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



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This one is trivial - you should be able to do this yourself - here it is as an example - last one:

Period = Param("Period",30,1,300,1);

Choppy = 100* ((log(Sum(ATR(1),Period))/(HHV(C,Period) - LLV(C,Period)))/log(Period));

Plot(Choppy,"Choppy",colorRed,styleLine);

--- In amibroker@xxxxxxxxxxxxxxx, ram vel <rvlv@xxx> wrote:
>
> Hi droskill,
>  
> kindly take a look at this info on choppiness index with a chart.
>  
> http://www.linnsoft.com/tour/techind/chop.htm
>  
> 
> 
> 
> 
> 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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