Tellur Posted December 20, 2017 Report Share Posted December 20, 2017 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 endif Next ATRPctRank = rnkCount / 200 Thanks. . Quote Link to comment Share on other sites More sharing options...
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