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[amibroker] Re: HVR



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Trading Reference Links

Try this link: http://www.equis.com/Support/Formulae.aspx?Id=23

Notice the "Filter" line. It says OR where you have AND, could this 
be the problem?

JS


--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> 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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