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Worden Discussion Forum
I'm trying to get the Historical Volatility over 3 years in a monthly Timeframe, but not sure whether the following formula ist correct. The Output should be a simple decimal value:
SQR(ABS((SUM(LOG(C / C1) ^ 2,36) - LOG(C / C36) ^ 2/36) / 36))
I really don't have a way of converting that into a formula. Have you looked at the Volatility Stop indicator with the Period set to 5 and the True Range Multiplier set to 3.5?
I'll give it a try and do some backtesting.
Whats the Formula to check when the Volatility Switch changes from down trend to up trend?
May i ask you to translate the following code snippet (the conditional part only) into a conditional PCF Formula? Value[n] ist the current value of the TrailingStop Line...
Thanks for your help...
I cannot think of a practical method of creating this using Custom PCF Indicators in TC2000.
Ok thanks anyway ;-)
I wonder wheter it is possible to built a pretty complicated Ehlers indicator in TC2000? Last week i posted a newly developed Ehlers early trend detection indicator on futures.io, which was presented in the August 2014 issue of the TASC magazine.
Look at the picture so you can see the indicator in action: https://futures.io/local_links.php?action=ratelink&catid=27&linkid=1936
Here's the complete formula developed in Microsoft C-Sharp fpr Ninjatrader. Note that Input is the current bar while Input is one bar a go and so on...
Thanks. I'll try it out.
I'm using a HMA Swing Setup in Ninjatrader for a few years now and works pretty well. It was described in the Stocks & Community Magazine in January 2010.
Now i would like to use it within TC2000 as well. Is there a chance to convert that into a PCF Formula/Condition?
That's the Enter Long condition:
E-mailed shared chart...Hope it helps
Thanks for your Charts.
Is the TDI configuration in your TDI chart for a daily chart? Can it be used also in a weekly chart?