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> INPUT:LEN1(10),LEN2(100),PERIODS(365),CUTOFF(0.50);
Right, Connors' volatility thing.
I think PERIOUS should be the number of trading days in a year (252?)
for consistencny.
> IF C[1]<>0 THEN DPC=C/C[1] ELSE DPC=1;
> NLOG=Log(DPC);
Question: is NLOG above calculated for bars that precede currentbar = 1?
The use's manual says the value of variables before MAXBARSBACK is zero.
So I think if we want STDDEV(NLOG,LEN1) to work from the get-go
(currentbar = 1), the prior values will have to be explicity calculated
in the program?
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| Gary Funck, Intrepid Technology, gary@xxxxxxxxxxxx, (650) 964-8135
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