Looking for Ulcer Index Source Code

• 09/29/2020 at 9:42 PM #145898
  flightclock91

  Hello, I am looking for the PRT  Ulcer Index Source Code?

  Appreciate any help thanks so much!

  

  flightclock91

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  09/29/2020 at 10:29 PM #145905
  robertogozzi

  There’s a strategy based on Ulcer Index at https://www.prorealcode.com/topic/ulcer-index-system/

   

  

  robertogozzi

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  09/30/2020 at 7:35 PM #146007
  flightclock91

  Hi,

  many thanks for the reply I used your code to build the ulcer index but for some reason I cant get the Ulcer Index to match the PRT one there are slight differences

  

  flightclock91

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  09/30/2020 at 9:23 PM #146019
  flightclock91

  Here is a pic of the differences any ideas how to get them the same?

  Thanks a lot

  

  flightclock91

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  10/01/2020 at 8:39 AM #146049
  juanj

  Try this (I coded this from memory so didn’t check syntax or result in PRT):

  N = 14 PD = ((Close - highest[N](close))/highest[N](close))*100 SquaredAverage = sqrt(summation[N](PD)/N) UlcerIndex = sqrt(SquaredAverage)

  1 2 3 4 5

  N = 14 PD = ((Close - highest[N](close))/highest[N](close))*100 SquaredAverage = sqrt(summation[N](PD)/N)   UlcerIndex = sqrt(SquaredAverage)

   

  

  juanj

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  10/01/2020 at 10:23 AM #146068
  robertogozzi

  @juanj

  Line 3 should read:

  SquaredAverage = (summation[N](sqr(PD))/N)

  1	SquaredAverage  = (summation[N](sqr(PD))/N)

  to replicate exactly PRT’s.

  

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  10/01/2020 at 12:10 PM #146078
  juanj

  Thanks Robertogozzi, here is the corrected assembled code @flightclock91 can use:

  N = 14 PD = ((Close - highest[N](close))/highest[N](close))*100 SquaredAverage = (summation[N](sqr(PD))/N) UlcerIndex = sqrt(SquaredAverage)

  1 2 3 4 5

  N = 14 PD = ((Close - highest[N](close))/highest[N](close))*100 SquaredAverage  = (summation[N](sqr(PD))/N) UlcerIndex = sqrt(SquaredAverage)

   

  

  juanj

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  10/01/2020 at 3:44 PM #146099
  flightclock91

  Thank you so much robertogozzi and juanj 

  You guys are legends have been stuck on this for a while

  

  flightclock91

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  03/12/2021 at 1:57 PM #163933
  Mattias

  When used in a strategy, I couldn’t get this to work, I got error message probacktest.error.’sqr’. It worked fine in an indicator though. However, changing sqr to square did the trick.

  SquaredAverage = (summation[N](square(PD))/N)

  1	SquaredAverage  = (summation[N](square(PD))/N)

   

   

  

  Mattias

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