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Here is the HHRWI Mestastock for Windows code for those who are not yet convicted that the programing language is the main key in trading system development. |
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HHRWI Max( (Ref(HIGH,-1) - LOW) / ( (Ref(Sum( ATR( 1 ),2),-1) / 2) * Sqrt( 2 ) ), Max( (Ref(HIGH,-2) - LOW) / ( (Ref(Sum( ATR( 1 ),3),-1) / 3) * Sqrt( 3 ) ), Max( (Ref(HIGH,-3) - LOW) / ( (Ref(Sum( ATR( 1 ),4),-1) / 4) * Sqrt( 4 ) ), Max( (Ref(HIGH,-4) - LOW) / ( (Ref(Sum( ATR( 1 ),5),-1) / 5) * Sqrt( 5 ) ), Max( (Ref(HIGH,-5) - LOW) / ( (Ref(Sum( ATR( 1 ),6),-1) / 6) * Sqrt( 6 ) ), Max( (Ref(HIGH,-6) - LOW) / ( (Ref(Sum( ATR( 1 ),7),-1) / 7) * Sqrt( 7 ) ), Max( (Ref(HIGH,-7) - LOW) / ( (Ref(Sum( ATR( 1 ),8),-1) / 8) * Sqrt( 8 ) ), (Ref(HIGH,-8) - LOW) / ( (Ref(Sum( ATR( 1 ),9),-1) / 9) * Sqrt( 9 ) ) ) ) ) ) ) ) ) |
The code below does not allow to run the HHRWI from beg to Len, but only from 1 to 9 bars range. One may avoid to use the small length values that produces unwanted RWI spikes. More info in "The Trading Systems NEWSLETTER 1-1" from http://www.sirtrade.com. | |
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