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I believe this originally came from Laurence Conners'
Investment Secrets of a Hedge Fund Mgr, not Miner.
You should be able to find the code in that book, but
at the least, a detailed explanation of it.
David Jennings of this group once roughed it out in code,
but I'm not sure if we ever got it right or not.
Mark Scheier
Ian McVicar wrote:
> http://www.dynamictraders.com/dt3.htm
> page down to middle of page, see indicator list
>
> Does any one know how to program this tool- Historical Volatility Ratio
>
> I understand it to be only in Dynamic Trader and CQC software ?
>
> Any comments, advice, suggestions would be great.
>
> I have played with the volatility in TS2000i wity no luck.
> It is described as short term 6 period volatility difference in percentage
> terms with 100 period volatiliy, but it is not that simple.
>
> Rgds
>
> Ian
>
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> - Find the perfect gift for your Dad for Father's Day
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