Looking for Ulcer Index Source Code
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- This topic has 8 replies, 4 voices, and was last updated 3 years ago by Mattias.
Tagged: index, Ulcer, ulcer index
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09/29/2020 at 9:42 PM #145898
Hello, I am looking for the PRT Ulcer Index Source Code?
Appreciate any help thanks so much!
09/29/2020 at 10:29 PM #145905There’s a strategy based on Ulcer Index at https://www.prorealcode.com/topic/ulcer-index-system/
09/30/2020 at 7:35 PM #146007Hi,
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
09/30/2020 at 9:23 PM #146019Here is a pic of the differences any ideas how to get them the same?
Thanks a lot
10/01/2020 at 8:39 AM #14604910/01/2020 at 10:23 AM #14606810/01/2020 at 12:10 PM #146078Thanks Robertogozzi, here is the corrected assembled code @flightclock91 can use:
12345N = 14PD = ((Close - highest[N](close))/highest[N](close))*100SquaredAverage = (summation[N](sqr(PD))/N)UlcerIndex = sqrt(SquaredAverage)10/01/2020 at 3:44 PM #146099Thank you so much robertogozzi and juanj
You guys are legends have been stuck on this for a while
03/12/2021 at 1:57 PM #163933When 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.
1SquaredAverage = (summation[N](square(PD))/N) -
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