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Hi,
Here is a formula (Tradestation code) and I would like to know if it is possible
to translate into MS language.
Any help would be greatly appreciated,
Thanks in advance,
Karile
Here is the code (the default length is 20) :
Inputs: Len(Numeric);
Vars: Mean(0), j(0), k(1.253314), SumSqr(0), Scale(0), MaxY(0),
MinY(0), Rng(0);
Arrays: X[100](0), Y[100](0);
Mean = Average((h+c+l)/3, Len);
SumSqr = 0;
for j = 0 to Len - 1 begin
X[j] = C[j] - Mean;
SumSqr = SumSqr + X[j] * X[j];
end;
Scale = SquareRoot(SumSqr / Len);
Y[0] = X[0];
MaxY = X[0];
MinY = X[0];
for j = 1 to Len - 1 begin
Y[j] = Y[j - 1] + X[j];
if Y[j] > MaxY then MaxY = Y[j];
if Y[j] < MinY then MinY = Y[j];
end;
Rng = MaxY - MinY;
Genix = Log(Rng/(k * Scale)) / Log(Len);
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