- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
Hello, I am trying to explore for high intraday volatility vs "daily volatility" for the last 20 days. This is what I've been using. Std(Log(H/L),19) / Std(Log(C/Ref(C,-1)),19) How does this look?? Thanks, The board is great!! tman ================================================== I have only had a quick look over your indicator, and offer: First, you don't need to take the Log() of the numerator and the divisor. Its redundant in the big scheme of things. Second, to allow users more flexibility in the application of this indicator I would add an Input() variable to be able to easily change the period length. Third, I would include some error handling for Divide by Zero errors whenever you have any division operation taking place in your code. All in all, its good clean code. How do you intend trading this indicator? Do you smooth the output with a MA? Two MA crossover? Anyway, this is more like I would use: |
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tman Volatility Indicator prd:=Input("Periods",2,100,20); Std(H/L,prd)/Max(Std(C/Ref(C,-1),prd),0.0001); |
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