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The problem was a rather silly one. I did not have any plots
defined. I now have
Plot(VolRatio," HVR",4,1+4); /*RED -TOP*/
Plot(NR4Day," NR4",5,1+4); /*GREEN-BOT*/
Plot(InsideDay," IB",7,1+4); /*YELLOW-BOT*/
I am getting the values for HVR, but did not have luck with NR4 and
IB yet. The next step is to have a baseline with HVR = 0.5, because
you are supposed to straddle when HVR < 0.5 expecting an explosive
move in either direction. Does anybody know how to but a baseline
with HVR = 0.5
TIA
PAL
--- In amibroker@xxxxxxxxxxxxxxx, "johanskatt" <johanskatt@xxxx>
wrote:
> 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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