Support Board
Date/Time: Thu, 30 Jan 2025 19:18:11 +0000
Thinkorswim HLVolatility indicator
View Count: 2039
| [2019-03-18 23:46:53] |
| User982736 - Posts: 46 |
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I am trying to duplicate this indicator in SierraCharts. I have succeeded doing it in NinjaTrader 8 and I have a question. I need to calculate the EMA for nPeriods of the Highest high and Lowest low for the period. The pseudo code is as follows: high = highest high of nPeriods low = lowest low of nPeriods HLVol = (EMA(high-low, nPeriod)/EMA(Close, nPeriods))*100. How do I call the moving average function using high-low value for nPeriods? Thanks |
| [2019-03-19 15:27:01] |
| John - SC Support - Posts: 37614 |
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You first have to create a study of the High-Low to then use the EMA on it. To do this, use the Study Subgraphs Subtract study. Refer to the documentation here: Highest High/Lowest Low Over N Bars Study Subgraphs Subtract/Difference Additionally, you will eventually be dividing the two EMAs, therefore you would need the Study Subgraphs Divide study, which is documented here: Study Subgraphs Divide/Ratio For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-03-19 17:56:07
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| [2019-03-19 17:56:44] |
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We will see about adding this as a built-in study.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-03-19 18:48:50] |
| User982736 - Posts: 46 |
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Thanks. This is a Thinkorswim indicator. https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/G-L/HLVolatility.html |
| [2019-03-19 21:37:20] |
| John - SC Support - Posts: 37614 |
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We have added this study and it will be available in the next Pre-Release (v1885). It is called HLVolatility. When available, you can use the Fast Update option with instructions here: Software Download: Fast Update For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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