How to modify/adapt pre-written script?

[ZdenaVyzila]

Hi,
Doesn't anybody know by any chance (because I'm no programmer and I suppose will never be..) how to correct/modify/adapt the below (I don't even know a name for programme letters) to implement it to NT?
It's supposed to be volatility stop study found on Joe Ross' pages.
I don't expect anyone will rewrite it for me for free, but any advises on corrections at least?
Thank anyone in advance. Zdena.

float a, fN, loclose, hiclose, ma, b;
int x, xstrt, i, revCount=1;

a = b = 0.0; /* SET INITIAL AVERAGE VAL TO 0 */
fN = (float)n;

for (x=0; x<=end+5; x++)
{ /* zero out any possible garbage */
pVolstop[x].lstop = 0.0;
pVolstop[x].sstop = 0.0;
pVolstop[x].range = 0.0;
}

x = xstrt = 0;
/* protect against whatever 0's there might be at start of a tick file */
while (m_pChart->prices[x].cl == 0 && x <= end)
{
x++;
xstrt++;
}

if (xstrt >= end)
return; /* no data in this data base so return now */

// Set initial hiclose and loclose to something real for starters.
hiclose = loclose = m_pChart->prices[x].cl;
while (x < xstrt+n && x+voloff <= end+5)
{
a += m_pChart->prices[x].hi - m_pChart->prices[x].lo;
b += m_pChart->prices[x].cl;
x++;
if (m_pChart->prices[x].cl > hiclose) // init high and low close refs
hiclose = m_pChart->prices[x].cl;
if (m_pChart->prices[x].cl < loclose)
loclose = m_pChart->prices[x].cl;
}

//Initial movave. It is needed to determine whether he first N period trend is a long trend
// or a short trend. If the N close is above this value, it's a long trend. If below this
// point, it's a short trend.
ma = b / fN;
// FIRST Average range value FOR N DAY AVERAGE
pVolstop[xstrt+n-1+voloff].range = a / fN;

for (x = x; x+voloff <= end+5; x++)
{ // Determine the average values across the entire database basis the fN Period parameter.
// Each of these range values is calculated before the lstop and sstop values are calculated,
// and are saved
pVolstop[x+voloff].range = (pVolstop[x-1+voloff].range) +
(m_pChart->prices[x].hi - m_pChart->prices[x].lo -
(m_pChart->prices[x-n].hi - m_pChart->prices[x-n].lo))/fN;
}

if (ma <= m_pChart->prices[xstrt+n-1].cl)
{
// If initial n bar Moving Average is lower or equal to n day's close,
// calc the long stop to be below this close price.
// Also initialize the short stop to same value for making the short and long
// term trend test below possible.
pVolstop[xstrt+n-1+voloff].lstop =
hiclose - pVolstop[xstrt+n-1+voloff].range*mult;
x = xstrt+n;
revCount=1; // reversal count
goto lstop;
}
else
{
// If initial n bar Moving Average is higher than n day's close,
// calc the short stop to be above this close price.
// Also initialize the short stop to same value for making the short and long
// term trend test below possible.
pVolstop[xstrt+n-1+voloff].sstop =
loclose + pVolstop[xstrt+n-1+voloff].range*mult;
x = xstrt+n;
revCount=1; // reversal count
goto sstop;
}

// lstop represents a current long trend up, so the stop is drawn under the price bars
lstop:
for (x = x; x <= end; x++)
{
// This is the initial trend change close price equate that starts this
// long trend.
hiclose = m_pChart->prices[x].cl;
i = x;
while (pVolstop[i+voloff].sstop == 0.0f && i != -1)
// The sstop values equal 0 during a long lstop trend. This routine backward
// tests for the last sstop real value that signaled the end of the previous
// short trend and the start of this long trend. The hiclose must be the
// highest close detected in this long trend to satisfy the VS formula.
// At that trend change price bar, both the sstop and the lstop had non
// zero values. Thus, this while loop exits before this earlier trend change
// bar's close price can be processed by this while loop. However, be aware
// that the trend change bar's close price was in fact processed and included
// in the calculation of the highest hiclose value for this long trend by
// virtue of the fact that it is the first equate just below the for loop above.
// Remember, this while loop goes backward in time as the long trend continues
// from here across the database, causing more and more bars to be included
// in this long trend test.
{
if (m_pChart->prices[i].cl > hiclose)
hiclose = m_pChart->prices[i].cl;
i--;
}
if (x+voloff <= end+5)
// Calculate the lstops and test for a volatility stop reversal here
{
pVolstop[x+voloff].lstop = hiclose - pVolstop[x+voloff].range*mult;
if (m_pChart->prices[x].cl < pVolstop[x+voloff].lstop)
{
revCount++;
if (revCount > 5000)
// test for an impossible count to detect a infinite loop condition
// This would only occur when the VOLSTOP structure members were created as float values.
// Since late 2004 they were redefined as doubles, and that fixed this problem.
goto TimeoutExit;
goto sstop;
}
}
}

return;

sstop:
for (x = x; x <= end; x++)
{
// This is the initial trend change close price equate that starts this
// short trend.
loclose = m_pChart->prices[x].cl;
i = x;
while (pVolstop[i+voloff].lstop == 0.0f && i != -1)
// The lstop values equal 0 during a short sstop trend. This routine backward
// tests for the last lstop real value that signaled the end of the previous
// long trend and the start of this short trend. The loclose must be the
// lowest close detected in this short trend to satisfy the VS formula.
// At that trend change price bar, both the lstop and the sstop had non
// zero values. Thus, this while loop exits before this earlier trend change
// bar's close price can be processed by this while loop. However, be aware
// that the trend change bar's close price was in fact processed and included
// in the calculation of the lowest loclose value for this short trend by
// virtue of the fact that it is the first equate just below the for loop above.
// Remember, this while loop goes backward in time as the short trend continues
// from here across the database, causing more and more bars to be included
// in this short trend test.
{
if (m_pChart->prices[i].cl < loclose)
loclose = m_pChart->prices[i].cl;
i--;
}
if (x+voloff <= end+5)
// Test for a volatility stop reversal here
{
pVolstop[x+voloff].sstop = loclose + pVolstop[x+voloff].range*mult;
if (m_pChart->prices[x].cl > pVolstop[x+voloff].sstop)
{
revCount++;
if (revCount > 5000)
// test for an impossible count to detect a infinite loop condition
// This would only occur when the VOLSTOP structure members were created as float values.
// Since late 2004 they were redefined as doubles, and that fixed this problem.
goto TimeoutExit;
goto lstop;
}
}
}

return;

TimeoutExit:
// test for an impossible count to detect a infinite loop condition
CString sMsg = "The Volatility Stop calculation for this chart cannot be completed\n"
"because of a mathematical deadlock condition caused by extremely\n"
"low volatility at date ";
char sDate[10];
long lDate = m_pChart->prices[x].date;
if (lDate < 91232) // satisfies test for date 20091231
// This must be a 2000 to 2010 year, so add 20000000 to this number.
lDate = 20000000 + m_pChart->prices[x].date;
ltoa (lDate, sDate, 10);
sMsg += sDate;
sMsg += ". Use the Chart menu command\n"
"- Data Load Option, or change the Multiplier to a lower value\n"
"as a work-around for this problem...";
MessageBox (sMsg, "Volatility Stop timed out!", MB_ICONSTOP | MB_OK);
}

[NinjaTrader_RyanM1]

Hello Zdena,

Thanks for the post and welcome to the NinjaTrader forums. If no one from the community offers these modifications, you may consider explaining your requirements to one of our 3rd party NinjaScript consultants:

http://www.ninjatrader.com/partners#NinjaScript-Consultants