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Date/Time: Thu, 30 Jan 2025 18:50:57 +0000



Post From: Thinkorswim HLVolatility indicator

[2019-03-18 23:46:53]
User982736 - Posts: 46
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