.diff(). Even if it is an error, I am not sure that it actually makes much difference, especially as in this particular case we are already dealing with normalised price series. But, I still feel it is still worth checking.