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MB recently posted this code for filtering bad data. I created an indicator,
but it does not plot any data. Am I missing something very obvious in
getting it to work or the proper setup/use?
TIA
Input : vbars(10),shockfac(3),endshock(1.00) ;
vars :
vlty(0),norm(0),avgTr(0),ix(0),iy(0),na(0),vmax(100),trend(0),save(0);
arrays : rng[100](0) ;
{average true range during selected market periods}
if currentbar <= vbars then begin
{initilization}
if na <= vmax then begin
na = na + 1 ;
rng[na] = @truehigh - @truelow ;
end ;
end
else if currentbar = vbars + 1 then begin
{sort range and find initial median value}
for ix = 1 to na - 1 begin
for iy = 2 to na begin
if rng[ix] < rng[iy ] then begin
save = rng[ix] ;
rng[ix ]= rng[iy] ;
rng[iy] = save ;
end ;
end ;
end ;
avgTr = rng[@intportion(na/2)] ;
end
else if currentbar > vbars + 1 then begin
{normal processing}
{current volatility uses all bars}
vlty = @truehigh - @truelow ;
{test for price shock levels}
if vlty/avgTR > shockfac then begin
if vlty>shockfac then
norm = avgTR ;
if vlty>=0 and vlty<=1 then plot1(vlty,">shock1");
if vlty>=1 and vlty<=2 then plot2(vlty,">shock2");
if vlty>=3 and vlty<=4 then plot3(vlty,">shock3");
if vlty>=4 and vlty<=5 then plot4(vlty,">shock4");
end ;end;
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