Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Create a simple volatility indicator

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Create a simple volatility indicator

    Hello,

    Could anyone tell me how to do the following indicator:

    V0 = SMA(abs(Close[0]- Close[1]), 10)
    V1 = SMA(abs(Close[0] - Close[1]), 30)
    Val = V0 / V1

    Thanks very much for your help

    Best

    #2
    Hello guilhem,

    Thank you for your post.

    You could create an indicator for the code snippet you are referring to by first instantiating 'V0' and 'V1' as an SMA and instantiate 'abs' and 'Val' as a Series<double>. We set up our variables in State.DataLoaded. In OnBarUpdate we use a CurrentBar check to ensure there are bars being processed for out indicator to calculate. We then assign our abs variable a value, check to make sure that V1 does not return 0, assign Val the value V0 / V1 and finally assign Val to our plot.

    Please see the attached example demonstrating how this could be accomplished.

    Additionally, please see these help guide links for more information.

    Make sure you have enough bars in the data series you are accessing - https://ninjatrader.com/support/help...sub=CurrentBar

    AddPlot - https://ninjatrader.com/support/help...hlightsub=Plot

    Let us know if we may assist further.
    Attached Files
    Brandon H.NinjaTrader Customer Service

    Comment


      #3
      Thank you very much :-)

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by guilhem, Today, 07:17 AM
      0 responses
      0 views
      0 likes
      Last Post guilhem
      by guilhem
       
      Started by manueldecastro, Today, 04:57 AM
      2 responses
      8 views
      0 likes
      Last Post manueldecastro  
      Started by YevhenShynkarenko, Today, 12:16 AM
      2 responses
      41 views
      0 likes
      Last Post YevhenShynkarenko  
      Started by JChien, Today, 06:26 AM
      1 response
      8 views
      0 likes
      Last Post NinjaTrader_PatrickG  
      Started by dastaan, Today, 06:24 AM
      0 responses
      6 views
      0 likes
      Last Post dastaan
      by dastaan
       
      Working...
      X