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Volatility Channel by Larry Williams
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61453
Forum: 38 · Topic 61453 · 1 post(s)
Volatility Channel by Larry Williams
Alexander.Gettinger · Mon Nov 17, 2014 5:14 pm
Original LUA indicator: viewtopic.php?f=17&t=22632.
Formulas: Top[i] = Max(MaxT, T[i]), Bottom[i] = Min(MinB, B[i]), where T[i] = 2Typical[i]-High[i], B[i] = 2Typical[i]-Low[i], MinB = minimum value of B at range from (i-Length+1) to (i), MaxT = maximum value of T at range from (i-Length+1) to (i), Typical - typical price.
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