Reply To: VHF Script

[Matthew]

Hi,

Try the following script:

// Set Close V1 = CLOSE(); // Find Highest Close HCP = HIGHESTHIGH(V1, BARS=28, INCBAR=True) ; // Find Lowest Close LCP = LOWESTLOW(V1, BARS=28, INCBAR=True) ; // Calc Range in Closing Prices V2 = HCP - LCP ; // Calc Absolute Movement in Closing Prices V3 = ABS(CLOSE() - CLOSE(1)) ; // Sum V3 for selected period V4 = ACC(V3, BARS=28, RANGE=Look Back Period, BACKTYPE=Bars); //Final Calc VHF = (HCP - LCP) / V4 ; VHF

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// Set Close V1 = CLOSE(); // Find Highest Close HCP = HIGHESTHIGH(V1, BARS=28, INCBAR=True) ; // Find Lowest Close LCP = LOWESTLOW(V1, BARS=28, INCBAR=True) ; // Calc Range in Closing Prices V2 = HCP - LCP ; // Calc Absolute Movement in Closing Prices V3 = ABS(CLOSE() - CLOSE(1)) ; // Sum V3 for selected period V4 = ACC(V3, BARS=28, RANGE=Look Back Period, BACKTYPE=Bars); //Final Calc VHF = (HCP - LCP) / V4 ; VHF

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Deepak Gharpure