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![]() | Jeff Augen's StdDev Price Change to NinjaTrader Can anyone help me out by porting the following code originally made to thinkorswim to NinjaTrader? Here it is: declare lower; input length = 20; def closeLog = Log(close[1] / close[2]); def SDev = stdev(closeLog, length)* Sqrt(length / (length – 1)); def m= SDev * close[1]; plot spike = (close[0] – close[1]) / m; spike.setPaintingStrategy (PaintingStrategy.HISTOGR AM); spike.AssignValueColor(if close > close[1] then Color.UPTICK else if close < close[1] then Color.DOWNTICK else GetColor(1)); Thanks a lot! | ||
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| indicator, ninjatrader, programming, standard deviation |
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