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diogomattoso

Jeff Augen's StdDev Price Change to NinjaTrader

By diogomattoso, in Coding Forum

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diogomattoso    11

diogomattoso
Posted

Hi guys,

 

Can anyone help me out by porting the following code originally made to ThinkorSwim to NinjaTrader? Here it is:

 

declare lower;

input length = 20;

def closeLog = Log(close[1] / close[2]);

def SDev = stdev(closeLog, length)* Sqrt(length / (length – 1));

def m= SDev * close[1];

plot spike = (close[0] – close[1]) / m;

spike.setPaintingStrategy(PaintingStrategy.HISTOGRAM);

spike.AssignValueColor(if close > close[1] then Color.UPTICK else if close < close[1] then Color.DOWNTICK else GetColor(1));

 

Thanks a lot!

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