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Buffalo

Elite
500100
Posts: 603

Joined: 7/11/2007
Location: Braintree, MA

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Subject : RE: ATM Micro States Method
Posted : 3/5/2018 3:22 PM
Post #29920 - In reply to #29919
' ***************************************************************************
' * Volatility Price Ratio
' * by Matthew Greenslet
' *
' * Summary:
' * Indicator calculation from OT2009
' *
' * Parameters:
' * Volatility Periods
' * Smoothing Periods
'
' Copyright 2009 Nirvana Systems, Inc. Austin, Tx, USA.
' ***************************************************************************
#Indicator
#PARAM "VolatilityPeriods", 14
#PARAM "SmoothingPeriods", 5

Dim fVPR as Single

fVPR = 0
If C <> 0 Then
fVPR = SMA(ATR(VolatilityPeriods)/C, SmoothingPeriods)
End If

Plot("VPR", fVPR)

Return fVPR
Attached file : OTindVolatilityPriceRatio.txt (0KB - 361 downloads)

Deleting message 29920 : RE: ATM Micro States Method


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