Re: Dreiss Chopiness Index?

[Orphelin@xxxxxxx]

Dans un courrier daté du 29/10/98 22:17:34 Heure d10iver Pari34 Madrid,
FrankKaeb@xxxxxxx a écrit :

> Anybody know how to calculate this?  Anybody use this?
>  
>  Thanks
>  
It's an old code ( I have not optimized it, not verified it since years, and
coded it directly from the original TAS&C article when published).
Seems also that there is a diference in the truehigh truelow calculation.
As I do not remember of the Article  date Issue , I may have made a mistake.
Why not ?

{
==========
User Function "Choppy"
Code By Pierre Orphelin
www.sirtrade.com
}

inputs:tim(numericseries);
vars:timm(0),k(0);
timm=ceiling(tim);
value1=truerange;
value2=0;
for k=1 to timm begin
	value2=value2+value1[k-1];
end;


value10=truehigh;
value11=truelow;
value3=highest(value10,timm)-lowest(value11,timm);

if value3<>0 then begin
	value4=value2/value3;
	end else begin
	value4=0;
end;
if value4>0 then begin
	value5=log(value4);
	end else begin
	value5=0;
end;

value6=log(timm);
if value6<>0 then begin
	value7=100*value5/value6;
	end else begin
	value7=0;
end;

choppy=value7;