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