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Hi all,
I have the following code for HVR NR4/IB in AB 4.0:
/* Connors and Raschke Historical Volatility System
For further explanation, refer to "Street Smarts"
from Connors and Raschke.
Ported from Metastock code by Daniel Ervi */
NumColumns = 5;
VolRatio = StDev(log(C/Ref(C,-1)),5) / StDev(log(C/Ref(C,-1)),99);
Column0 = VolRatio;
Column0Name = "VolRatio";
NR4Day = (H - L) < Ref(LLV(H-L,3),-1);
Column1 = NR4Day;
Column1Name = "Nr4Day";
InsideDay = H < Ref(High,-1) AND Low > Ref(Low,-1);
Column2 = InsideDay;
Column2Name = "Inside Day";
Column3 = High + 0.125;
Column3Name = "Buy Stop";
Column4 = Low - 0.125;
Column4Name = "Sell Stop";
Filter = VolRatio < 0.5 AND (NR4Day == 1 AND InsideDay == 1);
Buy = Filter;
But, it doesn't work. the graph is empty and there are no values
displayed in the Interpretation section. What am I doing wrong?
Please help.
Thanks,
Pal Anand
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