Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66523
Forum: 48 · Topic 66523 · 1 post(s)
Alexander.Gettinger · Wed Aug 15, 2018 2:28 pm
Formula: ER = ROC/MaxVol, where ROC[i] = 100*(Price[i]/Price[i-Length]-1), MaxVol - maximum volume at range from (i-Length+1) to (i).
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