Converting TSM Volatility of Ratio metastock code to PRT

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  • #125050 quote
    tapetkabinett
    Participant
    New

    Hello! I have this code of an indicator written in metastock:

    { TSM Volatility of Ratio 
      Copyright 2011, P.J.Kaufman. All rights reserved.
      Plots the volatility of a spread ratio }
      
      inputs: period(20);
      vars:	 ratio(0), AVol(0);
      
      ratio = close/Close of data2;
      AVol = stddev(ratio,period)*squareroot(252);
       
      plot1(AVol,"AnnVol");

    Can you somehow convert this code into PRT? Do we have access to data2?

    Regards,

    Simon

    #125102 quote
    Nicolas
    Keymaster
    Master

    Sorry but we don’t have access to other instrument data than the one used to apply the indicator.

    Please next time use this page to ask for free code conversion: Ask for a free code conversion

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Converting TSM Volatility of Ratio metastock code to PRT


ProBuilder: Indicators & Custom Tools

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
5 years, 10 months ago.

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Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/07/2020
Status: Active
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