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Create a simple volatility indicator

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    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

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