The Hans Hanulla algo from http://www.amibroker.com/library/detail.php?id=231

...zed Fractal Efficiency. Here is the custom formula for creating the five-period smoothed 10-Day PFE using AmiBroker:*/ pds=10; x=**sqrt**((ROC(C,9)*ROC(C,9))+100); y=Sum(**sqrt**((ROC(C,1)* ROC(C,1))+1),pds);...1777 days ago

Monte Carlo analysis for trading results for system risk control for real newbies

...in will will fall between 469 and 531 times a head from the 1000 trials you can do. If we use the formula we get 0.5+1/**sqrt**(1000)= 0.5+ 0.3162277 0.5-1/**sqrt**(1000)=0.5- 0.3162277 So...1766 days ago

String equations boosting common strategies: Moving average with String equations

...PRICE_CLOSE,3);// delayed madouble s3 = iMA(NULL,0,x3,MovingShift,MODE_LWMA,PRICE_CLOSE,5); }{double re1=n/(2*L);double re2=T/M;double re3=Math**Sqrt**(re2);double re4=re1*re3;}{int...2041 days ago

How Japanese traders work w/ PFE ?

...: = front (close) + period to back (close) do begin numerator: =**sqrt**(pow (close [i] - close [i-pe...for j: = 1 to period do denominator: = denominator +**sqrt**(pow (close [i-j +1] - close...1217 days ago

Which is the best algorithm for PFE ?

...lf the one from Hans Hannula is : Hans Hannula pds=10; x=**sqrt**((ROC(C,9)*ROC(C,9))+100); y=Sum(**sqrt**((ROC(C,1)* ROC(C,1))+1),pds);...nge for (int i = counted_bars - 1; i >= 0; i--) { pfe1 = Math**Sqrt**(MathPow(Close[i] - (Close[i +...1777 days ago

Best Square Root Method - Algorithm - Function (Precision VS Speed) - Source Code

Source code of the "Best Square Root Method - Algorithm - Function (Precision VS Speed) " articleTags: sqrt, square root, algorithm

635 days ago

Best Square Root Method - Algorithm - Function (Precision VS Speed)

Interesting and useful.Tags: sqrt, algorithm

637 days ago

Comment on "A presentation on how algorithms are all around us"

...(((x-mean)/sigma)^4) with (sigma =**SQRT**(Variance)) &nb... Y is latest value of bar volatility Mean Deviation Ratio = Math**Sqrt**(2n/pi) where n is the number...2228 days ago

Comment on "Grid build with FxGen"

...nbsp;frames is equal to the square root between them. So if we have an hour volatility of 20 pips the daily voltility would be: 100 = 20***sqrt**(24) 2. During a day there wo...2054 days ago

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