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Re: [amibroker] Re: Request NEW afl code for choppymarket index (please look here for tradestation


  • To: amibroker@xxxxxxxxxxxxxxx
  • Subject: Re: [amibroker] Re: Request NEW afl code for choppymarket index (please look here for tradestation
  • From: ram vel <rvlv@xxxxxxxxx>
  • Date: Mon, 7 Sep 2009 19:34:54 -0700 (PDT)

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Hi droskill,
 
kindly take a look at this info on choppiness index with a chart.
 
 
The Formula . . . 

. . .more on Formulas 


100 * LOG10( SUM(ATR(1), x) / ( MaxHi(x) - MinLo(x) ) ) / LOG10(x)
where x = Choppiness Period
LOG10(x) is base-10 LOG of x
ATR(1) is the True Range (Period of 1)
SUM(ATR(1), x) is the Sum of the True Range over past x bars
MaxHi(x) is the highest high over past x bars
 
please take a look and code this formula at your convenience and oblige
 
For some reason this formula looks better with chart based guidance.
thanks and best regards
rvlv




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