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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
- 조회수:
- 3299
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- 게시됨:
- 2018.06.18 15:12
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이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
Indicator Volatility_Ratio is an attempt to find trading ranges and trend return points.
It works within the range of 0.01-1.0 only. At the values above 0.5, it indicates the probability of the current trend reversal.
It has one input parameter:
- Period - calculation period.
Calculations:
VR[i] = tr[i] / pr[i]
where:
tr[i] = Max(hl[i], hc[i], lc[i])
hl[i] = High[i] - Low[i] hc[i] = Abs(High[i] - Close[i-1]) lc[i] = Abs(Low[i] - Close[i-1])
pr[i] = Max(MH, Open[i-Period+1]) - Min(ML, Open[i-Period+1])
MH and ML are the highest and the lowest price over the Period, respectively.
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/20868
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