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Scan for potential reversal plays

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Hello ,

I am thinking of creating the following scans but my coding experience is unfortunately limited to script languages like VBA. No experience with C#.  Perhaps some of you guys can point me into the right direction:

1. Todays True range in %  divided by Daily standard deviation of price returns in %. Unfortunately the available indicators within the software (ATR and Standard deviation) are based on price and not price returns. The idea:

l= log (Close/Close[1]    // daily returns calculated for lets say 200 days

StDin% = STD[200] (l)   // standard deviation of those daily returns

Result = ATR  in % / STD in %

2. Ranking of Todays True Range (ATR with period 1) over a defined period . For instance over period of 200 days. 

rnkCount = 0

For i = 1 To 200 Do
    If ATRin% > ATRin% Then
    rnkCount = rnkCount + 1
ATRPctRank = rnkCount / 200







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