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Deel - Average Dollar Price Volatility for Amibroker (AFL)
kaiji
over 8 years ago
Amibroker (AFL)

Rating:
3 / 5 (Votes 4)
Tags:
amibroker, exploration

This is a conversion of the Metastock exploration into Amibroker. Tested and working.

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Indicator / Formula

Copy & Paste Friendly
AddColumn(H - L, "First Day Range");
AddColumn(Ref(H - L, -1), "Second Day Range");
AddColumn(Ref(H - L, -2), "Third Day Range");
AddColumn(Ref(H - L, -3), "Fourth Day Range");
AddColumn(Ref(H - L, -4), "Fifth Day Range");

Range = (H - L + (Ref(H, -1) - Ref(L, -1)) + 
					(Ref(H, -2) - Ref(L, -2)) +
					(Ref(H, -3) - Ref(L, -3)) +
					(Ref(H, -4) - Ref(L, -4))) / 5;

AddColumn(Range, "Averange 5 Day Range");

Filter = EMA(C * V, 5) > 500000;

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