Converting TSM Volatility of Ratio metastock code to PRT

• 04/07/2020 at 1:48 PM #125050
  tapetkabinett

  Hello! I have this code of an indicator written in metastock:

  { TSM Volatility of Ratio Copyright 2011, P.J.Kaufman. All rights reserved. Plots the volatility of a spread ratio } inputs: period(20); vars: ratio(0), AVol(0); ratio = close/Close of data2; AVol = stddev(ratio,period)*squareroot(252); plot1(AVol,"AnnVol");

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  { TSM Volatility of Ratio   Copyright 2011, P.J.Kaufman. All rights reserved.   Plots the volatility of a spread ratio }      inputs: period(20);   vars: ratio(0), AVol(0);      ratio = close/Close of data2;   AVol = stddev(ratio,period)*squareroot(252);      plot1(AVol,"AnnVol");

  Can you somehow convert this code into PRT? Do we have access to data2?

  Regards,

  Simon

  

  tapetkabinett

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  04/07/2020 at 4:29 PM #125102
  Nicolas

  Sorry but we don’t have access to other instrument data than the one used to apply the indicator.

  Please next time use this page to ask for free code conversion: Ask for a free code conversion

  

  Nicolas

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