ИНДЕКС ВОЛАТИЛЬНОСТИ

Type : Indicator, Name : Volatility Quality Index

Variables:
VQI(0),
SumVQI(0);

If TrueRange <> 0 and (High — Low) <> 0 Then
VQI = ((Close — Close[1]) / TrueRange + (Close — Open) / (High — Low)) * 0.5
Else
VQI=VQI[1];
VQI = AbsValue(VQI) * ((Close — Close[1] + (Close — Open)) * 0.5);
SumVQI = SumVQI + VQI;
Plot1(SumVQI,»»);
Plot2(Average(SumVQI,9),»»);
Plot3(Average(SumVQI,200),»»);