Forums › ProRealTime English forum › ProOrder support › Oil 15 minutes meanreverting strategy › Reply To: Oil 15 minutes meanreverting strategy
10/11/2017 at 7:23 PM
#49060
As I posted many times, this is the solution fullness = abs((Dclose(0)-Dopen(0))/(Dhigh(0)-Dlow(0)+0.00001)
It’s a solution, I prefer something which can’t yield division by zero. I don’t think it’s likely to create any weird results either.
I bet your solution works too with the underlying primitives, altough without the exact knowledge of how they work it still looks like possibly erroneous code.