fxcodebase-backup
Volatility Stop
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=62201
Forum: 38 · Topic 62201 · 1 post(s)
Volatility Stop
Alexander.Gettinger · Fri May 08, 2015 10:27 am
Original LUA indicator: viewtopic.php?f=17&t=62116.
Formula: VS[i] = Multiplier*HiLoAvg/Close[i], where HiLoAvg = MA_H-MA_L, MA_H - MVA(High) with [Length] number of periods, MA_L - MVA(Low) with [Length] number of periods.
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