Can someone change the EasyLanguage code here to Ninjascript? this is based on the article in S&C Nov '17 issue titled “Trading The Tech Emini With The Leavitt Convolution”.
inputs:
Price(numericseries),
Length(numericsimple) ;
LeavittProjection = LinearRegValue(Price, Length, -1) ;
// the -1 asks for the 1 bar projection; price given at time values [0], [1], [2], ...,[Length - 1]
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inputs:
Price(numericseries),
Length(numericsimple) ;
vars:
LenConv(0) ;
LenConv = IntPortion( SquareRoot(Length)) ; // this is how EasyLanguage extracts the integer portion of a variable
LeavittConv = LinearRegValue(LeavittProjection(Price, Length), LenConv, -1); //inline function call
Thanks in advance!
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