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),””);