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Kaufman volatility and efficiency ratio indicators
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=3683
Forum: 17 · Topic 3683 · 6 post(s)
Kaufman volatility and efficiency ratio indicators
Alexander.Gettinger · Mon Mar 21, 2011 2:09 am
Indicators is written according to Perry Kaufman books “Smarter Trading” and “Trading Systems & Methods”.
Formulas for volatility indicator: Volatility[i]=(DiffPrice[i]+DiffPrice[i-1]+…+DiffPrice[i-Period])/Period, where DiffPrice[i]=Abs(close[i]-close[i-1]).
Formulas for efficiency ratio indicators: Ratio[i]=Abs(close[i]-close[i-Period])/Volatility(i).
Download Kaufman volatility indicator:
Download Kaufman efficiency ratio indicator:
Re: Kaufman volatility and efficiency ratio indicators
nazaar · Tue Mar 06, 2012 12:53 am
hello,
any suggestion how to interpret and trade these indicators?
thank you.
Re: Kaufman volatility and efficiency ratio indicators
Coondawg71 · Thu Jul 04, 2013 10:23 am
Can we please request this version of Kaufman Efficiency Ratio Indicator converted to lua.
thanks,
sjc http://www.thinkscripter.com/indicator/ … ncy-ratio/
Re: Kaufman volatility and efficiency ratio indicators
Apprentice · Fri Jul 05, 2013 6:01 am
incrementalTotalChang = math.abs(median - median[-1]); NetChange =median -median[length]; TotalChange =sum(incrementalTotalChange, length); ERatio = (NetChange/TotalChange) * 100; Average = Avg of ERatio
Re: Kaufman volatility and efficiency ratio indicators
Apprentice · Sun Mar 08, 2015 7:44 am
Bump Up.
Re: Kaufman volatility and efficiency ratio indicators
Apprentice · Mon Oct 29, 2018 7:23 am
The indicator was revised and updated.