hi there,
i am currently looking for a way to calculate the average difference (of a certain period of time) of the closing price to a moving average; you could also say a kind of volatility to a certain average which can be predefined.
i am sure, there is a easy way, but i can’t find it right now – maybe i should start doing the coding throughout the day and not the nights anymore 🙂
thanks
Moe
X = average[20](close) //average of CLOSE
y = average[20](close - x) //average of difference