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HHRWI by Pierre Orphelin
Here is the HHRWI Mestastock for Windows code for those who are not yet convicted
that the programing language is the main key in trading system development.


HHRWI

Max( (Ref(HIGH,-1) - LOW) / ( (Ref(Sum( ATR( 1 ),2),-1) / 2) * Sqrt( 2 ) ),
Max( (Ref(HIGH,-2) - LOW) / ( (Ref(Sum( ATR( 1 ),3),-1) / 3) * Sqrt( 3 ) ),
Max( (Ref(HIGH,-3) - LOW) / ( (Ref(Sum( ATR( 1 ),4),-1) / 4) * Sqrt( 4 ) ),
Max( (Ref(HIGH,-4) - LOW) / ( (Ref(Sum( ATR( 1 ),5),-1) / 5) * Sqrt( 5 ) ),
Max( (Ref(HIGH,-5) - LOW) / ( (Ref(Sum( ATR( 1 ),6),-1) / 6) * Sqrt( 6 ) ),
Max( (Ref(HIGH,-6) - LOW) / ( (Ref(Sum( ATR( 1 ),7),-1) / 7) * Sqrt( 7 ) ),
Max( (Ref(HIGH,-7) - LOW) / ( (Ref(Sum( ATR( 1 ),8),-1) / 8) * Sqrt( 8 ) ),
(Ref(HIGH,-8) - LOW) / ( (Ref(Sum( ATR( 1 ),9),-1) / 9) * Sqrt( 9 ) )
) ) ) ) ) ) )

 

e-w-HHRWI.gif
The code below does not allow to run the HHRWI from beg to Len, but only from 1 to 9 bars range. One may avoid to use the small length values that produces unwanted RWI spikes.

More info in "The Trading Systems NEWSLETTER 1-1" from http://www.sirtrade.com.

Source / From: TOP
http://www.sirtrade.com

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