Metastock Exploration Formula |
Connors & Raschke's Historical Volatility System |
Here is the Connors and Raschke's historical volatility system exploration in August 1996 TASC Trader's Tips translated for MetaStock.
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| Vol ratio |
std(log(C/ref(C,-1)),5)/std(log(C/ref(C,-1)),99) |
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| NR4 day |
if(HIGH-LOW,<,ref(llv(H-L,3),-1),1,0) |
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| Inside |
if(HIGH,<,ref(HIGH,-1),if(LOW,>,ref(LOW,-1),1,0),0) |
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| Filter: |
when(colA,<,0.5) AND (when(colB,=,1) OR when(colC,=,1))
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| 1997 October TASC Traders Tip |
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Did you know ...
How do I create a custom watchlist column in MetaStock?
To create a custom watchlist column in MetaStock, right-click on the watchlist, choose "Edit Columns," click "Add," specify the column parameters and formula using MetaStock Formula Language (MSFL), and save the custom column.
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